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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
FRPH
Primary Facts
Real Estate Services
Name:
-
Sector:
1.31M
Industry:
57.38
CEO:
Mr. John Baker
Total Employees:
Small Cap
Our Technological Advancement Rating
Our Rating:
0.315751296
-0.027190363
Frp Holdings, Inc. (XNAS:FRPH) In-Depth Stock/Fundamental/Options Analysis Today
Primary Targets/Price Insights
Previous Close ($) :
FRP HOLDINGS, INC. (XNAS:FRPH)
One Month Price Target:
Six Month Price Target :
$57.55
Likely Price in One Year's Time:
Ticker:
$58.39
Likely Trading Range Today Under (Normal Volatility)
$57.64
Price Upper limit ($) :
$59.41
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
P358
This week:
$54.56
This month :
$51.08
Other Primary facts
Market Cap:
9.46M
Market Cap Classification:
542.53M
Number of Shares
IPO Date:
B
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
-18.16%
$44.78
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:
$64.45
12.56%
$50.31
$70.45
Medium risk (<10%) entry points
Buy Call
Sell Call
$61.21
Buy Put:
Sell Put:
$44.31
$53.55
$62.49
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
Real Estate Services
Sharpe Ratio:
FRPH, is amongst the top 60% highest yielding stocks in terms of daily returns
Comparison:
1.63%
-0.022367101
Sharpe ratio is -2.24% lower than the industry
Average Returns/Yield of
Real Estate Services
Daily returns:
1
Weekly returns:
0.05%
Monthly returns:
0.24%
Yearly returns:
11.34%
Comparison of returns:
-0.309776506
Classification:
Average annual returns/yield (last 3 years) is -30.98% below industry average
Results of T-Test of Returns:
FRPH is a riskier investment compared to Nasdaq (IXIC)
Statistical test of Returns:
0.90
Volatility (measured by Standard Deviation)
Daily Volatility:
& is -30.16% lower than the market/S&P 500 average
Weekly Volatility:
2.41%
Monthly Volatility:
5.40%
Yearly Volatility:
10.79%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
47.05%
-86.77%
Value at Risk Analysis (VaR)
Daily VaR:
Volatility in last five trading days has been -86.77% below long-term volatility
Weekly VaR:
-4.91%
Monthly VaR:
-10.98%
How Much Can the price of
Real Estate 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):
$46.55
This translates to price declining to:
-19%
This translates to price declining to:
-76.06%
Severe Crash Probability
-21.96%
What is Value at Risk (VaR)?
Risk Fundamentals
32.75%
FRPH is a 54.96% riskier investment compared to the market/S&P 500 & is 32.75% riskier than Nasdaq (IXIC)
FRPH is a 54.96% riskier investment compared to the market/S&P 500
Beta Examination of
Real Estate Services
0.526
Expected beta in 1 year's time:
0.862
Expected beta in 3 year's time:
0.469
Unlevered (debt free) Beta:
Beta in relation to market/S&P 500--0.53
Beta in relation to Nasdaq (XNAS):
Returns are, approximately, symmetrical
Beta in relation to all global stocks::
Beta is -64.04% below industry average
Beta Comparison & Analysis
Beta of competitors/peers::
0.36
-0.574
Average Industry Beta:
Beta is -57.43% lower than peers
-0.64035561
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
WACC is -39.03% below industry mean WACC
-69.06%
Alpha provided | Alpha Analysis
Alpha provided:
0.663
0.405
2.923
Analysis of Cost of Capital of
Real Estate Services
Equity cost of capital:
Alpha is 292% higher than market/& is unsustainably high
-0.487
Unlevered (without debt) cost of capital:
Equity cost of capital is -48.72% below industry mean WACC
Before-tax cost of debt:
4.62%
After-tax cost of debt:
1.19%
Overall debt rating:
0.94%
Weighted average cost of capital (WACC):
1.19%
-39.03%
Key Per-Share Metrics & Analysis
Revenue per share:
-
Revenue growth rate per share of (3Y):
Price to sales ratio is 204.49% above the industry mean
-55.39%
EPS:
Four Hundred Seventy-One Thousand Six Hundred Dollars
Expected Annual growth rate of EPS (3Y):
Price to free cash flow ratio is -33.77% lower than the industry
14.07%
Free cash flow (FCF) per share:
Price to book ratio is -72.90% below the industry mean
-
-
Debt per share
Debt repayment rate in last quarter: 0.00%
EBITDA per share
Each employee generates 271% more EBITDA than industry average revenue per employee
