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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
HUBG
Primary Facts
Integrated Freight & Logistics
Name:
-
Sector:
49.28M
Industry:
77.28
CEO:
Mr. David Yeager
Total Employees:
Mid Cap
Our Technological Advancement Rating
Our Rating:
-0.069474179
-1.058189314
Hub Group, Inc. (XNAS:HUBG) In-Depth Stock/Fundamental/Options Analysis Today
Primary Targets/Price Insights
Previous Close ($) :
HUB GROUP, INC. (XNAS:HUBG)
One Month Price Target:
Six Month Price Target :
$77.66
Likely Price in One Year's Time:
Ticker:
$79.59
Likely Trading Range Today Under (Normal Volatility)
$77.66
Price Upper limit ($) :
$81.9
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
P203
This week:
$73.65
This month :
$69.16
Other Primary facts
Market Cap:
34.65M
Market Cap Classification:
2.69B
Number of Shares
IPO Date:
B
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
-11.72%
$61.05
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:
$86.30
12.13%
$68.26
$94.11
Medium risk (<10%) entry points
Buy Call
Sell Call
$82.09
Buy Put:
Sell Put:
$60.45
$72.47
$83.76
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
Integrated Freight & Logistics
Sharpe Ratio:
HUBG, is amongst the top 40% highest yielding stocks in terms of daily returns
Comparison:
3.14%
0.138976789
Sharpe ratio is 13.90% higher than the industry
Average Returns/Yield of
Integrated Freight & Logistics
Daily returns:
1
Weekly returns:
0.09%
Monthly returns:
0.46%
Yearly returns:
22.11%
Comparison of returns:
0.041988971
Classification:
Average annual returns/yield (last 3 years) is 4.20% above industry average
Results of T-Test of Returns:
HUBG is a riskier investment compared to Nasdaq (IXIC)
Statistical test of Returns:
0.58
Volatility (measured by Standard Deviation)
Daily Volatility:
& ratio is 56.66% higher than the market/S&P 500 average
Weekly Volatility:
2.33%
Monthly Volatility:
5.21%
Yearly Volatility:
10.43%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
45.46%
-78.14%
Value at Risk Analysis (VaR)
Daily VaR:
Volatility in last five trading days has been -78.14% below long-term volatility
Weekly VaR:
-4.70%
Monthly VaR:
-10.50%
How Much Can the price of
Integrated Freight & Logistics
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):
$63.74
This translates to price declining to:
-18%
This translates to price declining to:
-72.76%
Severe Crash Probability
-21.01%
What is Value at Risk (VaR)?
Risk Fundamentals
27.01%
HUBG is a 48.25% riskier investment compared to the market/S&P 500 & is 27.01% riskier than Nasdaq (IXIC)
HUBG is a 48.25% riskier investment compared to the market/S&P 500
Beta Examination of
Integrated Freight & Logistics
0.889
Expected beta in 1 year's time:
0.496
Expected beta in 3 year's time:
0.696
Unlevered (debt free) Beta:
Beta in relation to market/S&P 500--0.89
Beta in relation to Nasdaq (XNAS):
Returns are, approximately, symmetrical
Beta in relation to all global stocks::
Beta is -16.74% below industry average
Beta Comparison & Analysis
Beta of competitors/peers::
0.801
-0.450
Average Industry Beta:
Beta is -45.01% lower than peers
-0.167363518
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
WACC is 5.63% above industry mean WACC
-50.08%
Alpha provided | Alpha Analysis
Alpha provided:
0.985
0.197
8.191
Analysis of Cost of Capital of
Integrated Freight & Logistics
Equity cost of capital:
Alpha is 819% higher than market/& is unsustainably high
-0.117
Unlevered (without debt) cost of capital:
Equity cost of capital is -11.70% below industry mean WACC
Before-tax cost of debt:
8.32%
After-tax cost of debt:
2.21%
Overall debt rating:
1.74%
Weighted average cost of capital (WACC):
2.21%
5.63%
Key Per-Share Metrics & Analysis
Revenue per share:
-
Revenue growth rate per share of (3Y):
Price to sales ratio is -63.42% below the industry mean
-83.63%
EPS:
Two Hundred Forty-Two Million Sixty-Five Thousand Seven Hundred Sixty Dollars
Expected Annual growth rate of EPS (3Y):
Price to free cash flow ratio is -68.74% lower than the industry
-57.27%
Free cash flow (FCF) per share:
Price to book ratio is -63.83% below the industry mean
-
-
Debt per share
Debt repayment rate in last quarter: 11.25%
EBITDA per share
Each employee generates 47% more EBITDA than industry average revenue per employee
