_edited.png)
RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
HURN
Primary Facts
Consulting Services
Name:
-
Sector:
- 85083.00K
Industry:
65.9
CEO:
Mr. James Roth
Total Employees:
Small Cap
Our Technological Advancement Rating
Our Rating:
0.657812533
-1.875248776
Huron Consulting Group Inc. (XNAS:HURN) In-Depth Stock/Fundamental/Options Analysis Today
Primary Targets/Price Insights
Previous Close ($) :
HURON CONSULTING GROUP INC. (XNAS:HURN)
One Month Price Target:
Six Month Price Target :
$66.11
Likely Price in One Year's Time:
Ticker:
$67.18
Likely Trading Range Today Under (Normal Volatility)
$66.23
Price Upper limit ($) :
$68.46
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
P512
This week:
$62.22
This month :
$57.66
Other Primary facts
Market Cap:
20.78M
Market Cap Classification:
1.36B
Number of Shares
IPO Date:
D
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
-18.83%
$49.43
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:
$75.18
12.69%
$56.62
$83.00
Medium risk (<10%) entry points
Buy Call
Sell Call
$70.97
Buy Put:
Sell Put:
$48.80
$60.83
$72.63
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
Consulting Services
Sharpe Ratio:
HURN, is amongst the top 60% highest yielding stocks in terms of daily returns
Comparison:
2.16%
-0.620541293
Sharpe ratio is -62.05% lower than the industry
Average Returns/Yield of
Consulting Services
Daily returns:
1
Weekly returns:
0.03%
Monthly returns:
0.16%
Yearly returns:
7.50%
Comparison of returns:
-0.490705093
Classification:
Average annual returns/yield (last 3 years) is -49.07% below industry average
Results of T-Test of Returns:
HURN is a riskier investment compared to Nasdaq (IXIC)
Statistical test of Returns:
0.87
Volatility (measured by Standard Deviation)
Daily Volatility:
& is -64.11% lower than the market/S&P 500 average
Weekly Volatility:
2.74%
Monthly Volatility:
6.12%
Yearly Volatility:
12.24%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
53.35%
-69.66%
Value at Risk Analysis (VaR)
Daily VaR:
Volatility in last five trading days has been -69.66% below long-term volatility
Weekly VaR:
-5.59%
Monthly VaR:
-12.50%
How Much Can the price of
Consulting Services
Decline in a Recession?
Likely price decline in a recession:
Base case (decline):
Risk of crash in next 6/12 months: Medium (<50%)
Worst case (decline):
$51.57
This translates to price declining to:
-22%
This translates to price declining to:
-86.60%
Severe Crash Probability
-25.00%
What is Value at Risk (VaR)?
Risk Fundamentals
51.16%
HURN is a 76.44% riskier investment compared to the market/S&P 500 & is 51.16% riskier than Nasdaq (IXIC)
HURN is a 76.44% riskier investment compared to the market/S&P 500
Beta Examination of
Consulting Services
0.579
Expected beta in 1 year's time:
0.63
Expected beta in 3 year's time:
0.53
Unlevered (debt free) Beta:
Beta in relation to market/S&P 500--0.58
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 -34.91% below industry average
Beta Comparison & Analysis
Beta of competitors/peers::
0.385
-0.530
Average Industry Beta:
Beta is -52.99% lower than peers
-0.349059521
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
WACC is -27.98% below industry mean WACC
-69.95%
Alpha provided | Alpha Analysis
Alpha provided:
0.750
-0.930
0.244
Analysis of Cost of Capital of
Consulting Services
Equity cost of capital:
Alpha is 24% compared to market & is healthy
-0.230
Unlevered (without debt) cost of capital:
Equity cost of capital is -23.01% below industry mean WACC
Before-tax cost of debt:
4.73%
After-tax cost of debt:
0.00%
Overall debt rating:
0.00%
Weighted average cost of capital (WACC):
0.00%
-27.98%
Key Per-Share Metrics & Analysis
Revenue per share:
-
Revenue growth rate per share of (3Y):
Price to sales ratio is -59.45% below the industry mean
-62.43%
EPS:
Eighty-Three Million Five Hundred Fifty-Nine Thousand Six Hundred Sixty Dollars
Expected Annual growth rate of EPS (3Y):
-
49.02%
Free cash flow (FCF) per share:
Price to book ratio is -51.61% below the industry mean
-
-
Debt per share
Debt repayment rate in last quarter: 11.00%
EBITDA per share
Each employee generates -64% less EBITDA than industry average revenue per employee
Valuation Analysis Today of
Consulting Services
P/E Ratio:
Sustainable growth rate is -69.95% below industry average
P/E Ratio of Competitors/Peers:
