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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
GLDD
Primary Facts
Engineering & Construction
Name:
-
Sector:
- 2549.00K
Industry:
9.43
CEO:
Mr. Lasse Petterson
Total Employees:
Small Cap
Our Technological Advancement Rating
Our Rating:
0.541569683
-0.474118615
Great Lakes Dredge & Dock Corporation (XNAS:GLDD) In-Depth Stock/Fundamental/Options Analysis Today
Primary Targets/Price Insights
Previous Close ($) :
GREAT LAKES DREDGE & DOCK CORPORATION (XNAS:GLDD)
One Month Price Target:
Six Month Price Target :
$9.47
Likely Price in One Year's Time:
Ticker:
$9.67
Likely Trading Range Today Under (Normal Volatility)
$9.47
Price Upper limit ($) :
$9.92
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
P279
This week:
$8.91
This month :
$8.27
Other Primary facts
Market Cap:
66.08M
Market Cap Classification:
621.18M
Number of Shares
IPO Date:
B
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
-23.09%
$7.1
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:
$10.75
12.36%
$8.11
$11.85
Medium risk (<10%) entry points
Buy Call
Sell Call
$10.15
Buy Put:
Sell Put:
$7.01
$8.71
$10.39
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
Engineering & Construction
Sharpe Ratio:
GLDD, is amongst the top 40% lowest yielding stocks in terms of daily returns
Comparison:
3.97%
-1.042585781
Sharpe ratio is -104.26% lower than the industry
Average Returns/Yield of
Engineering & Construction
Daily returns:
1
Weekly returns:
0.00%
Monthly returns:
0.02%
Yearly returns:
1.03%
Comparison of returns:
-0.972483895
Classification:
Average annual returns/yield (last 3 years) is -97.25% below industry average
Results of T-Test of Returns:
GLDD is a riskier investment compared to Nasdaq (IXIC)
Statistical test of Returns:
0.68
Volatility (measured by Standard Deviation)
Daily Volatility:
& is -107.42% lower than the market/S&P 500 average
Weekly Volatility:
2.69%
Monthly Volatility:
6.01%
Yearly Volatility:
12.03%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
52.43%
-71.47%
Value at Risk Analysis (VaR)
Daily VaR:
Volatility in last five trading days has been -71.47% below long-term volatility
Weekly VaR:
-5.52%
Monthly VaR:
-12.34%
How Much Can the price of
Engineering & Construction
Decline in a Recession?
Likely price decline in a recession:
Base case (decline):
Risk of crash in next 6/12 months: Low (<25%)
Worst case (decline):
$7.38
This translates to price declining to:
-22%
This translates to price declining to:
-85.51%
Severe Crash Probability
-24.69%
What is Value at Risk (VaR)?
Risk Fundamentals
49.26%
GLDD is a 74.23% riskier investment compared to the market/S&P 500 & is 49.26% riskier than Nasdaq (IXIC)
GLDD is a 74.23% riskier investment compared to the market/S&P 500
Beta Examination of
Engineering & Construction
0.773
Expected beta in 1 year's time:
0.581
Expected beta in 3 year's time:
0.609
Unlevered (debt free) Beta:
Beta in relation to market/S&P 500--0.77
Beta in relation to Nasdaq (XNAS):
Returns are left (negative) skewed; mean returns are lower than median and mode returns
Beta in relation to all global stocks::
Beta is -41.67% below industry average
Beta Comparison & Analysis
Beta of competitors/peers::
0.459
-0.457
Average Industry Beta:
Beta is -45.72% lower than peers
-0.416678276
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
WACC is -21.48% below industry mean WACC
-28.90%
Alpha provided | Alpha Analysis
Alpha provided:
0.861
-1.293
-4.719
Analysis of Cost of Capital of
Engineering & Construction
Equity cost of capital:
Alpha is -472% below the market average
-0.309
Unlevered (without debt) cost of capital:
Equity cost of capital is -30.93% below industry mean WACC
Before-tax cost of debt:
5.01%
After-tax cost of debt:
4.95%
Overall debt rating:
3.91%
Weighted average cost of capital (WACC):
4.95%
-21.48%
Key Per-Share Metrics & Analysis
Revenue per share:
-
Revenue growth rate per share of (3Y):
Price to sales ratio is -86.40% below the industry mean
-78.73%
EPS:
Fifty-One Million Five Hundred Thirty Thousand Seven Hundred Dollars
Expected Annual growth rate of EPS (3Y):
-
-110.12%
Free cash flow (FCF) per share:
Price to book ratio is -54.25% below the industry mean
-
-
Debt per share
Debt repayment rate in last quarter: 0.00%
EBITDA per share
