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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
Intellia Therapeutics, Inc. (XNAS:NTLA) In-Depth Stock/Fundamental/Options Analysis Today
Primary Facts
NTLA
Name:
INTELLIA THERAPEUTICS, INC. (XNAS:NTLA)
Sector:
- 126062.00K
Industry:
Biotechnology
CEO:
Dr. John Leonard
Total Employees:
485
Our Technological Advancement Rating
Our Rating:
A
Technological advancement compared to industry is 44.95% higher
ANALYSIS OF ALL CRITICAL FACTORS & RISKS RELATED TO THE STOCK & FUNDAMENTAL/LONG-TERM ANALYSIS OF INTELLIA THERAPEUTICS, INC.(NTLA) AS PER DATA ANALYSIS OF LAST 3 YEARS AND COMPARISON WITH COMPETITORS/PEERS, AND BIOTECHNOLOGY INDUSTRY. DATE: 07/09/2022
Primary Targets/Price Insights
Previous Close ($) :
56.01
One Month Price Target:
$56.64
Six Month Price Target :
$59.8
Likely Price in One Year's Time:
Ticker:
$63.6
Likely Trading Range Today Under (Normal Volatility)
$55.65
Price Upper limit ($) :
$56.75
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
$49.57
This week:
$41.6
This month :
$27.19
Other Primary facts
Market Cap:
4.21B
Market Cap Classification:
Mid Cap
Number of Shares
IPO Date:
76.01M
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
50.21%
-19.22%
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:
$85.86
$71.86
$26.16
$40.16
Medium risk (<10%) entry points
Buy Call
Sell Call
$67.31
Buy Put:
Sell Put:
$64.32
$44.68
$47.70
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
NTLA
Sharpe Ratio:
5.72%
Comparison:
NTLA, is amongst the top 20% stocks with highest risk-adjusted returns
Sharpe ratio is 194.08% higher than the industry
& ratio is 150.88% higher than the market/S&P 500 average
Average Returns/Yield of
NTLA
Daily returns:
0.34%
Weekly returns:
1.69%
Monthly returns:
6.77%
Yearly returns:
25.22%
Comparison of returns:
Average annual returns/yield (last 3 years) is 222.16% above industry average
Classification:
NTLA, is amongst the top 20% highest yielding stocks in terms of daily returns
Results of T-Test of Returns:
0.98
Statistical test of Returns:
NTLA has not yielded statistically significant higher returns when compared to the market
Volatility (measured by Standard Deviation)
Daily Volatility:
5.77%
Weekly Volatility:
12.89%
Monthly Volatility:
25.79%
Yearly Volatility:
89.33%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
3.71%
Volatility in last five trading days has been -35.64% below long-term volatility
Value at Risk Analysis (VaR)
Daily VaR:
-11.50%
Weekly VaR:
-25.72%
Monthly VaR:
-51.45%
How Much Can the price of
NTLA
Decline in a Recession?
Likely price decline in a recession:
Base case (decline):
-42%
Worst case (decline):
>85%
This translates to price declining to:
$32.71
This translates to price declining to:
$8.40
Severe Crash Probability
Risk of crash in next 6/12 months: Very high (>70%)
What is Value at Risk (VaR)?
Risk Fundamentals
NTLA is a 263.11% riskier investment compared to the market/S&P 500 & is 211.08% riskier than Nasdaq (IXIC)
Risk (measured by volatility) is 21.29% above industry average
Overall, it is amongst the top 50% most risky stocks
Beta Examination of
NTLA
Beta in relation to market/S&P 500--2.02
Expected beta in 1 year's time:
1.424
Expected beta in 3 year's time:
2.014
Unlevered (debt free) Beta:
-
Beta in relation to Nasdaq (XNAS):
1.763
Beta in relation to all global stocks::
1.044
Beta Comparison & Analysis
Beta of competitors/peers::
1.233
Beta is 63.49% higher than peers
Average Industry Beta:
1.152
Beta is 75.07% above industry average
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
-
-
Alpha provided | Alpha Analysis
Alpha provided:
0.643
Alpha is 353.30% above industry average alpha yield
Alpha is 4093% higher than market/& is unsustainably high
Analysis of Cost of Capital of
NTLA
Equity cost of capital:
0.170
Equity cost of capital is 53.65% above industry mean WACC
Unlevered (without debt) cost of capital:
-
Before-tax cost of debt:
0.75%
After-tax cost of debt:
0.59%
Overall debt rating:
Highest AAA investment grade
Weighted average cost of capital (WACC):
0.59%
WACC is 76.25% above industry mean WACC
Key Per-Share Metrics & Analysis
Revenue per share:
$0.50
Revenue growth rate per share of (3Y):
4.46
Annual revenue growth rate is -102.87% below industry average
EPS:
-$5.04
Expected Annual growth rate of EPS (3Y):
21.45%
Expected future EPS growth rate is 114.95% higher than the Biotechnology industry
Free cash flow (FCF) per share:
-
-
-
Debt per share
$0.82
EBITDA per share
-$4.75
Valuation Analysis Today of
NTLA
P/E Ratio:
-
P/E Ratio of Competitors/Peers:
172.44
-
-
NTLA is -112.39% undervalued if valued using industry average P/E ratio
