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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
Great Southern Bancorp, Inc. (XNAS:GSBC) In-Depth Stock/Fundamental/Options Analysis Today
Primary Facts
GSBC
Name:
GREAT SOUTHERN BANCORP, INC. (XNAS:GSBC)
Sector:
29.92M
Industry:
Banks�Regional
CEO:
Mr. Joseph Turner
Total Employees:
1,105
Our Technological Advancement Rating
Our Rating:
A
Technological advancement compared to industry is 382.28% higher
ANALYSIS OF ALL CRITICAL FACTORS & RISKS RELATED TO THE STOCK & FUNDAMENTAL/LONG-TERM ANALYSIS OF GREAT SOUTHERN BANCORP, INC.(GSBC) AS PER DATA ANALYSIS OF LAST 3 YEARS AND COMPARISON WITH COMPETITORS/PEERS, AND BANKS�REGIONAL INDUSTRY. DATE: 07/09/2022
Primary Targets/Price Insights
Previous Close ($) :
58.64
One Month Price Target:
$58.9
Six Month Price Target :
$60.18
Likely Price in One Year's Time:
Ticker:
$61.71
Likely Trading Range Today Under (Normal Volatility)
$58.42
Price Upper limit ($) :
$58.89
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
$55.82
This week:
$52.34
This month :
$46.04
Other Primary facts
Market Cap:
722.44M
Market Cap Classification:
Small Cap
Number of Shares
IPO Date:
12.32M
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
9.88%
-12.15%
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:
$71.72
$65.75
$45.56
$51.53
Medium risk (<10%) entry points
Buy Call
Sell Call
$63.80
Buy Put:
Sell Put:
$62.53
$53.46
$54.75
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
GSBC
Sharpe Ratio:
0.50%
Comparison:
GSBC, is amongst the top 60% stocks with highest risk-adjusted returns
Sharpe ratio is -59.67% lower than the industry
& is -78.27% lower than the market/S&P 500 average
Average Returns/Yield of
GSBC
Daily returns:
0.02%
Weekly returns:
0.10%
Monthly returns:
0.41%
Yearly returns:
10.91%
Comparison of returns:
Average annual returns/yield (last 3 years) is -54.94% below industry average
Classification:
GSBC, is amongst the top 60% highest yielding stocks in terms of daily returns
Results of T-Test of Returns:
0.73
Statistical test of Returns:
GSBC has yielded returns statistically similar to the market
Volatility (measured by Standard Deviation)
Daily Volatility:
2.35%
Weekly Volatility:
5.25%
Monthly Volatility:
10.51%
Yearly Volatility:
36.39%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
0.91%
Volatility in last five trading days has been -61.20% below long-term volatility
Value at Risk Analysis (VaR)
Daily VaR:
-4.80%
Weekly VaR:
-10.74%
Monthly VaR:
-21.48%
How Much Can the price of
GSBC
Decline in a Recession?
Likely price decline in a recession:
Base case (decline):
-19%
Worst case (decline):
-74.42%
This translates to price declining to:
$47.64
This translates to price declining to:
$15.00
Severe Crash Probability
Risk of crash in next 6/12 months: Medium (<50%)
What is Value at Risk (VaR)?
