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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
IFF
Primary Facts
Specialty Chemicals
Name:
-
Sector:
- 138000.00K
Industry:
107.83
CEO:
Mr. Andreas Fibig
Total Employees:
Large Cap
Our Technological Advancement Rating
Our Rating:
-0.481005631
-0.563675718
International Flavors & Fragrances Inc. (XNYS:IFF) In-Depth Stock/Fundamental/Options Analysis Today
Primary Targets/Price Insights
Previous Close ($) :
INTERNATIONAL FLAVORS & FRAGRANCES INC. (XNYS:IFF)
One Month Price Target:
Six Month Price Target :
$108.45
Likely Price in One Year's Time:
Ticker:
$111.55
Likely Trading Range Today Under (Normal Volatility)
$108.22
Price Upper limit ($) :
$115.26
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
P493
This week:
$102.94
This month :
$96.9
Other Primary facts
Market Cap:
254.95M
Market Cap Classification:
27.98B
Number of Shares
IPO Date:
A
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
-10.43%
$85.98
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:
$120.23
15.81%
$95.43
$130.52
Medium risk (<10%) entry points
Buy Call
Sell Call
$114.68
Buy Put:
Sell Put:
$85.14
$100.98
$116.88
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
Specialty Chemicals
Sharpe Ratio:
IFF, is amongst the top 40% lowest yielding stocks in terms of daily returns
Comparison:
2.12%
-1.363308241
Sharpe ratio is -136.33% lower than the industry
Average Returns/Yield of
Specialty Chemicals
Daily returns:
1
Weekly returns:
-0.01%
Monthly returns:
-0.04%
Yearly returns:
-1.94%
Comparison of returns:
-1.079136186
Classification:
Average annual returns/yield (last 3 years) is -107.91% below industry average
Results of T-Test of Returns:
IFF is a riskier investment compared to Nasdaq (IXIC)
Statistical test of Returns:
0.57
Volatility (measured by Standard Deviation)
Daily Volatility:
& is -133.76% lower than the market/S&P 500 average
Weekly Volatility:
2.20%
Monthly Volatility:
4.92%
Yearly Volatility:
9.85%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
42.93%
-78.63%
Value at Risk Analysis (VaR)
Daily VaR:
Volatility in last five trading days has been -78.63% below long-term volatility
Weekly VaR:
-4.53%
Monthly VaR:
-10.13%
How Much Can the price of
Specialty Chemicals
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):
$88.40
This translates to price declining to:
-18%
This translates to price declining to:
-70.20%
Severe Crash Probability
-20.27%
What is Value at Risk (VaR)?
Risk Fundamentals
22.53%
IFF is a 43.03% riskier investment compared to the market/S&P 500 & is 22.53% riskier than Nasdaq (IXIC)
IFF is a 43.03% riskier investment compared to the market/S&P 500
Beta Examination of
Specialty Chemicals
1.026
Expected beta in 1 year's time:
0.665
Expected beta in 3 year's time:
0.873
Unlevered (debt free) Beta:
Beta in relation to market/S&P 500--1.03
Beta in relation to Nasdaq (XNAS):
Returns are, approximately, symmetrical
Beta in relation to all global stocks::
Beta is -11.91% below industry average
Beta Comparison & Analysis
Beta of competitors/peers::
0.71
-0.098
Average Industry Beta:
Beta is -9.83% lower than peers
-0.119080959
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
WACC is -9.26% below industry mean WACC
-
Alpha provided | Alpha Analysis
Alpha provided:
1.235
-1.902
-7.715
Analysis of Cost of Capital of
Specialty Chemicals
Equity cost of capital:
Alpha is -772% below the market average
-0.085
Unlevered (without debt) cost of capital:
Equity cost of capital is -8.54% below industry mean WACC
Before-tax cost of debt:
7.05%
After-tax cost of debt:
2.38%
Overall debt rating:
1.88%
Weighted average cost of capital (WACC):
2.38%
-9.26%
Key Per-Share Metrics & Analysis
Revenue per share:
Present value of the expected future dividends only: $32.93
Revenue growth rate per share of (3Y):
Price to sales ratio is -19.76% below the industry mean
229.54%
EPS:
Five Hundred Fifty-Five Million Five Hundred Forty-Six Thousand Eight Hundred Forty Dollars
Expected Annual growth rate of EPS (3Y):
-
-3987.02%
Free cash flow (FCF) per share:
Price to book ratio is -68.11% below the industry mean
Growth rate in R&D investment/expenditure is 629.39% higher than the industry
-0.580509568
Debt per share
Debt repayment rate in last quarter: 0.65%
EBITDA per share
Each employee generates -7% less EBITDA than industry average revenue per employee
Valuation Analysis Today of
Specialty Chemicals
P/E Ratio:
-
P/E Ratio of Competitors/Peers:
43.3
0.155978861
81.66078564
0.320462437
-
Share value as per dividend discount (DDM) model: $41.60
P/S (Price to Sales ratio):
$48.70
-0.19759181
P/B (Price to book value ratio):
Price to sales ratio is -19.76% below the industry mean
