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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
GSHD
Primary Facts
Insurance�Diversified
Name:
-
Sector:
- 7655.00K
Industry:
48.51
CEO:
Mr. Mark Jones
Total Employees:
Small Cap
Our Technological Advancement Rating
Our Rating:
-
Goosehead Insurance, Inc. (XNAS:GSHD) In-Depth Stock/Fundamental/Options Analysis Today
Primary Targets/Price Insights
Previous Close ($) :
GOOSEHEAD INSURANCE, INC. (XNAS:GSHD)
One Month Price Target:
Six Month Price Target :
$48.79
Likely Price in One Year's Time:
Ticker:
$50.19
Likely Trading Range Today Under (Normal Volatility)
$48.91
Price Upper limit ($) :
$51.88
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
P408
This week:
$44.41
This month :
$39.33
Other Primary facts
Market Cap:
37.23M
Market Cap Classification:
1.80B
Number of Shares
IPO Date:
-
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
-20.2%
$30.16
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:
$58.76
23.17%
$38.26
$67.55
Medium risk (<10%) entry points
Buy Call
Sell Call
$54.03
Buy Put:
Sell Put:
$29.47
$42.99
$55.91
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
Insurance�Diversified
Sharpe Ratio:
GSHD, is amongst the top 20% highest yielding stocks in terms of daily returns
Comparison:
2.45%
0.063548818
Sharpe ratio is 6.35% higher than the industry
Average Returns/Yield of
Insurance�Diversified
Daily returns:
1
Weekly returns:
0.12%
Monthly returns:
0.59%
Yearly returns:
28.23%
Comparison of returns:
0.439575071
Classification:
Average annual returns/yield (last 3 years) is 43.96% above industry average
Results of T-Test of Returns:
GSHD is a riskier investment compared to Nasdaq (IXIC)
Statistical test of Returns:
0.70
Volatility (measured by Standard Deviation)
Daily Volatility:
& ratio is 14.25% higher than the market/S&P 500 average
Weekly Volatility:
4.18%
Monthly Volatility:
9.34%
Yearly Volatility:
18.68%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
81.41%
-4.66%
Value at Risk Analysis (VaR)
Daily VaR:
Volatility in last five trading days has been -4.66% below long-term volatility
Weekly VaR:
-8.46%
Monthly VaR:
-18.92%
How Much Can the price of
Insurance�Diversified
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):
$32.93
This translates to price declining to:
-32%
This translates to price declining to:
>85%
Severe Crash Probability
-37.83%
What is Value at Risk (VaR)?
Risk Fundamentals
128.76%
GSHD is a 167.02% riskier investment compared to the market/S&P 500 & is 128.76% riskier than Nasdaq (IXIC)
GSHD is a 167.02% riskier investment compared to the market/S&P 500
Beta Examination of
Insurance�Diversified
1.033
Expected beta in 1 year's time:
0.718
Expected beta in 3 year's time:
0.694
Unlevered (debt free) Beta:
Beta in relation to market/S&P 500--1.03
Beta in relation to Nasdaq (XNAS):
Returns are, approximately, symmetrical
Beta in relation to all global stocks::
Beta is -5.11% below industry average
Beta Comparison & Analysis
Beta of competitors/peers::
-0.006
-0.092
Average Industry Beta:
Beta is -9.23% lower than peers
-0.051074322
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
WACC is -52.09% below industry mean WACC
361.76%
Alpha provided | Alpha Analysis
Alpha provided:
0.981
1.000
11.460
Analysis of Cost of Capital of
Insurance�Diversified
Equity cost of capital:
Alpha is 1146% higher than market/& is unsustainably high
-0.036
Unlevered (without debt) cost of capital:
Equity cost of capital is -3.59% below industry mean WACC
Before-tax cost of debt:
-0.06%
After-tax cost of debt:
1.74%
Overall debt rating:
1.38%
Weighted average cost of capital (WACC):
1.74%
-52.09%
Key Per-Share Metrics & Analysis
Revenue per share:
-
Revenue growth rate per share of (3Y):
Price to sales ratio is 293.61% above the industry mean
212.89%
EPS:
Three Million Two Hundred Sixty-Six Thousand Five Hundred Sixty Dollars
Expected Annual growth rate of EPS (3Y):
Price to free cash flow ratio is 66.29% higher than the industry
-49.54%
Free cash flow (FCF) per share:
Price to book ratio is -113.05% below the industry mean
-
-1.985307595
Debt per share
Debt repayment rate in last quarter: 0.37%
EBITDA per share
Each employee generates -97% less EBITDA than industry average revenue per employee
Valuation Analysis Today of
Insurance�Diversified
P/E Ratio:
Sustainable growth rate is 361.76% above industry average
P/E Ratio of Competitors/Peers:
452.6
6.658267763
9.455989036
4.13008209
$59,593,551,900.09
-