Risk Fundamentals
GSBC is a 51.63% riskier investment compared to the market/S&P 500 & is 29.90% riskier than Nasdaq (IXIC)
Risk (measured by volatility) is -17.77% below industry average
Overall, it is amongst the top 50% most risky stocks
Beta Examination of
GSBC
Beta in relation to market/S&P 500--0.78
Expected beta in 1 year's time:
0.62
Expected beta in 3 year's time:
0.877
Unlevered (debt free) Beta:
0.687
Beta in relation to Nasdaq (XNAS):
0.461
Beta in relation to all global stocks::
0.816
Beta Comparison & Analysis
Beta of competitors/peers::
0.251
Beta is 211.14% higher than peers
Average Industry Beta:
0.964
Beta is -19.04% below industry average
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
9.03%
Sustainable growth rate is -1.11% below industry average
Alpha provided | Alpha Analysis
Alpha provided:
-0.036
Alpha is -408.38% below industry average alpha yield
Alpha is -228% below the market average
Analysis of Cost of Capital of
GSBC
Equity cost of capital:
0.085
Equity cost of capital is -12.89% below industry mean WACC
Unlevered (without debt) cost of capital:
7.48%
Before-tax cost of debt:
17.44%
After-tax cost of debt:
13.78%
Overall debt rating:
Non-investment grade (junk/speculative grade
Weighted average cost of capital (WACC):
13.78%
WACC is -25.20% below industry mean WACC
Key Per-Share Metrics & Analysis
Revenue per share:
$17.44
Revenue growth rate per share of (3Y):
1.24
Annual revenue growth rate is -43.51% below industry average
EPS:
$5.40
Expected Annual growth rate of EPS (3Y):
1.77%
Expected future EPS growth rate is -85.28% lower than the Banks�Regional industry
Free cash flow (FCF) per share:
$6.95
Balance sheet equity growth per share: 26.36%
Equity growth rate per share is -31.92% lower than the industry
Debt per share
$8.10
EBITDA per share
$9.63
Valuation Analysis Today of
GSBC
P/E Ratio:
10.93
P/E Ratio of Competitors/Peers:
23.78
P/E ratio is -54.05% lower than main peers & is -11.94% lower than the industry
Stock price/value with industry average P/E ratio: $67.01
GSBC is -12.49% undervalued if valued using industry average P/E ratio
-
-
P/S (Price to Sales ratio):
3.36
Price to sales ratio is -21.38% below the industry mean
P/B (Price to book value ratio):
1.24
Price to free cash flow: 8.43
-
Net income growth rate (3Y):
18.24%
Net income growth rate is -66.89% lower than the industry average net income growth rate
Dividend Analysis
Dividend payout rate: 6.50%
Dividend yeild: 2.52%
Previous Dividend: $0.40
Previous adjusted dividend: $0.40
Previous Dividend: $1.48
Expected next dividend best case: $0.56
Expected next dividend worst case: $0.24
Average dividend payment (long-term): $0.41
Average dividend increase/decrease (growth rate) % per period: 13.19%
Expected next dividend payment date: 10/10/2022
Expected next dividend record date: 26/09/2022
Expected next dividend declaration date: 13/09/2022
Previous dividend payment date: 07/12/2022
Previous dividend record date: 27/06/2022
Previous dividend declaration date: 15/06/2022
Dividend History:
2022-06-24--$0.40
2021-12-23--$0.36
2021-06-25--$0.34
2022-03-25--$0.36
2021-09-24--$0.36
2021-03-26--$0.34
Dividend growth rate is -44.01% lower than the industry average
In-depth Debt & Leverage Analysis
Debt to equity ratio:
17.14%
Net debt to equity ratio:
-43.27%
Debt to assets ratio:
1.86%
Net debt to assets ratio:
-4.69%
Debt-to-asset ratio is -98.88% below industry average
Ability to repay debt:
Interest coverage ratio:
6.73
Interest coverage ratio is 712.29% more than industry average
Looking forward:
Debt growth rate:
-42.17%
Annual debt growth is -13416% lower than industry average debt growth rate
Debt repayment rate in last quarter: 0.00%
Analysis of Key Statistics
Correlation of price movement with the market:
