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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
INGR
Primary Facts
Packaged Foods
Name:
-
Sector:
- 137000.00K
Industry:
85.51
CEO:
Mr. James Zallie
Total Employees:
Mid Cap
Our Technological Advancement Rating
Our Rating:
0.401561287
-1.225434796
Ingredion Incorporated (XNYS:INGR) In-Depth Stock/Fundamental/Options Analysis Today
Primary Targets/Price Insights
Previous Close ($) :
INGREDION INCORPORATED (XNYS:INGR)
One Month Price Target:
Six Month Price Target :
$85.88
Likely Price in One Year's Time:
Ticker:
$87.71
Likely Trading Range Today Under (Normal Volatility)
$85.83
Price Upper limit ($) :
$89.91
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
P389
This week:
$81.81
This month :
$77.24
Other Primary facts
Market Cap:
65.52M
Market Cap Classification:
5.51B
Number of Shares
IPO Date:
D
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
-14.04%
$68.97
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:
$94.84
10.84%
$76.18
$102.68
Medium risk (<10%) entry points
Buy Call
Sell Call
$90.61
Buy Put:
Sell Put:
$68.34
$80.41
$92.29
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
Packaged Foods
Sharpe Ratio:
INGR, is amongst the top 40% lowest yielding stocks in terms of daily returns
Comparison:
1.31%
-0.638816242
Sharpe ratio is -63.88% lower than the industry
Average Returns/Yield of
Packaged Foods
Daily returns:
1
Weekly returns:
0.02%
Monthly returns:
0.09%
Yearly returns:
4.53%
Comparison of returns:
-0.462292599
Classification:
Average annual returns/yield (last 3 years) is -46.23% below industry average
Results of T-Test of Returns:
INGR is a riskier investment compared to Nasdaq (IXIC)
Statistical test of Returns:
0.97
Volatility (measured by Standard Deviation)
Daily Volatility:
& is -79.23% lower than the market/S&P 500 average
Weekly Volatility:
2.12%
Monthly Volatility:
4.73%
Yearly Volatility:
9.46%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
41.24%
-85.50%
Value at Risk Analysis (VaR)
Daily VaR:
Volatility in last five trading days has been -85.50% below long-term volatility
Weekly VaR:
-4.33%
Monthly VaR:
-9.67%
How Much Can the price of
Packaged Foods
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):
$71.06
This translates to price declining to:
-17%
This translates to price declining to:
-67.01%
Severe Crash Probability
-19.34%
What is Value at Risk (VaR)?
Risk Fundamentals
16.97%
INGR is a 36.54% riskier investment compared to the market/S&P 500 & is 16.97% riskier than Nasdaq (IXIC)
INGR is a 36.54% riskier investment compared to the market/S&P 500
Beta Examination of
Packaged Foods
0.766
Expected beta in 1 year's time:
0.605
Expected beta in 3 year's time:
0.583
Unlevered (debt free) Beta:
Beta in relation to market/S&P 500--0.77
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 30.68% above industry average
Beta Comparison & Analysis
Beta of competitors/peers::
0.539
-0.415
Average Industry Beta:
Beta is -41.51% lower than peers
0.306845263
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
WACC is 18.29% above industry mean WACC
-
Alpha provided | Alpha Analysis
Alpha provided:
0.824
-4.082
-2.462
Analysis of Cost of Capital of
Packaged Foods
Equity cost of capital:
Alpha is -246% below the market average
0.172
Unlevered (without debt) cost of capital:
Equity cost of capital is 17.19% above industry mean WACC
Before-tax cost of debt:
5.91%
After-tax cost of debt:
3.51%
Overall debt rating:
2.77%
Weighted average cost of capital (WACC):
3.51%
18.29%
Key Per-Share Metrics & Analysis
Revenue per share:
Present value of the expected future dividends only: $32.26
Revenue growth rate per share of (3Y):
Price to sales ratio is -66.31% below the industry mean
-55.43%
EPS:
Four Hundred Eighty-Two Million Eighty-One Thousand Six Hundred Dollars
Expected Annual growth rate of EPS (3Y):
Price to free cash flow ratio is 90.28% higher than the industry
-291.54%
Free cash flow (FCF) per share:
Price to book ratio is -65.53% below the industry mean
-
0.40557387
Debt per share
Debt repayment rate in last quarter: 6.61%
EBITDA per share
Each employee generates -32% less EBITDA than industry average revenue per employee
Valuation Analysis Today of
Packaged Foods
P/E Ratio:
-
P/E Ratio of Competitors/Peers:
12.63
-0.673268455
281.301274
-0.696019862
-
Share value as per dividend discount (DDM) model: $47.20
P/S (Price to Sales ratio):
$109.46
-0.663140322
P/B (Price to book value ratio):
Price to sales ratio is -66.31% below the industry mean
-
0.902766931
Net income growth rate (3Y):
Annual revenue growth rate is -55.43% below industry average