Valuation Analysis Today of
Real Estate Services
P/E Ratio:
Sustainable growth rate is -69.06% below industry average
P/E Ratio of Competitors/Peers:
497.62
15.52966417
1.50521842
37.12071339
$1.48
-
P/S (Price to Sales ratio):
$3.60
2.044884137
P/B (Price to book value ratio):
Price to sales ratio is 204.49% above the industry mean
-
-0.337650588
Net income growth rate (3Y):
Annual revenue growth rate is -55.39% below industry average
-295.58%
Dividend Analysis
Net income growth rate is -295.58% 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:
3.51%
Net debt to equity ratio:
The remaining useful life of property plant & equipment is: 5.2 years
Debt to assets ratio:
2.06%
Net debt to assets ratio:
45.01%
-50.67%
Ability to repay debt:
Interest coverage ratio:
Debt-to-asset ratio is -50.67% below industry average
-0.77
Looking forward:
Debt growth rate:
1.4x
-63.10%
0.00%
Analysis of Key Statistics
Correlation of price movement with the market:
12.16082335
Statistical significance of correlation:
-0.36%
Average Correlation of the industry with the market:
0.422
-22.42%
R Squared (percentage of price movement explained by movement of the market):
0.422
Correlation of price movement with Nasdaq (^IXIC):
0.178
Covariance of price movement with the market:
0.006
Kurtosis
0.008
9.463
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
-0.299
Fundamental Analysis & Dupont Analysis of
Real Estate Services
Gross Profit Margin Ratio:
30.07M
Operating Profit Margin Ratio:
Net profit margin is -85.07% lower than the industry
-36.22%
Net Profit Margin Ratio:
30.07M
Effective Tax Rate:
38.33%
-1.128768547
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
Return on assets (ROA) is -98.42% lower than the industry
-98.89%
Financial Leverage
Asset Turnover Ratio (ROA):
Operating profit margin is -36.22% lower than the industry
-98.42%
Financial Leverage:
Interest coverage ratio is -76.62% less than industry average
Current Ratio:
Return on equity (ROE) is -98.89% lower than the industry
4.474050154
Cash Conversion Cycle (days):
$18.87
5.3534125
Current ratio is 447.41% above industry average
Stock based compensation to net income ratio:
-
In-depth Efficiency Analysis
Revenue generated per employee:
Cash conversion cycle is 535.34% above industry average
1.761142423
EBITDA generated per employee:
Each employee generates 176% more revenue than industry average revenue per employee
2.707379308
Profit generated per employee:
$1.47
-52%
Free cash flow (FCF) generated per employee:
Each employee generates -52% less net income/profit than industry average revenue per employee
-1.800802054
Assets/Capital per employee
Each employee generates -180% less free cash flow than industry average revenue per employee
-1.800802054
Research & Development (R&D) Analysis
-
-
Competitors/Peer firms of
Real Estate Services
$51.76
GLADSTONE LAND CORPORATION (XNAS:LAND)
IRSA Propiedades Comerciales SA (XNAS:IRCP)
Fathom Holdings Inc (XNAS:FTHM)
GOODM
THE RMR GROUP INC. (XNAS:RMR)
LMRKO
LMRKP
AFC Gamma, Inc. (XNAS:AFCG)
Current Analyst Ratings
$0.05
Strong buy�0%
Buy�0%
Hold�4%
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:
34.07M
4.00M
353%
-
6.50M
6.50M
-
21.38M
31.88M
-
2.12M
11.24M
162%
9.00K
- 2564.00K
-5%
9.00K
Statement of Cash Flow
Date:
Period:
404.00K
Differed Income Tax :
-
Stock Based Compensation :
-
Change in Working Capital :
197.00K
Accounts Receivables:
- 3119.00K
Other Working Capital:
-
Other Non-Cash Items:
- 467.00K
Net Cash Provided by Operating Activities:
3.83M
Investments in PP&E:
1.31M
Net Acquisitions:
-
Purchases of Investments:
833.00K
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
164.52M
-
164.52M
2.59M
-
548.00K
167.66M
-
-
-
143.01M
-
364.20M
507.20M
-
674.87M
-
-
-
324.00K
3.81M
4.13M
178.45M
3.69M
246.50M
-
250.64M
943.00K
338.42M
- 737.0K
Value
27.88M
-
396.44M
647.08M
-
178.45M
-
4.32M
- 2691.00K
2.46M
-
-
-
-
- 771.00K
- 771.00K
-
3.00M
164.52M
161.52M
1.31M
-
Our Proprietary Portfolio Rating
Our Rating:
-6.033755876
Price Forecast/Expected Price in Next 5 Years of
Real Estate Services
2023
2024
2025
2026
2027
45.04880418
$45.05
$46.64
$48.29
$50.00