0.495
Statistical significance of correlation:
GSBC has a statistically significant correlation with the market
Average Correlation of the industry with the market:
0.501
Stock price is -1.10% less correlated with the market compared to the industry average correlation
R Squared (percentage of price movement explained by movement of the market):
0.501
Correlation of price movement with Nasdaq (^IXIC):
0.039
Covariance of price movement with the market:
0.053
Kurtosis
4.497
Returns have moderate fat-tails (leptokurtic), i.e., returns considerably higher or lower than the mean returns are more probable, compared to assets with normally distributed returns
Skewness of returns:
-0.123
Returns are, approximately, symmetrical
Fundamental Analysis & Dupont Analysis of
GSBC
Gross Profit Margin Ratio:
-
Operating Profit Margin Ratio:
43.92%
Operating profit margin is 22.63% higher than the industry
Net Profit Margin Ratio:
-
Effective Tax Rate:
20.80%
Effective tax rate is -3.46% lower than the industry
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
12.49%
Return on equity (ROE) is 4.68% higher than the industry
Financial Leverage
Asset Turnover Ratio (ROA):
1.35%
Return on assets (ROA) is -41.26% lower than the industry
Financial Leverage:
1.0x
Current Ratio:
0
-
Cash Conversion Cycle (days):
0
-
-
Stock based compensation to net income ratio:
0.48%
In-depth Efficiency Analysis
Revenue generated per employee:
194.4K
Each employee generates -49% less revenue than industry average revenue per employee
EBITDA generated per employee:
107.3K
Each employee generates -52% less EBITDA than industry average revenue per employee
Profit generated per employee:
65.8K
Each employee generates -53% less net income/profit than industry average revenue per employee
Free cash flow (FCF) generated per employee:
27.1K
Each employee generates -67% less free cash flow than industry average revenue per employee
Assets/Capital per employee
747.9K
Each employee generates -67% less free cash flow than industry average revenue per employee
Research & Development (R&D) Analysis
-
-
Competitors/Peer firms of
GSBC
FIRST MID BANCSHARES, INC. (XNAS:FMBH)
SLR INVESTMENT CORP. (XNAS:SLRC)
ALTEROLA BIOTECH INC. (OTCM:ABTI)
NICOLET BANKSHARES, INC. (XNYS:NIC)
HORIZON BANCORP, INC. (XNAS:HBNC)
COMMUNITY TRUST BANCORP, INC. (XNAS:CTBI)
Calamos Dyn Cv and Inc (XNAS:CCD)
STATE AUTO FINANCIAL CORPORATION (XNAS:STFC)
CBTX, INC. (XNAS:CBTX)
Current Analyst Ratings
Strong buy�0%
Buy�0%
Hold�13%
Sell�0%
Strong sell�0%
Overall analyst sentiment is: Hold
Income Statement
Period:
TTM
Date:
3/31/22
Revenue:
214.86M
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:
-
-
-
81.64M
84.68M
3.04M
-
-
194.71M
17.62M
9.12M
118.59M
94.36M
72.75M
91.85M
19.11M
72.75M
Statement of Cash Flow
Date:
Period:
2.49M
Differed Income Tax :
203.00K
Stock Based Compensation :
350.00K
Change in Working Capital :
4.16M
Accounts Receivables:
- 1753.00K
Other Working Capital:
3.02M
Other Non-Cash Items:
7.20M
Net Cash Provided by Operating Activities:
31.39M
Investments in PP&E:
- 1473.00K
Net Acquisitions:
-
Purchases of Investments:
- 245183.00K
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):
3/31/22
2022
Q1
353.04M
461.38M
814.41M
28.32M
-
-
-
131.74M
5.40M
527.00K
688.82M
-
-
826.48M
6.20B
5.37B
1.66M
1.15M
-
-
-
2.81M
99.83M
-
99.83M
4.89B
4.79B
128.00K
533.74M
8.7M
40.00M
March 31, 2022 at 6:00:00 AM
-
582.55M
5.37B
1.15B
100.98M
- 252054.0K
31.83M
- 103619.00K
- 318443.00K
-
-
- 25319.00K
- 4732.00K
- 47124.00K
- 77175.00K
-
- 364229.00K
353.04M
717.27M
31.39M
- 1473.00K
29.92M
Our Proprietary Portfolio Rating
Our Rating:
A+
Price Forecast/Expected Price in Next 5 Years of
GSBC
2023
2024
2025
2026
2027
$62.02
$90.78
$95.54
$100.54
$105.82