Each employee generates 742% more EBITDA than industry average revenue per employee
Valuation Analysis Today of
Engineering & Construction
P/E Ratio:
Sustainable growth rate is -28.90% below industry average
P/E Ratio of Competitors/Peers:
13.76
-0.525519019
22.62041353
-0.583119911
-
-
P/S (Price to Sales ratio):
$11.24
-0.863988159
P/B (Price to book value ratio):
Price to sales ratio is -86.40% below the industry mean
-
-
Net income growth rate (3Y):
Annual revenue growth rate is -78.73% below industry average
11607.89%
Dividend Analysis
Net income growth rate is 11607.89% higher than the average industry 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:
58.35%
Net debt to equity ratio:
The remaining useful life of property plant & equipment is: 5.1 years
Debt to assets ratio:
23.79%
Net debt to assets ratio:
88.82%
-31.88%
Ability to repay debt:
Interest coverage ratio:
Debt-to-asset ratio is -31.88% below industry average
-0.72
Looking forward:
Debt growth rate:
1.6x
-105.55%
0.00%
Analysis of Key Statistics
Correlation of price movement with the market:
10.76006077
Statistical significance of correlation:
-0.45%
Average Correlation of the industry with the market:
0.38
-27.27%
R Squared (percentage of price movement explained by movement of the market):
0.38
Correlation of price movement with Nasdaq (^IXIC):
0.145
Covariance of price movement with the market:
0.001
Kurtosis
0.002
12.095
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
-0.798
Fundamental Analysis & Dupont Analysis of
Engineering & Construction
Gross Profit Margin Ratio:
145.25M
Operating Profit Margin Ratio:
Net profit margin is -150.56% lower than the industry
-183.70%
Net Profit Margin Ratio:
145.25M
Effective Tax Rate:
1.07%
0.102770766
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
Return on assets (ROA) is 23.23% higher than the industry
5.95%
Financial Leverage
Asset Turnover Ratio (ROA):
Operating profit margin is -183.70% lower than the industry
23.23%
Financial Leverage:
Interest coverage ratio is -71.88% less than industry average
Current Ratio:
Return on equity (ROE) is 5.95% higher than the industry
-0.232134333
Cash Conversion Cycle (days):
$5.58
-1.154457511
Current ratio is -23.21% below industry average
Stock based compensation to net income ratio:
-
In-depth Efficiency Analysis
Revenue generated per employee:
Cash conversion cycle is -115.45% below industry average
1.986101921
EBITDA generated per employee:
Each employee generates 199% more revenue than industry average revenue per employee
7.416100191
Profit generated per employee:
$1.97
-19269%
Free cash flow (FCF) generated per employee:
Each employee generates -19269% less net income/profit than industry average revenue per employee
-0.041363528
Assets/Capital per employee
Each employee generates -4% less free cash flow than industry average revenue per employee
-0.041363528
Research & Development (R&D) Analysis
-
-
Competitors/Peer firms of
Engineering & Construction
$16.60
Aegon NV (XMEX:AEGN)
APOGEE ENTERPRISES, INC. (XNAS:APOG)
ANDAW
ECHO ENERGY PLC (XLON:ECHO)
FORRESTER RESEARCH, INC. (XNAS:FORR)
OFSSZ
HOLLYSYS AUTOMATION TECHNOLOGIES LTD. (XNAS:HOLI)
GRID DYNAMICS HOLDINGS, INC. (XNAS:GDYN)
Current Analyst Ratings
$0.78
Strong buy�0%
Buy�4%
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:
742.87M
597.62M
77%
-
60.42M
60.42M
-
-
658.03M
-
19.04M
44.28M
69%
15.29M
- 18592.00K
35%
15.29M
Statement of Cash Flow
Date:
Period:
11.06M
Differed Income Tax :
11.32M
Stock Based Compensation :
3.29M
Change in Working Capital :
552.00K
Accounts Receivables:
111.00K
Other Working Capital:
-
Other Non-Cash Items:
- 10921.00K
Net Cash Provided by Operating Activities:
- 4.00K
Investments in PP&E:
26.32M
Net Acquisitions:
- 28866.00K
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
142.58M
-
142.58M
111.70M
30.39M
43.37M
328.04M
531.90M
76.58M
-
-
-
82.32M
690.80M
-
1.02B
98.18M
16.04M
2.90M
3.69M
33.95M
151.85M
368.95M
8.75M
451.58M
-
603.44M
6.00K
101.43M
6.4M
Value
60.42M
-
415.40M
1.02B
-
384.98M
-
-
1.11M
- 27756.00K
-
-
-
-
- 1437.00K
- 1437.00K
-
- 2876.00K
144.58M
147.46M
26.32M
- 28866.00K
Our Proprietary Portfolio Rating
Our Rating:
69.14701905
Price Forecast/Expected Price in Next 5 Years of
Engineering & Construction
2023
2024
2025
2026
2027
13.55434199
$9.97
$14.26
$15.00
$15.78