-
-
P/S (Price to Sales ratio):
112.45
Price to sales ratio is 177.63% above the industry mean
P/B (Price to book value ratio):
4.46
-
-
Net income growth rate (3Y):
141.47%
Net income growth rate is 100.44% higher than the average industry net income growth rate
Dividend Analysis
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Dividend History:
--$0.00
--$0.00
--$0.00
--$0.00
--$0.00
--$0.00
-
In-depth Debt & Leverage Analysis
Debt to equity ratio:
6.55%
Net debt to equity ratio:
-6.45%
Debt to assets ratio:
5.19%
Net debt to assets ratio:
-5.12%
Debt-to-asset ratio is -87.68% below industry average
Ability to repay debt:
Interest coverage ratio:
-668.45
Interest coverage ratio is 464.85% more than industry average
Looking forward:
Debt growth rate:
0.00%
-
Debt repayment rate in last quarter: 0.00%
Analysis of Key Statistics
Correlation of price movement with the market:
0.463
Statistical significance of correlation:
NTLA has a statistically significant correlation with the market
Average Correlation of the industry with the market:
0.34
Stock price is 36.05% more correlated with the market, compared to the industry average correlation
R Squared (percentage of price movement explained by movement of the market):
0.34
Correlation of price movement with Nasdaq (^IXIC):
-0.034
Covariance of price movement with the market:
-0.115
Kurtosis
8.658
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
Skewness of returns:
1.169
Returns are right (positive) skewed; mean returns are greater than median and mode returns
Fundamental Analysis & Dupont Analysis of
NTLA
Gross Profit Margin Ratio:
100%
Operating Profit Margin Ratio:
-965.85%
Operating profit margin is 125.31% higher than the industry
Net Profit Margin Ratio:
100%
Effective Tax Rate:
-
-
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
-38.64%
Return on equity (ROE) is -32.60% lower than the industry
Financial Leverage
Asset Turnover Ratio (ROA):
-30.64%
Return on assets (ROA) is 50.19% higher than the industry
Financial Leverage:
1.1x
Current Ratio:
6.94
Current ratio is -14.25% below industry average
Cash Conversion Cycle (days):
0
-
-
Stock based compensation to net income ratio:
-5.02%
In-depth Efficiency Analysis
Revenue generated per employee:
78.1K
Each employee generates -95% less revenue than industry average revenue per employee
EBITDA generated per employee:
- 744.3K
Each employee generates -293% less EBITDA than industry average revenue per employee
Profit generated per employee:
- 759.9K
Each employee generates -694% less net income/profit than industry average revenue per employee
Free cash flow (FCF) generated per employee:
- 259.9K
Each employee generates -277% less free cash flow than industry average revenue per employee
Assets/Capital per employee
675.1K
Each employee generates -277% less free cash flow than industry average revenue per employee
Research & Development (R&D) Analysis
Research & development (R&D) investment growth rate-- 52.79%
Growth rate in R&D investment/expenditure is -1571.41% lower than the industry
Competitors/Peer firms of
NTLA
CBPO
RECURSION PHARMACEUTICALS, INC. (XNAS:RXRX)
PROGYNY, INC. (XNAS:PGNY)
CERTARA, INC. (XNAS:CERT)
THE ENSIGN GROUP, INC. (XNAS:ENSG)
INARI MEDICAL, INC. (XNAS:NARI)
BEAM THERAPEUTICS INC. (XNAS:BEAM)
ALIGNMENT HEALTHCARE, INC. (XNAS:ALHC)
PT INOCYCLE TECHNOLOGY GROUP Tbk (XIDX:INOV)
Current Analyst Ratings
Strong buy�13%
Buy�4%
Hold�8%
Sell�0%
Strong sell�0%
Overall analyst sentiment is: Strong buy
Income Statement
Period:
TTM
Date:
3/31/22
Revenue:
37.86M
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:
-
12.85M
323.63M
79.91M
79.91M
-
-
403.53M
1.60M
540.00K
7.05M
- 360965.00K
- 365671.00K
- 368559.00K
- 368559.00K
-
- 368559.00K
Statement of Cash Flow
Date:
Period:
1.75M
Differed Income Tax :
-
Stock Based Compensation :
18.49M
Change in Working Capital :
- 17568.00K
Accounts Receivables:
230.00K
Other Working Capital:
- 13995.00K
Other Non-Cash Items:
64.39M
Net Cash Provided by Operating Activities:
- 79801.00K
Investments in PP&E:
- 1429.00K
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):
3/31/22
2022
Q1
133.38M
721.87M
855.25M
1.80M
-
18.32M
875.37M
100.17M
-
-
227.25M
-
-
327.42M
-
1.20B
10.14M
9.34M
-
63.76M
42.88M
126.11M
62.48M
10.96M
122.92M
-
249.03M
8.00K
- 849873.00K
- 8062.0K
-
March 31, 2022 at 6:00:00 AM
403.53M
953.75M
1.20B
949.12M
71.82M
- 61564.0K
93.73M
- 44832.00K
47.47M
-
38.89M
-
-
8.44M
47.32M
-
14.99M
140.48M
125.49M
- 79801.00K
- 46261.00K
- 126062.00K
Our Proprietary Portfolio Rating
Our Rating:
A+
Price Forecast/Expected Price in Next 5 Years of
NTLA
2023
2024
2025
2026
2027
$63.80
$72.44
$82.26
$93.41
$106.06