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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
ICVX
Primary Facts
Biotechnology
Name:
-
Sector:
- 18582.00K
Industry:
4.88
CEO:
Total Employees:
Micro Cap
Our Technological Advancement Rating
Our Rating:
1.009880763
0.121772352
Icosavax, Inc. (XNAS:ICVX) In-Depth Stock/Fundamental/Options Analysis Today
Primary Targets/Price Insights
Previous Close ($) :
ICOSAVAX, INC. (XNAS:ICVX)
One Month Price Target:
Six Month Price Target :
$4.9
Likely Price in One Year's Time:
Ticker:
$4.99
Likely Trading Range Today Under (Normal Volatility)
$4.98
Price Upper limit ($) :
$5.09
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
P208
This week:
$4.
This month :
$2.91
Other Primary facts
Market Cap:
39.89M
Market Cap Classification:
201.42M
Number of Shares
IPO Date:
B
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
-64.55%
$.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:
$7.14
32.08%
$2.62
$8.97
Medium risk (<10%) entry points
Buy Call
Sell Call
$6.15
Buy Put:
Sell Put:
$0.79
$3.61
$6.55
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
Biotechnology
Sharpe Ratio:
ICVX, is amongst the top 40% lowest yielding stocks in terms of daily returns
Comparison:
1.94%
-2.635819048
Sharpe ratio is -263.58% lower than the industry
Average Returns/Yield of
Biotechnology
Daily returns:
1
Weekly returns:
-0.27%
Monthly returns:
-1.33%
Yearly returns:
-63.91%
Comparison of returns:
-3.533559882
Classification:
Average annual returns/yield (last 3 years) is -353.36% below industry average
Results of T-Test of Returns:
ICVX is a riskier investment compared to Nasdaq (IXIC)
Statistical test of Returns:
0.55
Volatility (measured by Standard Deviation)
Daily Volatility:
& is -239.55% lower than the market/S&P 500 average
Weekly Volatility:
8.65%
Monthly Volatility:
19.34%
Yearly Volatility:
38.68%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
168.61%
-
Value at Risk Analysis (VaR)
Daily VaR:
-
Weekly VaR:
-18.03%
Monthly VaR:
-40.32%
How Much Can the price of
Biotechnology
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):
$1.25
This translates to price declining to:
-74%
This translates to price declining to:
>85%
Severe Crash Probability
-80.63%
What is Value at Risk (VaR)?
Risk Fundamentals
387.56%
ICVX is a 469.11% riskier investment compared to the market/S&P 500 & is 387.56% riskier than Nasdaq (IXIC)
ICVX is a 469.11% riskier investment compared to the market/S&P 500
Beta Examination of
Biotechnology
0.654
Expected beta in 1 year's time:
0.083
Expected beta in 3 year's time:
-
Unlevered (debt free) Beta:
Beta in relation to market/S&P 500--0.65
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 -43.22% below industry average
Beta Comparison & Analysis
Beta of competitors/peers::
-
-
Average Industry Beta:
-
-0.432165829
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
WACC is -16.87% below industry mean WACC
-
Alpha provided | Alpha Analysis
Alpha provided:
-
-6.043
-45.537
Analysis of Cost of Capital of
Biotechnology
Equity cost of capital:
Alpha is -4554% below the market average
-0.309
Unlevered (without debt) cost of capital:
Equity cost of capital is -30.89% below industry mean WACC
Before-tax cost of debt:
-
After-tax cost of debt:
0.63%
Overall debt rating:
0.50%
Weighted average cost of capital (WACC):
0.63%
-16.87%
Key Per-Share Metrics & Analysis
Revenue per share:
-
Revenue growth rate per share of (3Y):
Price to sales ratio is 28.80% above the industry mean
-
EPS:
-
Expected Annual growth rate of EPS (3Y):
-
758.30%
Free cash flow (FCF) per share:
Price to book ratio is -96.12% below the industry mean
Growth rate in R&D investment/expenditure is -3430.38% lower than the industry
-
Debt per share
Debt repayment rate in last quarter: 0.00%
EBITDA per share
