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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
HOLX
Primary Facts
Medical Instruments & Supplies
Name:
-
Sector:
548.00M
Industry:
67.52
CEO:
Mr. Stephen MacMillan
Total Employees:
Mid Cap
Our Technological Advancement Rating
Our Rating:
1.380196227
-18.82255979
Hologic, Inc. (XNAS:HOLX) In-Depth Stock/Fundamental/Options Analysis Today
Primary Targets/Price Insights
Previous Close ($) :
HOLOGIC, INC. (XNAS:HOLX)
One Month Price Target:
Six Month Price Target :
$67.92
Likely Price in One Year's Time:
Ticker:
$69.91
Likely Trading Range Today Under (Normal Volatility)
$67.82
Price Upper limit ($) :
$72.3
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
P352
This week:
$64.49
This month :
$60.74
Other Primary facts
Market Cap:
249.65M
Market Cap Classification:
16.85B
Number of Shares
IPO Date:
D
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
-20.53%
$53.95
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:
$75.10
9.26%
$59.94
$81.59
Medium risk (<10%) entry points
Buy Call
Sell Call
$71.60
Buy Put:
Sell Put:
$53.45
$63.44
$72.99
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
Medical Instruments & Supplies
Sharpe Ratio:
HOLX, is amongst the top 40% highest yielding stocks in terms of daily returns
Comparison:
1.60%
0.480638817
Sharpe ratio is 48.06% higher than the industry
Average Returns/Yield of
Medical Instruments & Supplies
Daily returns:
1
Weekly returns:
0.06%
Monthly returns:
0.31%
Yearly returns:
14.74%
Comparison of returns:
0.004166618
Classification:
Average annual returns/yield (last 3 years) is 0.42% above industry average
Results of T-Test of Returns:
HOLX is a riskier investment compared to Nasdaq (IXIC)
Statistical test of Returns:
0.44
Volatility (measured by Standard Deviation)
Daily Volatility:
& ratio is 4.01% higher than the market/S&P 500 average
Weekly Volatility:
2.22%
Monthly Volatility:
4.96%
Yearly Volatility:
9.92%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
43.24%
-44.97%
Value at Risk Analysis (VaR)
Daily VaR:
Volatility in last five trading days has been -44.97% below long-term volatility
Weekly VaR:
-4.49%
Monthly VaR:
-10.05%
How Much Can the price of
Medical Instruments & Supplies
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):
$56.00
This translates to price declining to:
-17%
This translates to price declining to:
-69.62%
Severe Crash Probability
-20.10%
What is Value at Risk (VaR)?
Risk Fundamentals
21.52%
HOLX is a 41.84% riskier investment compared to the market/S&P 500 & is 21.52% riskier than Nasdaq (IXIC)
HOLX is a 41.84% riskier investment compared to the market/S&P 500
Beta Examination of
Medical Instruments & Supplies
1.054
Expected beta in 1 year's time:
0.72
Expected beta in 3 year's time:
0.696
Unlevered (debt free) Beta:
Beta in relation to market/S&P 500--1.05
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 6.55% above industry average
Beta Comparison & Analysis
Beta of competitors/peers::
0.702
0.276
Average Industry Beta:
Beta is 27.61% higher than peers
0.065486811
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
WACC is -11.68% below industry mean WACC
184.69%
Alpha provided | Alpha Analysis
Alpha provided:
0.984
-0.080
2.784
Analysis of Cost of Capital of
Medical Instruments & Supplies
Equity cost of capital:
Alpha is 278% higher than market/& is unsustainably high
0.045
Unlevered (without debt) cost of capital:
Equity cost of capital is 4.47% above industry mean WACC
Before-tax cost of debt:
6.91%
After-tax cost of debt:
2.99%
Overall debt rating:
2.37%
Weighted average cost of capital (WACC):
2.99%
-11.68%
Key Per-Share Metrics & Analysis
Revenue per share:
-
Revenue growth rate per share of (3Y):
Price to sales ratio is -57.84% below the industry mean
71.22%
EPS:
One Billion Five Hundred Thirteen Million Seven Hundred Forty-Two Thousand Six Hundred Seventy Dollars
Expected Annual growth rate of EPS (3Y):
Price to free cash flow ratio is -87.25% lower than the industry
-
Free cash flow (FCF) per share:
Price to book ratio is -48.32% below the industry mean
Growth rate in R&D investment/expenditure is 9238.58% higher than the industry
-
Debt per share
Debt repayment rate in last quarter: 33.82%
EBITDA per share
Each employee generates 231% more EBITDA than industry average revenue per employee
Valuation Analysis Today of
Medical Instruments & Supplies
