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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
HAIN
Primary Facts
Packaged Foods
Name:
-
Sector:
19.78M
Industry:
19.99
CEO:
Mr. Mark Schiller
Total Employees:
Small Cap
Our Technological Advancement Rating
Our Rating:
0.532941324
-1.299190989
The Hain Celestial Group, Inc. (XNAS:HAIN) In-Depth Stock/Fundamental/Options Analysis Today
Primary Targets/Price Insights
Previous Close ($) :
THE HAIN CELESTIAL GROUP, INC. (XNAS:HAIN)
One Month Price Target:
Six Month Price Target :
$20.07
Likely Price in One Year's Time:
Ticker:
$20.46
Likely Trading Range Today Under (Normal Volatility)
$20.07
Price Upper limit ($) :
$20.92
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
P48
This week:
$19.01
This month :
$17.79
Other Primary facts
Market Cap:
89.30M
Market Cap Classification:
1.67B
Number of Shares
IPO Date:
B
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
-20.97%
$15.59
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:
$22.49
18.83%
$17.49
$24.56
Medium risk (<10%) entry points
Buy Call
Sell Call
$21.37
Buy Put:
Sell Put:
$15.42
$18.61
$21.81
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
Packaged Foods
Sharpe Ratio:
HAIN, is amongst the top 40% lowest yielding stocks in terms of daily returns
Comparison:
1.31%
-1.490527238
Sharpe ratio is -149.05% lower than the industry
Average Returns/Yield of
Packaged Foods
Daily returns:
1
Weekly returns:
-0.01%
Monthly returns:
-0.03%
Yearly returns:
-1.57%
Comparison of returns:
-1.18660485
Classification:
Average annual returns/yield (last 3 years) is -118.66% below industry average
Results of T-Test of Returns:
HAIN is a riskier investment compared to Nasdaq (IXIC)
Statistical test of Returns:
0.50
Volatility (measured by Standard Deviation)
Daily Volatility:
& is -128.20% lower than the market/S&P 500 average
Weekly Volatility:
2.39%
Monthly Volatility:
5.35%
Yearly Volatility:
10.71%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
46.68%
-4.39%
Value at Risk Analysis (VaR)
Daily VaR:
Volatility in last five trading days has been -4.39% below long-term volatility
Weekly VaR:
-4.92%
Monthly VaR:
-11.01%
How Much Can the price of
Packaged Foods
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):
$16.08
This translates to price declining to:
-20%
This translates to price declining to:
-76.29%
Severe Crash Probability
-22.02%
What is Value at Risk (VaR)?
Risk Fundamentals
33.16%
HAIN is a 55.44% riskier investment compared to the market/S&P 500 & is 33.16% riskier than Nasdaq (IXIC)
HAIN is a 55.44% riskier investment compared to the market/S&P 500
Beta Examination of
Packaged Foods
0.695
Expected beta in 1 year's time:
0.348
Expected beta in 3 year's time:
0.622
Unlevered (debt free) Beta:
Beta in relation to market/S&P 500--0.70
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 18.65% above industry average
Beta Comparison & Analysis
Beta of competitors/peers::
0.553
-0.218
Average Industry Beta:
Beta is -21.77% lower than peers
0.186520604
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
WACC is 18.14% above industry mean WACC
-2.02%
Alpha provided | Alpha Analysis
Alpha provided:
0.879
-8.555
-6.037
Analysis of Cost of Capital of
Packaged Foods
Equity cost of capital:
Alpha is -604% below the market average
0.105
Unlevered (without debt) cost of capital:
Equity cost of capital is 10.45% above industry mean WACC
Before-tax cost of debt:
6.29%
After-tax cost of debt:
2.22%
Overall debt rating:
1.75%
Weighted average cost of capital (WACC):
2.22%
18.14%
Key Per-Share Metrics & Analysis
Revenue per share:
-
Revenue growth rate per share of (3Y):
Price to sales ratio is -59.17% below the industry mean
-147.71%
EPS:
One Hundred Six Million Eight Hundred Fifty-Eight Thousand Four Hundred Thirty Dollars
Expected Annual growth rate of EPS (3Y):
Price to free cash flow ratio is 10.66% higher than the industry
-
Free cash flow (FCF) per share:
Price to book ratio is -72.20% below the industry mean
-
-
Debt per share
Debt repayment rate in last quarter: 1.21%
EBITDA per share
Each employee generates -43% less EBITDA than industry average revenue per employee
Valuation Analysis Today of
Packaged Foods
P/E Ratio:
Sustainable growth rate is -2.02% below industry average
