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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
FLMN
Primary Facts
Oil & Gas E&P
Name:
-
Sector:
14.85M
Industry:
25.22
CEO:
Mr. Daniel C. Herz
Total Employees:
Mid Cap
Our Technological Advancement Rating
Our Rating:
-0.24032553
-1.210958609
Sitio Royalties Corp. (XNYS:STR) In-Depth Stock/Fundamental/Options Analysis Today
Primary Targets/Price Insights
Previous Close ($) :
SITIO ROYALTIES CORP. (XNYS:STR)
One Month Price Target:
Six Month Price Target :
$25.46
Likely Price in One Year's Time:
Ticker:
$26.64
Likely Trading Range Today Under (Normal Volatility)
$25.83
Price Upper limit ($) :
$28.06
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
P224
This week:
$19.54
This month :
$12.52
Other Primary facts
Market Cap:
83.84M
Market Cap Classification:
2.08B
Number of Shares
IPO Date:
D
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
-23.73%
-$.18
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:
$39.30
270.14%
$11.14
$51.55
Medium risk (<10%) entry points
Buy Call
Sell Call
$32.69
Buy Put:
Sell Put:
-$1.11
$17.75
$35.31
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
Oil & Gas E&P
Sharpe Ratio:
FLMN, is amongst the top 20% highest yielding stocks in terms of daily returns
Comparison:
4.60%
-0.050022518
Sharpe ratio is -5.00% lower than the industry
Average Returns/Yield of
Oil & Gas E&P
Daily returns:
1
Weekly returns:
0.50%
Monthly returns:
2.49%
Yearly returns:
119.58%
Comparison of returns:
0.94702126
Classification:
Average annual returns/yield (last 3 years) is 94.70% above industry average
Results of T-Test of Returns:
FLMN is a riskier investment compared to Nasdaq (IXIC)
Statistical test of Returns:
0.20
Volatility (measured by Standard Deviation)
Daily Volatility:
& ratio is 91.54% higher than the market/S&P 500 average
Weekly Volatility:
11.21%
Monthly Volatility:
25.07%
Yearly Volatility:
50.13%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
218.53%
-74.27%
Value at Risk Analysis (VaR)
Daily VaR:
Volatility in last five trading days has been -74.27% below long-term volatility
Weekly VaR:
-22.52%
Monthly VaR:
-50.37%
How Much Can the price of
Oil & Gas E&P
Decline in a Recession?
Likely price decline in a recession:
Base case (decline):
Risk of crash in next 6/12 months: Very high (>70%)
Worst case (decline):
$4.20
This translates to price declining to:
-83%
This translates to price declining to:
>85%
Severe Crash Probability
-100.73%
What is Value at Risk (VaR)?
Risk Fundamentals
509.08%
FLMN is a 610.97% riskier investment compared to the market/S&P 500 & is 509.08% riskier than Nasdaq (IXIC)
FLMN is a 610.97% riskier investment compared to the market/S&P 500
Beta Examination of
Oil & Gas E&P
1.677
Expected beta in 1 year's time:
0.274
Expected beta in 3 year's time:
0.931
Unlevered (debt free) Beta:
Beta in relation to market/S&P 500--1.68
Beta in relation to Nasdaq (XNAS):
Returns are right (positive) skewed; mean returns are greater than median and mode returns
Beta in relation to all global stocks::
Beta is -16.65% below industry average
Beta Comparison & Analysis
Beta of competitors/peers::
1.274
0.064
Average Industry Beta:
Beta is 6.40% higher than peers
-0.166458528
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
-
-
Alpha provided | Alpha Analysis
Alpha provided:
1.317
1.359
66.802
Analysis of Cost of Capital of
Oil & Gas E&P
Equity cost of capital:
Alpha is 6680% higher than market/& is unsustainably high
-0.135
Unlevered (without debt) cost of capital:
Equity cost of capital is -13.55% below industry mean WACC
Before-tax cost of debt:
11.12%
After-tax cost of debt:
-
Overall debt rating:
-
Weighted average cost of capital (WACC):
-
-
Key Per-Share Metrics & Analysis
Revenue per share:
-
Revenue growth rate per share of (3Y):
Price to sales ratio is 451.99% above the industry mean
-145.74%
EPS:
-
Expected Annual growth rate of EPS (3Y):
Price to free cash flow ratio is -45.74% lower than the industry
-110.35%
Free cash flow (FCF) per share:
Price to book ratio is -93.89% below the industry mean
-
-1.801332881
Debt per share
Debt repayment rate in last quarter: 100.00%
EBITDA per share
Each employee generates 19% more EBITDA than industry average revenue per employee
Valuation Analysis Today of
Oil & Gas E&P
P/E Ratio:
-
P/E Ratio of Competitors/Peers:
34.31
-0.185203224
-
-
-
-
P/S (Price to Sales ratio):
$0.93
4.519878001
P/B (Price to book value ratio):
Price to sales ratio is 451.99% above the industry mean
-
-0.457397976
Net income growth rate (3Y):
Annual revenue growth rate is -145.74% below industry average
-109.88%