P/E Ratio:
Sustainable growth rate is 184.69% above industry average
P/E Ratio of Competitors/Peers:
11.37
-0.772097352
302.8306197
-0.777037077
$10.24
-
P/S (Price to Sales ratio):
$21.60
-0.578422075
P/B (Price to book value ratio):
Price to sales ratio is -57.84% below the industry mean
-
-0.872467828
Net income growth rate (3Y):
Annual revenue growth rate is 71.22% above the industry average
1697.62%
Dividend Analysis
Net income growth rate is 1697.62% 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:
37.00%
Net debt to equity ratio:
The remaining useful life of property plant & equipment is: 10.9 years
Debt to assets ratio:
18.01%
Net debt to assets ratio:
62.86%
-14.76%
Ability to repay debt:
Interest coverage ratio:
Debt-to-asset ratio is -14.76% below industry average
-0.62
Looking forward:
Debt growth rate:
1.4x
-97.61%
33.82%
Analysis of Key Statistics
Correlation of price movement with the market:
18.33219843
Statistical significance of correlation:
-0.32%
Average Correlation of the industry with the market:
0.574
13.61%
R Squared (percentage of price movement explained by movement of the market):
0.574
Correlation of price movement with Nasdaq (^IXIC):
0.329
Covariance of price movement with the market:
-0.013
Kurtosis
-0.017
12.773
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
-1.184
Fundamental Analysis & Dupont Analysis of
Medical Instruments & Supplies
Gross Profit Margin Ratio:
3.46B
Operating Profit Margin Ratio:
Net profit margin is 115.05% higher than the industry
181.76%
Net Profit Margin Ratio:
3.46B
Effective Tax Rate:
1.20%
-0.385621923
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
Return on assets (ROA) is 133.40% higher than the industry
-175.33%
Financial Leverage
Asset Turnover Ratio (ROA):
Operating profit margin is 181.76% higher than the industry
133.40%
Financial Leverage:
Interest coverage ratio is -62.39% less than industry average
Current Ratio:
Return on equity (ROE) is -175.33% lower than the industry
-0.249062917
Cash Conversion Cycle (days):
$11.38
-0.042827401
Current ratio is -24.91% below industry average
Stock based compensation to net income ratio:
-
In-depth Efficiency Analysis
Revenue generated per employee:
Cash conversion cycle is -4.28% below industry average
1.274016896
EBITDA generated per employee:
Each employee generates 127% more revenue than industry average revenue per employee
2.308877148
Profit generated per employee:
$9.89
198%
Free cash flow (FCF) generated per employee:
Each employee generates 198% more net income/profit than industry average revenue per employee
-15.2016536
Assets/Capital per employee
Each employee generates -1520% less free cash flow than industry average revenue per employee
-15.2016536
Research & Development (R&D) Analysis
24.18%
92.38581048
Competitors/Peer firms of
Medical Instruments & Supplies
$258.48
ALNYLAM PHARMACEUTICALS, INC. (XNAS:ALNY)
VIATRIS INC. (XNAS:VTRS)
ROYALTY PHARMA PLC (XNAS:RPRX)
PPD
argenx SE (XNAS:ARGX)
BIO-TECHNE CORPORATION (XNAS:TECH)
INCYTE CORPORATION (XNAS:INCY)
BIOMARIN PHARMACEUTICAL INC. (XNAS:BMRN)
Current Analyst Ratings
$6.07
Strong buy�29%
Buy�29%
Hold�21%
Sell�0%
Strong sell�0%
Income Statement
Period:
3/26/2022
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:
5.39B
1.93B
256%
287.80M
471.20M
1.09B
620.50M
44.00M
3.35B
2.00M
92.60M
433.00M
182%
392.60M
- 89100.00K
142%
392.60M
Statement of Cash Flow
Date:
Period:
499.20M
Differed Income Tax :
108.00M
Stock Based Compensation :
- 21900.00K
Change in Working Capital :
18.70M
Accounts Receivables:
- 46200.00K
Other Working Capital:
- 13800.00K
Other Non-Cash Items:
- 5000.00K
Net Cash Provided by Operating Activities:
6.40M
Investments in PP&E:
564.20M
Net Acquisitions:
- 17000.00K
Purchases of Investments:
- 157300.00K
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
12/25/2021
2022
Q1
1.42B
-
1.42B
975.60M
518.30M
591.50M
3.51B
554.30M
3.33B
1.65B
-
-
244.70M
5.78B
-
9.29B
202.20M
252.00M
-
192.10M
632.40M
1.28B
2.84B
383.30M
3.49B
-
4.77B
3.00M
797.50M
- 89000.0K
Value
1.42B
3.81B
4.52B
9.29B
-
3.09B
-
-
800.00K
- 173500.00K
- 1451700.00K
-
- 167000.00K
-
1.48B
- 143500.00K
3.30M
250.50M
1.42B
1.17B
564.20M
- 16200.00K
Our Proprietary Portfolio Rating
Our Rating:
-1501.023964
Price Forecast/Expected Price in Next 5 Years of
Medical Instruments & Supplies
2023
2024
2025
2026
2027
196.5760798
$72.66
$210.50
$225.41
$241.38