16.43
-0.149920547
75.95979972
-0.132435838
$0.09
-
P/S (Price to Sales ratio):
$47.47
-0.594529476
P/B (Price to book value ratio):
Price to sales ratio is -59.45% below the industry mean
-
-
Net income growth rate (3Y):
Annual revenue growth rate is -62.43% below industry average
256.82%
Dividend Analysis
Net income growth rate is 256.82% 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:
66.50%
Net debt to equity ratio:
The remaining useful life of property plant & equipment is: 16.6 years
Debt to assets ratio:
33.46%
Net debt to assets ratio:
66.42%
-42.51%
Ability to repay debt:
Interest coverage ratio:
Debt-to-asset ratio is -42.51% below industry average
-655.06
Looking forward:
Debt growth rate:
1.5x
-64.17%
11.00%
Analysis of Key Statistics
Correlation of price movement with the market:
12.84717927
Statistical significance of correlation:
-0.43%
Average Correlation of the industry with the market:
0.441
-13.59%
R Squared (percentage of price movement explained by movement of the market):
0.441
Correlation of price movement with Nasdaq (^IXIC):
0.194
Covariance of price movement with the market:
0.039
Kurtosis
0.063
7.092
Skewness of returns:
Returns have a significant fat-tails (leptokurtic), i.e., returns considerably higher or lower than the mean returns are more probable, compared to assets with normally distributed returns
-0.657
Fundamental Analysis & Dupont Analysis of
Consulting Services
Gross Profit Margin Ratio:
286.56M
Operating Profit Margin Ratio:
Net profit margin is -24.63% lower than the industry
-45.94%
Net Profit Margin Ratio:
286.56M
Effective Tax Rate:
9.40%
0.220824442
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
Return on assets (ROA) is -1.14% lower than the industry
-29.89%
Financial Leverage
Asset Turnover Ratio (ROA):
Operating profit margin is -45.94% lower than the industry
-1.14%
Financial Leverage:
Interest coverage ratio is -65505.61% less than industry average
Current Ratio:
Return on equity (ROE) is -29.89% lower than the industry
0.300385736
Cash Conversion Cycle (days):
$18.61
0.818345505
Current ratio is 30.04% above industry average
Stock based compensation to net income ratio:
-
In-depth Efficiency Analysis
Revenue generated per employee:
Cash conversion cycle is 81.83% above industry average
-0.342679415
EBITDA generated per employee:
Each employee generates -34% less revenue than industry average revenue per employee
-0.638475279
Profit generated per employee:
$6.61
-61%
Free cash flow (FCF) generated per employee:
Each employee generates -61% less net income/profit than industry average revenue per employee
1.071249551
Assets/Capital per employee
Each employee generates 107% more free cash flow than industry average revenue per employee
1.071249551
Research & Development (R&D) Analysis
-
-
Competitors/Peer firms of
Consulting Services
$227.19
HAWAIIAN HOLDINGS, INC. (XNAS:HA)
EHang Holdings Limited (XNAS:EH)
THE SHYFT GROUP, INC. (XNAS:SHYF)
GOLAR LNG LIMITED (XNAS:GLNG)
Oxford Square Capital Corp. (XNAS:OXSQL)
KFORCE INC. (XNAS:KFRC)
MATTHEWS INTERNATIONAL CORPORATION (XNAS:MATW)
US ECOLOGY, INC. (XNAS:ECOL)
Current Analyst Ratings
$3.93
Strong buy�4%
Buy�4%
Hold�8%
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:
986.59M
700.03M
116%
-
-
186.52M
-
26.00M
912.55M
-
- 11.00K
26.28M
55%
26.79M
50.67M
44%
26.79M
Statement of Cash Flow
Date:
Period:
26.85M
Differed Income Tax :
6.86M
Stock Based Compensation :
7.13M
Change in Working Capital :
7.94M
Accounts Receivables:
- 101726.00K
Other Working Capital:
- 7044.00K
Other Non-Cash Items:
4.09M
Net Cash Provided by Operating Activities:
- 26153.00K
Investments in PP&E:
- 79099.00K
Net Acquisitions:
- 3924.00K
Purchases of Investments:
- 2082.00K
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
9.75M
-
9.75M
247.32M
-
17.13M
274.20M
60.57M
623.84M
31.09M
95.93M
1.79M
69.76M
882.99M
-
1.16B
12.36M
10.21M
-
21.63M
83.64M
127.85M
386.76M
40.30M
447.06M
-
574.90M
237.00K
303.85M
18.5M
Value
212.52M
-
582.28M
1.16B
-
396.97M
-
-
2.69M
- 3316.00K
- 47780.00K
-
- 30981.00K
-
150.15M
71.39M
- 5.00K
- 11033.00K
9.75M
20.78M
- 79099.00K
- 5984.00K
Our Proprietary Portfolio Rating
Our Rating:
-81.21023035
Price Forecast/Expected Price in Next 5 Years of
Consulting Services
2023
2024
2025
2026
2027
195.0302793
$68.80
$202.62
$210.50
$218.68