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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
HSTM
Primary Facts
Health Information Services
Name:
-
Sector:
13.71M
Industry:
21.93
CEO:
Mr. Robert Frist
Total Employees:
Small Cap
Our Technological Advancement Rating
Our Rating:
1.620544627
-0.212315907
Healthstream, Inc. (XNAS:HSTM) In-Depth Stock/Fundamental/Options Analysis Today
Primary Targets/Price Insights
Previous Close ($) :
HEALTHSTREAM, INC. (XNAS:HSTM)
One Month Price Target:
Six Month Price Target :
$21.99
Likely Price in One Year's Time:
Ticker:
$22.27
Likely Trading Range Today Under (Normal Volatility)
$22.01
Price Upper limit ($) :
$22.6
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
P83
This week:
$20.89
This month :
$19.6
Other Primary facts
Market Cap:
30.57M
Market Cap Classification:
669.78M
Number of Shares
IPO Date:
B
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
-17.01%
$17.27
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:
$24.58
23.02%
$19.28
$26.77
Medium risk (<10%) entry points
Buy Call
Sell Call
$23.39
Buy Put:
Sell Put:
$17.09
$20.47
$23.86
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
Health Information Services
Sharpe Ratio:
HSTM, is amongst the top 40% lowest yielding stocks in terms of daily returns
Comparison:
1.03%
-1.837652745
Sharpe ratio is -183.77% lower than the industry
Average Returns/Yield of
Health Information Services
Daily returns:
1
Weekly returns:
-0.01%
Monthly returns:
-0.06%
Yearly returns:
-2.64%
Comparison of returns:
-1.521164524
Classification:
Average annual returns/yield (last 3 years) is -152.12% below industry average
Results of T-Test of Returns:
HSTM is a riskier investment compared to Nasdaq (IXIC)
Statistical test of Returns:
0.90
Volatility (measured by Standard Deviation)
Daily Volatility:
& is -137.75% lower than the market/S&P 500 average
Weekly Volatility:
2.31%
Monthly Volatility:
5.16%
Yearly Volatility:
10.33%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
45.01%
-37.27%
Value at Risk Analysis (VaR)
Daily VaR:
Volatility in last five trading days has been -37.27% below long-term volatility
Weekly VaR:
-4.75%
Monthly VaR:
-10.63%
How Much Can the price of
Health Information Services
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):
$17.78
This translates to price declining to:
-19%
This translates to price declining to:
-73.64%
Severe Crash Probability
-21.26%
What is Value at Risk (VaR)?
Risk Fundamentals
28.53%
HSTM is a 50.04% riskier investment compared to the market/S&P 500 & is 28.53% riskier than Nasdaq (IXIC)
HSTM is a 50.04% riskier investment compared to the market/S&P 500
Beta Examination of
Health Information Services
0.455
Expected beta in 1 year's time:
0.495
Expected beta in 3 year's time:
0.464
Unlevered (debt free) Beta:
Beta in relation to market/S&P 500--0.45
Beta in relation to Nasdaq (XNAS):
Returns are right (positive) skewed; mean returns are greater than median and mode returns
Beta in relation to all global stocks::
Beta is -47.74% below industry average
Beta Comparison & Analysis
Beta of competitors/peers::
0.428
-0.577
Average Industry Beta:
Beta is -57.74% lower than peers
-0.477356322
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
-
-84.47%
Alpha provided | Alpha Analysis
Alpha provided:
0.656
1.208
-5.671
Analysis of Cost of Capital of
Health Information Services
Equity cost of capital:
Alpha is -567% below the market average
-0.312
Unlevered (without debt) cost of capital:
Equity cost of capital is -31.23% below industry mean WACC
Before-tax cost of debt:
5.90%
After-tax cost of debt:
-
Overall debt rating:
-
Weighted average cost of capital (WACC):
-
-
Key Per-Share Metrics & Analysis
Revenue per share:
-
Revenue growth rate per share of (3Y):
Price to sales ratio is -65.80% below the industry mean
-96.19%
EPS:
Six Million Four Hundred Twenty-Six Thousand Dollars
Expected Annual growth rate of EPS (3Y):
-
-159.75%
Free cash flow (FCF) per share:
Price to book ratio is -57.45% below the industry mean
Growth rate in R&D investment/expenditure is -321.16% lower than the industry
6.633366412
Debt per share
Debt repayment rate in last quarter: 0.00%
EBITDA per share
Each employee generates -203% less EBITDA than industry average revenue per employee
Valuation Analysis Today of
Health Information Services
P/E Ratio:
Sustainable growth rate is -84.47% below industry average
P/E Ratio of Competitors/Peers:
95.56
-0.738516715
76.74500872
-0.714248518
-
-
P/S (Price to Sales ratio):
$8.46
-0.658024485
P/B (Price to book value ratio):
Price to sales ratio is -65.80% below the industry mean
-
-
Net income growth rate (3Y):
Annual revenue growth rate is -96.19% below industry average
-104.65%
Dividend Analysis
Net income growth rate is -104.65% lower than the industry average 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:
-5.54%
Net debt to equity ratio:
The remaining useful life of property plant & equipment is: 12.1 years
Debt to assets ratio:
-3.69%
Net debt to assets ratio:
7.90%
-84.58%
Ability to repay debt:
Interest coverage ratio:
Debt-to-asset ratio is -84.58% below industry average
-
Looking forward:
Debt growth rate:
1.1x
-119.42%
0.00%
Analysis of Key Statistics
Correlation of price movement with the market:
9.009292407
Statistical significance of correlation:
-0.40%
Average Correlation of the industry with the market:
0.326
-13.48%
R Squared (percentage of price movement explained by movement of the market):
0.326
Correlation of price movement with Nasdaq (^IXIC):
0.106
Covariance of price movement with the market:
-0.002
Kurtosis
-0.002
21.281
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
0.669
Fundamental Analysis & Dupont Analysis of
Health Information Services
Gross Profit Margin Ratio:
168.39M
Operating Profit Margin Ratio:
Net profit margin is -113.96% lower than the industry
-119.03%
Net Profit Margin Ratio:
168.39M
Effective Tax Rate:
12.01%
0.132847185
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
Return on assets (ROA) is -176.74% lower than the industry
-161.31%
Financial Leverage
Asset Turnover Ratio (ROA):
Operating profit margin is -119.03% lower than the industry
-176.74%
Financial Leverage:
-
Current Ratio:
Return on equity (ROE) is -161.31% lower than the industry
-0.833806807
Cash Conversion Cycle (days):
$0.83
-0.415562924
Current ratio is -83.38% below industry average
Stock based compensation to net income ratio:
Equity growth rate per share is 663.34% higher than the industry
In-depth Efficiency Analysis
Revenue generated per employee:
Cash conversion cycle is -41.56% below industry average
-0.422657821
EBITDA generated per employee:
Each employee generates -42% less revenue than industry average revenue per employee
-2.028675714
Profit generated per employee:
$1.48
-108%
Free cash flow (FCF) generated per employee:
Each employee generates -108% less net income/profit than industry average revenue per employee
0.010618371
Assets/Capital per employee
Each employee generates 1% more free cash flow than industry average revenue per employee
0.010618371
Research & Development (R&D) Analysis
28.96%
-3.211589557
Competitors/Peer firms of
Health Information Services
$20.71
AVIDITY BIOSCIENCES, INC. (XNAS:RNA)
AERIE PHARMACEUTICALS, INC. (XNAS:AERI)
ORGANIGRAM HOLDINGS INC. (XNAS:OGI)
Collegium Pharmaceutical, Inc. (XNAS:COLL)
BIOVENTUS INC. (XNAS:BVS)
Taysha Gene Therapies Inc (XNAS:TSHA)
ARCTURUS THERAPEUTICS HOLDINGS INC. (XNAS:ARCT)
Pharming Group NV (XNAS:PHAR)
Current Analyst Ratings
$0.21
Strong buy�13%
Buy�0%
Hold�21%
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:
258.61M
90.22M
260%
42.55M
39.22M
80.07M
40.86M
36.98M
249.82M
-
-
36.98M
70%
1.87M
- 479.00K
13%
1.87M
Statement of Cash Flow
Date:
Period:
2.89M
Differed Income Tax :
9.32M
Stock Based Compensation :
684.00K
Change in Working Capital :
774.00K
Accounts Receivables:
4.19M
Other Working Capital:
- 3653.00K
Other Non-Cash Items:
12.84M
Net Cash Provided by Operating Activities:
2.79M
Investments in PP&E:
20.66M
Net Acquisitions:
- 636.00K
Purchases of Investments:
- 22.00K
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
3/31/2022
2022
Q1
43.37M
2.01M
45.38M
40.79M
-
21.06M
107.23M
41.66M
182.79M
119.81M
6.77M
601.00K
25.08M
376.70M
-
483.93M
17.77M
-
-
89.88M
6.91M
114.56M
25.50M
1.47M
46.79M
-
161.35M
251.18M
71.02M
378.0K
Value
159.60M
-
322.57M
483.93M
8.78M
25.50M
- 2024.00K
5.03M
- 6305.00K
- 3962.00K
-
-
- 19726.00K
-
- 497.00K
- 20223.00K
- 5.00K
- 3535.00K
43.37M
46.91M
20.66M
- 6941.00K
Our Proprietary Portfolio Rating
Our Rating:
9.473775195
Price Forecast/Expected Price in Next 5 Years of
Health Information Services
2023
2024
2025
2026
2027
18.36106497
$18.36
$18.92
$19.50
$20.10