-
-
Net income growth rate (3Y):
Annual revenue growth rate is 229.54% above the industry average
28.71%
Dividend Analysis
Net income growth rate is 28.71% higher than the average industry net income growth rate
Dividend payout rate: 36.15%
$0.79
Previous Dividend: $0.79
Previous adjusted dividend: $0.79
Previous Dividend: $3.16
Expected next dividend best case: $0.80
Expected next dividend worst case: $0.78
Average dividend payment (long-term): $0.77
Average dividend increase/decrease (growth rate) % per period: 0.53%
Expected next dividend payment date: 10/04/2022
Expected next dividend record date: 22/09/2022
-
Previous dividend payment date: 07/06/2022
Previous dividend record date: 24/06/2022
Dividend History:
-
2022-03-24--$0.79
2021-09-23--$0.79
2022-06-23--$0.79
2021-12-27--$0.79
2021-06-24--$0.77
-0.974193262
In-depth Debt & Leverage Analysis
Debt to equity ratio:
56.30%
Net debt to equity ratio:
-
Debt to assets ratio:
29.65%
Net debt to assets ratio:
54.42%
-47.03%
Ability to repay debt:
Interest coverage ratio:
Debt-to-asset ratio is -47.03% below industry average
-0.65
Looking forward:
Debt growth rate:
1.4x
108.81%
0.65%
Analysis of Key Statistics
Correlation of price movement with the market:
22.8945839
Statistical significance of correlation:
-0.38%
Average Correlation of the industry with the market:
0.658
13.58%
R Squared (percentage of price movement explained by movement of the market):
0.658
Correlation of price movement with Nasdaq (^IXIC):
0.433
Covariance of price movement with the market:
0.015
Kurtosis
0.019
6.949
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
0.472
Fundamental Analysis & Dupont Analysis of
Specialty Chemicals
Gross Profit Margin Ratio:
4.13B
Operating Profit Margin Ratio:
Net profit margin is -101.59% lower than the industry
-102.64%
Net Profit Margin Ratio:
4.13B
Effective Tax Rate:
1.62%
0.028601219
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
Return on assets (ROA) is -46.73% lower than the industry
-90.76%
Financial Leverage
Asset Turnover Ratio (ROA):
Operating profit margin is -102.64% lower than the industry
-46.73%
Financial Leverage:
Interest coverage ratio is -64.70% less than industry average
Current Ratio:
Return on equity (ROE) is -90.76% lower than the industry
-0.305488388
Cash Conversion Cycle (days):
$44.68
0.429299332
Current ratio is -30.55% below industry average
Stock based compensation to net income ratio:
Equity growth rate per share is -58.05% lower than the industry
In-depth Efficiency Analysis
Revenue generated per employee:
Cash conversion cycle is 42.93% above industry average
-0.307943622
EBITDA generated per employee:
Each employee generates -31% less revenue than industry average revenue per employee
-0.074614602
Profit generated per employee:
$8.62
-27%
Free cash flow (FCF) generated per employee:
Each employee generates -27% less net income/profit than industry average revenue per employee
-0.845242877
Assets/Capital per employee
Each employee generates -85% less free cash flow than industry average revenue per employee
-0.845242877
Research & Development (R&D) Analysis
76.26%
6.293903401
Competitors/Peer firms of
Specialty Chemicals
$119.98
CORTEVA, INC. (XNYS:CTVA)
Nutrien Ltd. (XNYS:NTR)
NUCOR CORPORATION (XNYS:NUE)
PPG INDUSTRIES, INC. (XNYS:PPG)
BARRICK GOLD CORPORATION (XNYS:GOLD)
ArcelorMittal SA (XNYS:MTCN)
CRH PUBLIC LIMITED COMPANY (XNYS:CRH)
DuPont de Nemours, Inc. (XNYS:DD)
Current Analyst Ratings
$2.18
Strong buy�8%
Buy�13%
Hold�42%
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:
12.42B
8.29B
133%
643.00M
-
1.76B
-
766.00M
11.46B
-
296.00M
1.22B
71%
128.00M
- 229000.00K
22%
128.00M
Statement of Cash Flow
Date:
Period:
246.00M
Differed Income Tax :
303.00M
Stock Based Compensation :
- 65000.00K
Change in Working Capital :
9.00M
Accounts Receivables:
- 489000.00K
Other Working Capital:
178.00M
Other Non-Cash Items:
- 123000.00K
Net Cash Provided by Operating Activities:
- 8000.00K
Investments in PP&E:
- 4000.00K
Net Acquisitions:
- 132000.00K
Purchases of Investments:
11.00M
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
657.00M
-
657.00M
2.46B
2.80B
1.59B
7.51B
5.06B
16.30B
10.25B
85.00M
111.00M
438.00M
32.24B
-
39.75B
1.63B
1.05B
206.00M
-
1.35B
4.03B
11.39B
804.00M
14.65B
-
18.68B
35.00M
3.68B
- 1622000.0K
Value
3.17B
-
20.93B
39.61B
-
12.44B
-
-
-
- 121000.00K
- 75000.00K
-
-
- 201000.00K
371.00M
95.00M
- 24000.00K
- 54000.00K
662.00M
716.00M
- 4000.00K
- 134000.00K
Our Proprietary Portfolio Rating
Our Rating:
109.5130738
Price Forecast/Expected Price in Next 5 Years of
Specialty Chemicals
2023
2024
2025
2026
2027
91.90398258
$91.90
$98.24
$105.01
$112.25