P/E Ratio of Competitors/Peers:
24.16
-0.374859682
45.98193902
-0.565264092
$1.07
-
P/S (Price to Sales ratio):
$21.11
-0.591735494
P/B (Price to book value ratio):
Price to sales ratio is -59.17% below the industry mean
-
0.106579562
Net income growth rate (3Y):
Annual revenue growth rate is -147.71% below industry average
6656.02%
Dividend Analysis
Net income growth rate is 6656.02% 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:
29.58%
Net debt to equity ratio:
The remaining useful life of property plant & equipment is: 25.7 years
Debt to assets ratio:
18.62%
Net debt to assets ratio:
31.70%
-62.97%
Ability to repay debt:
Interest coverage ratio:
Debt-to-asset ratio is -62.97% below industry average
-0.92
Looking forward:
Debt growth rate:
1.2x
-94.28%
1.21%
Analysis of Key Statistics
Correlation of price movement with the market:
9.469546283
Statistical significance of correlation:
-0.41%
Average Correlation of the industry with the market:
0.34
-20.71%
R Squared (percentage of price movement explained by movement of the market):
0.34
Correlation of price movement with Nasdaq (^IXIC):
0.116
Covariance of price movement with the market:
-0.051
Kurtosis
-0.07
16.247
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
-0.576
Fundamental Analysis & Dupont Analysis of
Packaged Foods
Gross Profit Margin Ratio:
451.00M
Operating Profit Margin Ratio:
Net profit margin is 26.71% higher than the industry
47.57%
Net Profit Margin Ratio:
451.00M
Effective Tax Rate:
3.72%
-0.536413972
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
Return on assets (ROA) is 20.53% higher than the industry
-22.60%
Financial Leverage
Asset Turnover Ratio (ROA):
Operating profit margin is 47.57% higher than the industry
20.53%
Financial Leverage:
Interest coverage ratio is -91.54% less than industry average
Current Ratio:
Return on equity (ROE) is -22.60% lower than the industry
-0.34520055
Cash Conversion Cycle (days):
$4.79
-0.923145566
Current ratio is -34.52% below industry average
Stock based compensation to net income ratio:
-
In-depth Efficiency Analysis
Revenue generated per employee:
Cash conversion cycle is -92.31% below industry average
-0.221832407
EBITDA generated per employee:
Each employee generates -22% less revenue than industry average revenue per employee
-0.428580345
Profit generated per employee:
$2.22
-28%
Free cash flow (FCF) generated per employee:
Each employee generates -28% less net income/profit than industry average revenue per employee
-2.726365748
Assets/Capital per employee
Each employee generates -273% less free cash flow than industry average revenue per employee
-2.726365748
Research & Development (R&D) Analysis
-
-
Competitors/Peer firms of
Packaged Foods
$25.24
FRESHPET, INC. (XNAS:FRPT)
CELSIUS HOLDINGS, INC. (XNAS:CELH)
THE SIMPLY GOOD FOODS COMPANY (XNAS:SMPL)
SANDERSON FARMS, INC. (XNAS:SAFM)
BEYOND MEAT, INC. (XNAS:BYND)
GRAND CANYON EDUCATION, INC. (XNAS:LOPE)
Sprouts Farmers Market, Inc. (XNAS:SFM)
LANCASTER COLONY CORPORATION (XNAS:LANC)
Current Analyst Ratings
$1.19
Strong buy�21%
Buy�4%
Hold�50%
Sell�4%
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:
1.89B
1.43B
96%
-
-
291.96M
-
9.41M
1.74B
-
9.51M
46.20M
42%
27.32M
10.28M
31%
27.32M
Statement of Cash Flow
Date:
Period:
19.41M
Differed Income Tax :
10.86M
Stock Based Compensation :
- 2105.00K
Change in Working Capital :
4.29M
Accounts Receivables:
5.98M
Other Working Capital:
-
Other Non-Cash Items:
- 1566.00K
Net Cash Provided by Operating Activities:
- 843.00K
Investments in PP&E:
37.59M
Net Acquisitions:
- 17810.00K
Purchases of Investments:
- 408.00K
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
9/30/2021
2022
Q1
28.96M
-
28.96M
181.05M
280.18M
42.14M
532.32M
400.81M
863.35M
308.59M
16.72M
-
20.47M
1.61B
-
2.14B
172.73M
335.00K
-
-
123.30M
296.36M
427.59M
29.21M
497.15M
-
793.51M
1.10M
710.64M
- 93974.0K
Value
301.37M
731.00M
1.35B
2.14B
-
427.93M
-
-
164.00K
- 18054.00K
- 5237.00K
-
- 177103.00K
-
118.83M
- 63515.00K
- 2926.00K
- 46909.00K
28.96M
75.87M
37.59M
- 17810.00K
Our Proprietary Portfolio Rating
Our Rating:
45.25637896
Price Forecast/Expected Price in Next 5 Years of
Packaged Foods
2023
2024
2025
2026
2027
21.0246
$21.02
$22.01
$23.03
$24.11