Dividend Analysis
Net income growth rate is -109.88% lower than the industry average net income growth rate
Dividend payout rate: 38.83%
$0.18
Previous Dividend: $0.18
Previous adjusted dividend: $0.18
Previous Dividend: $0.63
Expected next dividend best case: $0.22
Expected next dividend worst case: $0.14
Average dividend payment (long-term): $0.11
Average dividend increase/decrease (growth rate) % per period: 17.49%
Expected next dividend payment date: 29/08/2022
Expected next dividend record date: 16/08/2022
-
Previous dividend payment date: 31/05/2022
Previous dividend record date: 18/05/2022
Dividend History:
-
2022-02-25--$0.15
2021-08-24--$0.15
2022-05-17--$0.18
2021-11-22--$0.16
2021-05-24--$0.10
-0.577324588
In-depth Debt & Leverage Analysis
Debt to equity ratio:
-1.42%
Net debt to equity ratio:
The remaining useful life of property plant & equipment is: 20.0 years
Debt to assets ratio:
-1.13%
Net debt to assets ratio:
37.23%
-65.41%
Ability to repay debt:
Interest coverage ratio:
Debt-to-asset ratio is -65.41% below industry average
3.09
Looking forward:
Debt growth rate:
1.2x
-104.60%
100.00%
Analysis of Key Statistics
Correlation of price movement with the market:
1.419023398
Statistical significance of correlation:
-1.41%
Average Correlation of the industry with the market:
0.054
-86.26%
R Squared (percentage of price movement explained by movement of the market):
0.054
Correlation of price movement with Nasdaq (^IXIC):
0.003
Covariance of price movement with the market:
0.031
Kurtosis
0.199
490.268
Skewness of returns:
Returns have severe fat-tails (leptokurtic), i.e., returns considerably higher or lower than the mean returns are considerably more likely, compared to assets with normally distributed returns
20.414
Fundamental Analysis & Dupont Analysis of
Oil & Gas E&P
Gross Profit Margin Ratio:
66.37M
Operating Profit Margin Ratio:
Net profit margin is -1741.55% lower than the industry
-3794.89%
Net Profit Margin Ratio:
66.37M
Effective Tax Rate:
2.22%
-0.242555762
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
Return on assets (ROA) is 195.05% higher than the industry
0.33%
Financial Leverage
Asset Turnover Ratio (ROA):
Operating profit margin is -3794.89% lower than the industry
195.05%
Financial Leverage:
Interest coverage ratio is 309.09% more than industry average
Current Ratio:
Return on equity (ROE) is 0.33% higher than the industry
0.173974058
Cash Conversion Cycle (days):
$0.00
-0.150207147
Current ratio is 17.40% above industry average
Stock based compensation to net income ratio:
Equity growth rate per share is -180.13% lower than the industry
In-depth Efficiency Analysis
Revenue generated per employee:
Cash conversion cycle is -15.02% below industry average
-0.115604909
EBITDA generated per employee:
Each employee generates -12% less revenue than industry average revenue per employee
0.189792124
Profit generated per employee:
$0.38
282%
Free cash flow (FCF) generated per employee:
Each employee generates 282% more net income/profit than industry average revenue per employee
-15.65204562
Assets/Capital per employee
Each employee generates -1565% less free cash flow than industry average revenue per employee
-15.65204562
Research & Development (R&D) Analysis
-
-
Competitors/Peer firms of
Oil & Gas E&P
$32.26
CALUMET SPECIALTY PRODUCTS UNT (XNAS:CLMT)
AEMETIS, INC. (XNAS:AMTX)
MATRIX SERVICE COMPANY (XNAS:MTRX)
DORCHESTER MINERALS UNT (XNAS:DMLP)
BLUEKNIGHT ENERGY PARTNERS, L.P. (XNAS:BKEPP)
TRCH
TARGET HOSPITALITY CORP. (XNAS:TH)
GREEN PLAINS PARTNERS UNT (XNAS:GPP)
Current Analyst Ratings
-
Strong buy�0%
Buy�4%
Hold�0%
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:
77.81M
11.44M
336%
-
16.56M
18.30M
1.74M
3.42M
27.67M
-
984.00K
7.95M
170%
5.42M
- 3398.00K
190%
5.42M
Statement of Cash Flow
Date:
Period:
3.79M
Differed Income Tax :
3.61M
Stock Based Compensation :
480.00K
Change in Working Capital :
390.00K
Accounts Receivables:
6.58M
Other Working Capital:
2.99M
Other Non-Cash Items:
-
Net Cash Provided by Operating Activities:
-
Investments in PP&E:
14.85M
Net Acquisitions:
-
Purchases of Investments:
-
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
2.92M
-
2.92M
-
-
12.70M
15.62M
296.00K
-
-
-
51.66M
191.46M
243.42M
-
259.04M
6.46M
-
-
-
199.00K
6.66M
-
46.64M
46.64M
-
53.30M
5.00K
1.68M
-
Value
21.72M
204.05M
205.73M
259.04M
-
-
-
-
-
-
- 5000.00K
-
-
- 6824.00K
- 2876.00K
- 14700.00K
-
153.00K
2.92M
-
14.85M
-
Our Proprietary Portfolio Rating
Our Rating:
-68.49677104
Price Forecast/Expected Price in Next 5 Years of
Oil & Gas E&P
2023
2024
2025
2026
2027
21.0456653
$21.05
$23.42
$26.06
$28.99