Each employee generates -484% less EBITDA than industry average revenue per employee
Valuation Analysis Today of
Biotechnology
P/E Ratio:
-
P/E Ratio of Competitors/Peers:
-
-
-193.8116429
-1.025179086
-
-
P/S (Price to Sales ratio):
$0.09
0.287973711
P/B (Price to book value ratio):
Price to sales ratio is 28.80% above the industry mean
-
-
Net income growth rate (3Y):
-
-241.68%
Dividend Analysis
Net income growth rate is -241.68% 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:
-99.35%
Net debt to equity ratio:
The remaining useful life of property plant & equipment is: 3.8 years
Debt to assets ratio:
-93.21%
Net debt to assets ratio:
1.14%
-97.46%
Ability to repay debt:
Interest coverage ratio:
Debt-to-asset ratio is -97.46% below industry average
18.33
Looking forward:
Debt growth rate:
1.0x
-173.96%
0.00%
Analysis of Key Statistics
Correlation of price movement with the market:
0.750270483
Statistical significance of correlation:
-2.61%
Average Correlation of the industry with the market:
0.045
-86.71%
R Squared (percentage of price movement explained by movement of the market):
0.045
Correlation of price movement with Nasdaq (^IXIC):
0.002
Covariance of price movement with the market:
-0.003
Kurtosis
-0.009
12.156
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
-1.413
Fundamental Analysis & Dupont Analysis of
Biotechnology
Gross Profit Margin Ratio:
-
Operating Profit Margin Ratio:
Net profit margin is 100.60% higher than the industry
430.64%
Net Profit Margin Ratio:
-
Effective Tax Rate:
-14.18%
-
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
Return on assets (ROA) is -43.15% lower than the industry
-78.44%
Financial Leverage
Asset Turnover Ratio (ROA):
Operating profit margin is 430.64% higher than the industry
-43.15%
Financial Leverage:
Interest coverage ratio is 1832.79% more than industry average
Current Ratio:
Return on equity (ROE) is -78.44% lower than the industry
1.383781622
Cash Conversion Cycle (days):
$0.07
-
Current ratio is 138.38% above industry average
Stock based compensation to net income ratio:
-
In-depth Efficiency Analysis
Revenue generated per employee:
-
-0.931896035
EBITDA generated per employee:
Each employee generates -93% less revenue than industry average revenue per employee
-4.841382192
Profit generated per employee:
-$1.26
-837%
Free cash flow (FCF) generated per employee:
Each employee generates -837% less net income/profit than industry average revenue per employee
-4.711622062
Assets/Capital per employee
Each employee generates -471% less free cash flow than industry average revenue per employee
-4.711622062
Research & Development (R&D) Analysis
119.48%
-34.30378579
Competitors/Peer firms of
Biotechnology
$6.05
-
-
-
-
-
-
-
-
Current Analyst Ratings
-$2.16
Strong buy�0%
Buy�0%
Hold�0%
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:
3.73M
-
-
51.14M
40.12M
40.12M
-
- 582.00K
34.15M
-
22.00K
124.00K
-448%
-
162.00K
-449%
-
Statement of Cash Flow
Date:
Period:
- 23533.00K
Differed Income Tax :
43.00K
Stock Based Compensation :
-
Change in Working Capital :
4.55M
Accounts Receivables:
1.30M
Other Working Capital:
1.04M
Other Non-Cash Items:
- 582.00K
Net Cash Provided by Operating Activities:
185.00K
Investments in PP&E:
- 17460.00K
Net Acquisitions:
- 1122.00K
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
261.36M
-
261.36M
-
-
8.74M
270.10M
6.55M
-
-
-
-
-
6.55M
-
276.65M
6.02M
530.00K
35.00K
-
7.45M
14.00M
2.96M
144.00K
3.11M
-
17.11M
5.00K
- 117602.00K
-
Value
90.67M
-
259.54M
276.65M
-
3.49M
-
-
-
- 1122.00K
-
-
-
-
276.00K
276.00K
-
- 18306.00K
262.42M
280.72M
- 17460.00K
- 1122.00K
Our Proprietary Portfolio Rating
Our Rating:
-5.903410962
Price Forecast/Expected Price in Next 5 Years of
Biotechnology
2023
2024
2025
2026
2027
5.092235072
$5.09
$5.32
$5.55
$5.79