P/S (Price to Sales ratio):
$4.33
2.936107573
P/B (Price to book value ratio):
Price to sales ratio is 293.61% above the industry mean
-
0.662905993
Net income growth rate (3Y):
Annual revenue growth rate is 212.89% above the industry average
-99.45%
Dividend Analysis
Net income growth rate is -99.45% lower than the industry average net income growth rate
-
$1.63
Previous Dividend: $1.63
Previous adjusted dividend: $1.63
Previous Dividend: $2.78
Expected next dividend best case: $9.28
Expected next dividend worst case: -$6.02
Average dividend payment (long-term): $1.39
Average dividend increase/decrease (growth rate) % per period: 41.80%
-
-
-
Previous dividend payment date: 23/08/2021
Previous dividend record date: 08/09/2021
Dividend History:
Previous dividend declaration date: 28/07/2021
2020-08-07--$1.15
--$0.00
2021-08-06--$1.63
--$0.00
--$0.00
2.641596566
In-depth Debt & Leverage Analysis
Debt to equity ratio:
-1521.75%
Net debt to equity ratio:
The remaining useful life of property plant & equipment is: 9.1 years
Debt to assets ratio:
57.75%
Net debt to assets ratio:
-1622.76%
-35.06%
Ability to repay debt:
Interest coverage ratio:
Debt-to-asset ratio is -35.06% below industry average
0.61
Looking forward:
Debt growth rate:
2.6x
-4430.98%
0.37%
Analysis of Key Statistics
Correlation of price movement with the market:
7.55833659
Statistical significance of correlation:
-0.59%
Average Correlation of the industry with the market:
0.278
-52.96%
R Squared (percentage of price movement explained by movement of the market):
0.278
Correlation of price movement with Nasdaq (^IXIC):
0.077
Covariance of price movement with the market:
-0.078
Kurtosis
-0.189
2.500
Skewness of returns:
Returns are, approximately, normally distributed (mesokurtic)
0.044
Fundamental Analysis & Dupont Analysis of
Insurance�Diversified
Gross Profit Margin Ratio:
-
Operating Profit Margin Ratio:
Net profit margin is -61.24% lower than the industry
-
Net Profit Margin Ratio:
-
Effective Tax Rate:
163.41%
-42.64153937
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
Return on assets (ROA) is -19.61% lower than the industry
82.79%
Financial Leverage
Asset Turnover Ratio (ROA):
-
-19.61%
Financial Leverage:
Interest coverage ratio is 61.40% more than industry average
Current Ratio:
Return on equity (ROE) is 82.79% higher than the industry
-
Cash Conversion Cycle (days):
$4.55
-
-
Stock based compensation to net income ratio:
Equity growth rate per share is -198.53% lower than the industry
In-depth Efficiency Analysis
Revenue generated per employee:
-
-0.874937305
EBITDA generated per employee:
Each employee generates -87% less revenue than industry average revenue per employee
-0.967777371
Profit generated per employee:
$0.24
-98%
Free cash flow (FCF) generated per employee:
Each employee generates -98% less net income/profit than industry average revenue per employee
-0.338176863
Assets/Capital per employee
Each employee generates -34% less free cash flow than industry average revenue per employee
-0.338176863
Research & Development (R&D) Analysis
-
-
Competitors/Peer firms of
Insurance�Diversified
$69.27
KINSALE CAPITAL GROUP, INC. (XNYS:KNSL)
SLM CORPORATION (XNAS:SLMBP)
GOHEALTH, INC. (XNAS:GOCO)
WINTRUST FINANCIAL CORPORATION (XNAS:WTFCM)
AMERIS BANCORP (XNAS:ABCB)
FIRST HAWAIIAN, INC. (XNAS:FHB)
INVESTORS BANCORP, INC. (XNAS:ISBC)
SERVISFIRST BANCSHARES, INC. (XNYS:SFBS)
Current Analyst Ratings
$0.16
Strong buy�8%
Buy�8%
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:
161.36M
-
-
-
149.19M
149.19M
-
-
160.96M
1.21M
3.14M
5.68M
22%
- 3600.00K
75.03M
2%
- 3600.00K
Statement of Cash Flow
Date:
Period:
- 5383.00K
Differed Income Tax :
1.63M
Stock Based Compensation :
- 650.00K
Change in Working Capital :
5.79M
Accounts Receivables:
- 8341.00K
Other Working Capital:
- 4223.00K
Other Non-Cash Items:
2.97M
Net Cash Provided by Operating Activities:
1.80M
Investments in PP&E:
- 5154.00K
Net Acquisitions:
- 1728.00K
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
21.19M
-
21.19M
40.59M
-
-
-
62.68M
-
-
-
-
-
-
275.27M
275.27M
8.23M
10.63M
-
6.21M
-
25.08M
169.53M
-
214.89M
532.98M
343.17M
370.00K
- 63406.00K
-
Value
-
-
- 10447.00K
332.72M
-
180.16M
-
-
- 763.00K
- 2491.00K
- 625.00K
470.00K
-
-
-
- 155.00K
-
- 7800.00K
22.68M
30.48M
- 5154.00K
- 2501.00K
Our Proprietary Portfolio Rating
Our Rating:
-
Price Forecast/Expected Price in Next 5 Years of
Insurance�Diversified
2023
2024
2025
2026
2027
52.96688452
$52.97
$56.64
$60.57
$64.78