Valuation Analysis Today of
Integrated Freight & Logistics
P/E Ratio:
Sustainable growth rate is -50.08% below industry average
P/E Ratio of Competitors/Peers:
8.25
-0.485699486
114.2189175
-0.323404549
$1.52
-
P/S (Price to Sales ratio):
$133.07
-0.634183441
P/B (Price to book value ratio):
Price to sales ratio is -63.42% below the industry mean
-
-0.68742951
Net income growth rate (3Y):
Annual revenue growth rate is -83.63% below industry average
-106.68%
Dividend Analysis
Net income growth rate is -106.68% 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:
8.02%
Net debt to equity ratio:
The remaining useful life of property plant & equipment is: 22.2 years
Debt to assets ratio:
4.49%
Net debt to assets ratio:
14.68%
-95.72%
Ability to repay debt:
Interest coverage ratio:
Debt-to-asset ratio is -95.72% below industry average
0.79
Looking forward:
Debt growth rate:
1.1x
-70.40%
11.25%
Analysis of Key Statistics
Correlation of price movement with the market:
11.47525504
Statistical significance of correlation:
-0.30%
Average Correlation of the industry with the market:
0.402
-27.11%
R Squared (percentage of price movement explained by movement of the market):
0.402
Correlation of price movement with Nasdaq (^IXIC):
0.161
Covariance of price movement with the market:
-0.003
Kurtosis
-0.004
3.149
Skewness of returns:
Returns are, approximately, normally distributed (mesokurtic)
-0.121
Fundamental Analysis & Dupont Analysis of
Integrated Freight & Logistics
Gross Profit Margin Ratio:
705.91M
Operating Profit Margin Ratio:
Net profit margin is 7.00% higher than the industry
45.83%
Net Profit Margin Ratio:
705.91M
Effective Tax Rate:
1.95%
0.069014091
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
Return on assets (ROA) is -239.62% lower than the industry
-47.48%
Financial Leverage
Asset Turnover Ratio (ROA):
Operating profit margin is 45.83% higher than the industry
-239.62%
Financial Leverage:
Interest coverage ratio is 78.62% more than industry average
Current Ratio:
Return on equity (ROE) is -47.48% lower than the industry
-0.319993725
Cash Conversion Cycle (days):
$6.05
-0.968488182
Current ratio is -32.00% below industry average
Stock based compensation to net income ratio:
-
In-depth Efficiency Analysis
Revenue generated per employee:
Cash conversion cycle is -96.85% below industry average
-0.018531884
EBITDA generated per employee:
Each employee generates -2% less revenue than industry average revenue per employee
0.470085543
Profit generated per employee:
$13.37
90%
Free cash flow (FCF) generated per employee:
Each employee generates 90% more net income/profit than industry average revenue per employee
-0.032536781
Assets/Capital per employee
Each employee generates -3% less free cash flow than industry average revenue per employee
-0.032536781
Research & Development (R&D) Analysis
-
-
Competitors/Peer firms of
Integrated Freight & Logistics
$187.51
SKYWEST, INC. (XNAS:SKYW)
HELIOS TECHNOLOGIES, INC. (XNYS:HLIO)
MLHR
FUELCELL ENERGY, INC. (XNAS:FCEL)
VERRA MOBILITY CORPORATION (XNAS:VRRM)
SUN COUNTRY AIRLINES HOLDINGS, INC. (XNAS:SNCY)
PATRICK INDUSTRIES, INC. (XNAS:PATK)
AEROVIRONMENT, INC. (XNAS:AVAV)
Current Analyst Ratings
$7.12
Strong buy�8%
Buy�13%
Hold�46%
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:
4.61B
3.91B
60%
-
336.52M
336.52M
-
39.92M
4.28B
4.00K
7.10M
133.71M
39%
80.60M
- 7117.00K
27%
80.60M
Statement of Cash Flow
Date:
Period:
87.50M
Differed Income Tax :
35.19M
Stock Based Compensation :
5.29M
Change in Working Capital :
4.72M
Accounts Receivables:
- 47746.00K
Other Working Capital:
7.77M
Other Non-Cash Items:
2.76M
Net Cash Provided by Operating Activities:
- 4745.00K
Investments in PP&E:
80.21M
Net Acquisitions:
- 30927.00K
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
206.90M
-
206.90M
769.73M
-
26.04M
1.00B
736.65M
576.85M
190.25M
-
-
40.73M
1.54B
-
2.55B
418.51M
111.76M
-
-
177.31M
707.58M
209.54M
42.18M
412.58M
-
1.12B
419.00K
1.51B
- 187.0K
Value
376.44M
- 85398.00K
1.43B
2.55B
-
321.31M
-
-
6.44M
- 24483.00K
- 26550.00K
-
-
-
17.93M
- 8623.00K
8.00K
47.11M
206.90M
159.78M
80.21M
- 30927.00K
Our Proprietary Portfolio Rating
Our Rating:
-6.146704093
Price Forecast/Expected Price in Next 5 Years of
Integrated Freight & Logistics
2023
2024
2025
2026
2027
148.6762274
$82.31
$157.56
$166.97
$176.94