_edited.png)
RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
FCN
Primary Facts
Consulting Services
Name:
-
Sector:
- 216385.00K
Industry:
156.24
CEO:
Mr. Steven Gunby
Total Employees:
Mid Cap
Our Technological Advancement Rating
Our Rating:
-0.583688295
-0.223376814
Fti Consulting, Inc. (XNYS:FCN) In-Depth Stock/Fundamental/Options Analysis Today
Primary Targets/Price Insights
Previous Close ($) :
FTI CONSULTING, INC. (XNYS:FCN)
One Month Price Target:
Six Month Price Target :
$156.51
Likely Price in One Year's Time:
Ticker:
$157.85
Likely Trading Range Today Under (Normal Volatility)
$156.89
Price Upper limit ($) :
$159.46
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
P46
This week:
$149.82
This month :
$141.88
Other Primary facts
Market Cap:
34.54M
Market Cap Classification:
5.46B
Number of Shares
IPO Date:
B
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
-11.77%
$127.52
Worst Daily Decline:
Our Options Trading Entry Points
Iron Condor entry points for options expiring in 1 week's time
Low risk (<2%) entry points
Buy Call:
Sell Call:
Buy Put:
Sell Put:
$172.23
11.16%
$140.25
$186.02
Medium risk (<10%) entry points
Buy Call
Sell Call
$164.80
Buy Put:
Sell Put:
$126.46
$147.68
$167.74
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
Consulting Services
Sharpe Ratio:
FCN, is amongst the top 40% highest yielding stocks in terms of daily returns
Comparison:
2.16%
0.412779784
Sharpe ratio is 41.28% higher than the industry
Average Returns/Yield of
Consulting Services
Daily returns:
1
Weekly returns:
0.07%
Monthly returns:
0.35%
Yearly returns:
17.01%
Comparison of returns:
0.15516429
Classification:
Average annual returns/yield (last 3 years) is 15.52% above industry average
Results of T-Test of Returns:
FCN is a riskier investment compared to Nasdaq (IXIC)
Statistical test of Returns:
0.89
Volatility (measured by Standard Deviation)
Daily Volatility:
& ratio is 33.63% higher than the market/S&P 500 average
Weekly Volatility:
2.04%
Monthly Volatility:
4.55%
Yearly Volatility:
9.10%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
39.69%
0.12%
Value at Risk Analysis (VaR)
Daily VaR:
Volatility in last five trading days has been 0.12% above long-term volatility
Weekly VaR:
-4.11%
Monthly VaR:
-9.19%
How Much Can the price of
Consulting Services
Decline in a Recession?
Likely price decline in a recession:
Base case (decline):
Risk of crash in next 6/12 months: High (50-70%)
Worst case (decline):
$132.11
This translates to price declining to:
-15%
This translates to price declining to:
-63.68%
Severe Crash Probability
-18.38%
What is Value at Risk (VaR)?
Risk Fundamentals
11.14%
FCN is a 29.74% riskier investment compared to the market/S&P 500 & is 11.14% riskier than Nasdaq (IXIC)
FCN is a 29.74% riskier investment compared to the market/S&P 500
Beta Examination of
Consulting Services
0.307
Expected beta in 1 year's time:
0.257
Expected beta in 3 year's time:
0.52
Unlevered (debt free) Beta:
Beta in relation to market/S&P 500--0.31
Beta in relation to Nasdaq (XNAS):
Returns are, approximately, symmetrical
Beta in relation to all global stocks::
Beta is -65.48% below industry average
Beta Comparison & Analysis
Beta of competitors/peers::
0.241
-0.761
Average Industry Beta:
Beta is -76.14% lower than peers
-0.654848596
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
WACC is -26.26% below industry mean WACC
8.77%
Alpha provided | Alpha Analysis
Alpha provided:
0.735
1.145
7.482
Analysis of Cost of Capital of
Consulting Services
Equity cost of capital:
Alpha is 748% higher than market/& is unsustainably high
-0.432
Unlevered (without debt) cost of capital:
Equity cost of capital is -43.16% below industry mean WACC
Before-tax cost of debt:
4.13%
After-tax cost of debt:
3.50%
Overall debt rating:
2.76%
Weighted average cost of capital (WACC):
3.50%
-26.26%
Key Per-Share Metrics & Analysis
Revenue per share:
-
Revenue growth rate per share of (3Y):
Price to sales ratio is -43.98% below the industry mean
146.19%
EPS:
Two Hundred Twenty-Three Million Three Hundred Sixty-Five Thousand Six Hundred Dollars
Expected Annual growth rate of EPS (3Y):
Price to free cash flow ratio is -30.94% lower than the industry
-59.00%
Free cash flow (FCF) per share:
Price to book ratio is -31.55% below the industry mean
-
-
Debt per share
Debt repayment rate in last quarter: 20.16%
EBITDA per share
Each employee generates -39% less EBITDA than industry average revenue per employee
Valuation Analysis Today of
Consulting Services
P/E Ratio:
Sustainable growth rate is 8.77% above industry average
P/E Ratio of Competitors/Peers:
25.46
0.317427842
125.2466927
0.24745809
$7.17
-
P/S (Price to Sales ratio):
$81.46
-0.439820447
P/B (Price to book value ratio):
Price to sales ratio is -43.98% below the industry mean
-
-0.309406684
Net income growth rate (3Y):
Annual revenue growth rate is 146.19% above the industry average
-30.09%
Dividend Analysis
Net income growth rate is -30.09% lower than the industry average net income growth rate
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Dividend History:
-
--$0.00
--$0.00
--$0.00
--$0.00
--$0.00
-
In-depth Debt & Leverage Analysis
Debt to equity ratio:
17.46%
Net debt to equity ratio:
The remaining useful life of property plant & equipment is: 3.0 years
Debt to assets ratio:
9.60%
Net debt to assets ratio:
34.17%
-67.67%
Ability to repay debt:
Interest coverage ratio:
Debt-to-asset ratio is -67.67% below industry average
-0.04
Looking forward:
Debt growth rate:
1.2x
-
20.16%
Analysis of Key Statistics
Correlation of price movement with the market:
8.567487157
Statistical significance of correlation:
-0.27%
Average Correlation of the industry with the market:
0.311
-39.03%
R Squared (percentage of price movement explained by movement of the market):
0.311
Correlation of price movement with Nasdaq (^IXIC):
0.097
Covariance of price movement with the market:
0.007
Kurtosis
0.009
8.502
Skewness of returns:
Returns have a significant fat-tails (leptokurtic), i.e., returns considerably higher or lower than the mean returns are more probable, compared to assets with normally distributed returns
-0.011
Fundamental Analysis & Dupont Analysis of
Consulting Services
Gross Profit Margin Ratio:
873.38M
Operating Profit Margin Ratio:
Net profit margin is -28.07% lower than the industry
-5.21%
Net Profit Margin Ratio:
873.38M
Effective Tax Rate:
2.60%
0.045318568
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
Return on assets (ROA) is 5.56% higher than the industry
-31.50%
Financial Leverage
Asset Turnover Ratio (ROA):
Operating profit margin is -5.21% lower than the industry
5.56%
Financial Leverage:
Interest coverage ratio is -4.45% less than industry average
Current Ratio:
Return on equity (ROE) is -31.50% lower than the industry
0.452270746
Cash Conversion Cycle (days):
$16.05
3.788734392
Current ratio is 45.23% above industry average
Stock based compensation to net income ratio:
-
In-depth Efficiency Analysis
Revenue generated per employee:
Cash conversion cycle is 378.87% above industry average
0.225857673
EBITDA generated per employee:
Each employee generates 23% more revenue than industry average revenue per employee
-0.390936237
Profit generated per employee:
$10.25
-31%
Free cash flow (FCF) generated per employee:
Each employee generates -31% less net income/profit than industry average revenue per employee
2.444749116
Assets/Capital per employee
Each employee generates 244% more free cash flow than industry average revenue per employee
2.444749116
Research & Development (R&D) Analysis
-
-
Competitors/Peer firms of
Consulting Services
$177.84
Stantec Inc. (XNYS:STN)
ARMSTRONG WORLD INDUSTRIES, INC. (XNYS:AWI)
AIR LEASE CORPORATION (XNYS:AL)
RYDER SYSTEM, INC. (XNYS:R)
SIMPSON MANUFACTURING CO., INC. (XNYS:SSD)
CLEAN HARBORS, INC. (XNYS:CLH)
SCHNEIDER NATIONAL, INC. (XNYS:SNDR)
SPIRIT AEROSYSTEMS HOLDINGS, INC. (XNYS:SPR)
Current Analyst Ratings
$6.48
Strong buy�0%
Buy�0%
Hold�17%
Sell�0%
Strong sell�0%
Income Statement
Period:
3/31/2022
Date:
Value
Revenue:
TTM
Cost of Revenue:
Gross Profit:
R&D Expense
General & Admin Expenses:
Selling, General & Admin Expenses
Sales and Marketing Expenses
Other Expenses :
Operating Expenses :
Cost & Expenses :
Interest Income:
Interest Expenses:
Depreciation & Amortization:
EBITDA:
Operating Income:
Other Income Expenses:
Income Before Tax:
Income Tax Expense:
Net Income:
Balance Sheet
Date:
Calendar Year:
Period:
Cash & Cash Equivalents:
Short Term Investments:
Cash & Short Term Investments:
Net Receivables:
Inventory:
Other Current Assets:
Total Current Assets:
PP&E:
Goodwill:
Intangible Assets:
Long Term Investments:
Tax Assets:
Other Non-Current Assets:
Total Non-Current Assets:
Other Assets:
Total Assets:
Accounts Payable:
Short Term Debt:
Tax Payables:
Deferred Revenue:
Other Current Liabilities:
Total Current Liabilities:
Long Term Debt:
Other Non-Current Liabilities:
Total Non Current Liabilities:
Other Liabilities:
Total Liabilities:
Common Stock:
Retained Earnings:
Accumulated Other Comprehensive Loss:
Other Total Stockholders' Equity:
Total Stockholders' Equity:
Total Liabilities and Stockholders' Equity:
Total Investments:
Total Debt:
Net Debt:
2.81B
1.94B
124%
-
411.30M
560.27M
-
10.29M
2.51B
3.37M
19.40M
45.31M
50%
59.70M
- 13327.00K
41%
59.70M
Statement of Cash Flow
Date:
Period:
59.32M
Differed Income Tax :
11.18M
Stock Based Compensation :
2.38M
Change in Working Capital :
5.97M
Accounts Receivables:
- 287027.00K
Other Working Capital:
3.10M
Other Non-Cash Items:
- 221168.00K
Net Cash Provided by Operating Activities:
4.41M
Investments in PP&E:
- 203778.00K
Net Acquisitions:
- 12607.00K
Purchases of Investments:
- 6698.00K
Sales/Maturities of Investments:
Other Investing Activities:
Net Cash Used for Investing Activities:
Debt Repayment:
Common Stock Issued:
Common Stock Repurchased:
Dividend Paid:
Other Financing Activities:
Net Cash Used Provided by Financing Activities:
Effect of FOREX on Changes in Cash:
Net Changes in Cash:
Cash at End of Period:
Cash at Beginning of Period:
Operating Cash Flow:
Capital Expenditure:
Free Cash Flow (FCF):
Value
3/31/2022
2022
Q1
271.14M
-
271.14M
853.23M
-
97.02M
1.22B
347.91M
1.24B
29.65M
-
-
106.37M
1.73B
-
2.95B
-
-
-
40.11M
469.82M
509.93M
554.32M
97.11M
817.34M
-
1.33B
345.00K
1.76B
- 135031.0K
Value
570.56M
-
1.62B
2.95B
-
554.32M
-
-
-
- 19305.00K
- 140000.00K
-
- 3098.00K
-
147.26M
4.16M
- 4420.00K
- 223342.00K
271.14M
494.49M
- 203778.00K
- 12607.00K
Our Proprietary Portfolio Rating
Our Rating:
-1.343009089
Price Forecast/Expected Price in Next 5 Years of
Consulting Services
2023
2024
2025
2026
2027
163.8969201
$163.90
$167.28
$170.73
$174.25