-770.12%
Dividend Analysis
Net income growth rate is -770.12% lower than the industry average net income growth rate
Dividend payout rate: 8.72%
$0.65
Previous Dividend: $0.65
Previous adjusted dividend: $0.65
Previous Dividend: $2.60
Expected next dividend best case: $0.66
Expected next dividend worst case: $0.64
Average dividend payment (long-term): $0.64
Average dividend increase/decrease (growth rate) % per period: 0.31%
Expected next dividend payment date: 24/10/2022
Expected next dividend record date: 29/09/2022
Expected next dividend declaration date: 18/08/2022
Previous dividend payment date: 26/07/2022
Previous dividend record date: 07/01/2022
Dividend History:
Previous dividend declaration date: 20/05/2022
2022-03-31--$0.65
2021-10-01--$0.65
2022-06-30--$0.65
2021-12-31--$0.65
2021-06-30--$0.64
-1.855120819
In-depth Debt & Leverage Analysis
Debt to equity ratio:
58.03%
Net debt to equity ratio:
The remaining useful life of property plant & equipment is: 1.3 years
Debt to assets ratio:
25.94%
Net debt to assets ratio:
52.32%
-56.60%
Ability to repay debt:
Interest coverage ratio:
Debt-to-asset ratio is -56.60% below industry average
-0.95
Looking forward:
Debt growth rate:
1.3x
-99.76%
6.61%
Analysis of Key Statistics
Correlation of price movement with the market:
19.84013104
Statistical significance of correlation:
-0.34%
Average Correlation of the industry with the market:
0.604
40.79%
R Squared (percentage of price movement explained by movement of the market):
0.604
Correlation of price movement with Nasdaq (^IXIC):
0.365
Covariance of price movement with the market:
0.026
Kurtosis
0.032
11.205
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
-0.950
Fundamental Analysis & Dupont Analysis of
Packaged Foods
Gross Profit Margin Ratio:
1.36B
Operating Profit Margin Ratio:
Net profit margin is 42.41% higher than the industry
99.32%
Net Profit Margin Ratio:
1.36B
Effective Tax Rate:
-
-0.519598074
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
Return on assets (ROA) is 48.48% higher than the industry
34.26%
Financial Leverage
Asset Turnover Ratio (ROA):
Operating profit margin is 99.32% higher than the industry
48.48%
Financial Leverage:
Interest coverage ratio is -95.30% less than industry average
Current Ratio:
Return on equity (ROE) is 34.26% higher than the industry
-0.337200152
Cash Conversion Cycle (days):
$26.54
-0.429683737
Current ratio is -33.72% below industry average
Stock based compensation to net income ratio:
Equity growth rate per share is 40.56% higher than the industry
In-depth Efficiency Analysis
Revenue generated per employee:
Cash conversion cycle is -42.97% below industry average
-0.240742666
EBITDA generated per employee:
Each employee generates -24% less revenue than industry average revenue per employee
-0.323834
Profit generated per employee:
$13.97
-21%
Free cash flow (FCF) generated per employee:
Each employee generates -21% less net income/profit than industry average revenue per employee
2.06762518
Assets/Capital per employee
Each employee generates 207% more free cash flow than industry average revenue per employee
2.06762518
Research & Development (R&D) Analysis
-
-
Competitors/Peer firms of
Packaged Foods
$127.07
THE BOSTON BEER COMPANY, INC. (XNYS:SAM)
PERFORMANCE FOOD GROUP COMPANY (XNYS:PFGC)
Post Holdings, Inc. (XNYS:POST)
RLX Technology Inc. (XNYS:RLX)
Natura & Co Holding SA (XNYS:NTCO)
US FOODS HOLDING CORP. (XNYS:USFD)
COTY INC. (XNYS:COTY)
Herbalife Nutrition Ltd. (XNYS:HLF)
Current Analyst Ratings
$7.28
Strong buy�13%
Buy�4%
Hold�13%
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:
7.17B
5.81B
76%
-
-
-
-
648.00M
6.46B
-
79.00M
221.00M
51%
122.00M
- 67000.00K
35%
122.00M
Statement of Cash Flow
Date:
Period:
133.00M
Differed Income Tax :
53.00M
Stock Based Compensation :
3.00M
Change in Working Capital :
-
Accounts Receivables:
- 262000.00K
Other Working Capital:
-
Other Non-Cash Items:
28.00M
Net Cash Provided by Operating Activities:
21.00M
Investments in PP&E:
- 52000.00K
Net Acquisitions:
-
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
324.00M
5.00M
329.00M
1.43B
1.31B
63.00M
3.13B
2.45B
-
1.34B
-
-
521.00M
4.31B
-
7.44B
-
514.00M
-
-
1.21B
1.72B
1.74B
561.00M
2.30B
-
4.02B
1.00M
3.99B
- 763000.0K
Value
648.00M
100.00M
3.32B
7.35B
-
2.25B
-
-
- 76000.00K
- 76000.00K
- 123000.00K
-
- 40000.00K
- 43000.00K
325.00M
119.00M
5.00M
- 4000.00K
324.00M
328.00M
- 52000.00K
- 85000.00K
Our Proprietary Portfolio Rating
Our Rating:
-93.54620769
Price Forecast/Expected Price in Next 5 Years of
Packaged Foods
2023
2024
2025
2026
2027
103.9604406
$103.96
$109.31
$114.93
$120.85