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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
JBHT
Primary Facts
Integrated Freight & Logistics
Name:
-
Sector:
- 17553.00K
Industry:
168.74
CEO:
Mr. John Roberts
Total Employees:
Mid Cap
Our Technological Advancement Rating
Our Rating:
1.36173871
0.140548064
J. B. Hunt Transport Services, Inc. (XNAS:JBHT) In-Depth Stock/Fundamental/Options Analysis Today
Primary Targets/Price Insights
Previous Close ($) :
J. B. HUNT TRANSPORT SERVICES, INC. (XNAS:JBHT)
One Month Price Target:
Six Month Price Target :
$169.8
Likely Price in One Year's Time:
Ticker:
$175.11
Likely Trading Range Today Under (Normal Volatility)
$169.5
Price Upper limit ($) :
$181.48
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
P432
This week:
$161.45
This month :
$152.43
Other Primary facts
Market Cap:
103.81M
Market Cap Classification:
17.52B
Number of Shares
IPO Date:
B
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
-14.23%
$136.12
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:
$186.87
13.15%
$150.61
$202.56
Medium risk (<10%) entry points
Buy Call
Sell Call
$178.41
Buy Put:
Sell Put:
$134.92
$159.07
$181.76
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
Integrated Freight & Logistics
Sharpe Ratio:
JBHT, is amongst the top 40% highest yielding stocks in terms of daily returns
Comparison:
3.14%
0.110346919
Sharpe ratio is 11.03% higher than the industry
Average Returns/Yield of
Integrated Freight & Logistics
Daily returns:
1
Weekly returns:
0.08%
Monthly returns:
0.42%
Yearly returns:
20.05%
Comparison of returns:
-0.055091896
Classification:
Average annual returns/yield (last 3 years) is -5.51% below industry average
Results of T-Test of Returns:
JBHT is a riskier investment compared to Nasdaq (IXIC)
Statistical test of Returns:
0.68
Volatility (measured by Standard Deviation)
Daily Volatility:
& ratio is 52.72% higher than the market/S&P 500 average
Weekly Volatility:
2.15%
Monthly Volatility:
4.80%
Yearly Volatility:
9.59%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
41.82%
-40.36%
Value at Risk Analysis (VaR)
Daily VaR:
Volatility in last five trading days has been -40.36% below long-term volatility
Weekly VaR:
-4.32%
Monthly VaR:
-9.67%
How Much Can the price of
Integrated Freight & Logistics
Decline in a Recession?
Likely price decline in a recession:
Base case (decline):
Risk of crash in next 6/12 months: High (50-70%)
Worst case (decline):
$141.51
This translates to price declining to:
-16%
This translates to price declining to:
-66.97%
Severe Crash Probability
-19.33%
What is Value at Risk (VaR)?
Risk Fundamentals
16.89%
JBHT is a 36.44% riskier investment compared to the market/S&P 500 & is 16.89% riskier than Nasdaq (IXIC)
JBHT is a 36.44% riskier investment compared to the market/S&P 500
Beta Examination of
Integrated Freight & Logistics
1.123
Expected beta in 1 year's time:
0.661
Expected beta in 3 year's time:
0.754
Unlevered (debt free) Beta:
Beta in relation to market/S&P 500--1.12
Beta in relation to Nasdaq (XNAS):
Returns are, approximately, symmetrical
Beta in relation to all global stocks::
Beta is 5.20% above industry average
Beta Comparison & Analysis
Beta of competitors/peers::
0.92
-0.188
Average Industry Beta:
Beta is -18.85% lower than peers
0.052012637
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
WACC is 19.26% above industry mean WACC
-21.74%
Alpha provided | Alpha Analysis
Alpha provided:
1.066
-0.144
5.859
Analysis of Cost of Capital of
Integrated Freight & Logistics
Equity cost of capital:
Alpha is 586% higher than market/& is unsustainably high
0.036
Unlevered (without debt) cost of capital:
Equity cost of capital is 3.64% above industry mean WACC
Before-tax cost of debt:
8.88%
After-tax cost of debt:
3.57%
Overall debt rating:
2.82%
Weighted average cost of capital (WACC):
3.57%
19.26%
Key Per-Share Metrics & Analysis
Revenue per share:
Present value of the expected future dividends only: $24.28
Revenue growth rate per share of (3Y):
Price to sales ratio is -15.37% below the industry mean
-51.71%
EPS:
Eight Hundred Forty-Four Million Five Hundred Fifty Thousand Nine Hundred Eighty Dollars
Expected Annual growth rate of EPS (3Y):
Price to free cash flow ratio is -52.87% lower than the industry
-64.08%
Free cash flow (FCF) per share:
Price to book ratio is 3.78% above the industry mean
-
2.587106254
Debt per share
Debt repayment rate in last quarter: 0.00%
EBITDA per share
Each employee generates -21% less EBITDA than industry average revenue per employee
Valuation Analysis Today of
Integrated Freight & Logistics
P/E Ratio:
Sustainable growth rate is -21.74% below industry average
P/E Ratio of Competitors/Peers:
19.02
0.1855143
129.2983813
0.305043407
$0.03
Share value as per dividend discount (DDM) model: $47.56
P/S (Price to Sales ratio):
$125.60
-0.153731165
P/B (Price to book value ratio):
Price to sales ratio is -15.37% below the industry mean
-
-0.528666365
Net income growth rate (3Y):
Annual revenue growth rate is -51.71% below industry average
-71.95%
Dividend Analysis
Net income growth rate is -71.95% lower than the industry average net income growth rate
Dividend payout rate: 4.89%
$0.40
Previous Dividend: $0.40
Previous adjusted dividend: $0.40
Previous Dividend: $1.40
Expected next dividend best case: $0.44
Expected next dividend worst case: $0.36
Average dividend payment (long-term): $0.30
Average dividend increase/decrease (growth rate) % per period: 4.80%
Expected next dividend payment date: 25/08/2022
Expected next dividend record date: 08/11/2022
Expected next dividend declaration date: 27/07/2022
Previous dividend payment date: 27/05/2022
Previous dividend record date: 13/05/2022
Dividend History:
Previous dividend declaration date: 28/04/2022
2022-02-03--$0.40
2021-08-05--$0.30
2022-05-12--$0.40
2021-11-04--$0.30
2021-05-06--$0.30
-2.849822838
In-depth Debt & Leverage Analysis
Debt to equity ratio:
35.42%
Net debt to equity ratio:
The remaining useful life of property plant & equipment is: 0.1 years
Debt to assets ratio:
16.39%
Net debt to assets ratio:
29.06%
-93.01%
Ability to repay debt:
Interest coverage ratio:
Debt-to-asset ratio is -93.01% below industry average
0.03
Looking forward:
Debt growth rate:
1.2x
-
0.00%
Analysis of Key Statistics
Correlation of price movement with the market:
22.19808383
Statistical significance of correlation:
-0.28%
Average Correlation of the industry with the market:
0.647
17.34%
R Squared (percentage of price movement explained by movement of the market):
0.647
Correlation of price movement with Nasdaq (^IXIC):
0.418
Covariance of price movement with the market:
-0.007
Kurtosis
-0.009
7.517
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
-0.133
Fundamental Analysis & Dupont Analysis of
Integrated Freight & Logistics
Gross Profit Margin Ratio:
2.02B
Operating Profit Margin Ratio:
Net profit margin is 34.22% higher than the industry
83.47%
Net Profit Margin Ratio:
2.02B
Effective Tax Rate:
2.23%
0.018939136
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
Return on assets (ROA) is -279.39% lower than the industry
-18.29%
Financial Leverage
Asset Turnover Ratio (ROA):
Operating profit margin is 83.47% higher than the industry
-279.39%
Financial Leverage:
Interest coverage ratio is 2.85% more than industry average
Current Ratio:
Return on equity (ROE) is -18.29% lower than the industry
-0.389694392
Cash Conversion Cycle (days):
$9.11
-0.968528714
Current ratio is -38.97% below industry average
Stock based compensation to net income ratio:
Equity growth rate per share is 258.71% higher than the industry
In-depth Efficiency Analysis
Revenue generated per employee:
Cash conversion cycle is -96.85% below industry average
-0.605258069
EBITDA generated per employee:
Each employee generates -61% less revenue than industry average revenue per employee
-0.214264705
Profit generated per employee:
$16.77
-4%
Free cash flow (FCF) generated per employee:
Each employee generates -4% less net income/profit than industry average revenue per employee
-1.049009557
Assets/Capital per employee
Each employee generates -105% less free cash flow than industry average revenue per employee
-1.049009557
Research & Development (R&D) Analysis
-
-
Competitors/Peer firms of
Integrated Freight & Logistics
$332.83
EXPEDITORS INTERNATIONAL OF WASHINGTON, INC (XNAS:EXPD)
RYANAIR HOLDINGS PUBLIC LIMITED COMPANY (XNAS:RYAAY)
BNGOW
Kanzhun Ltd (XNAS:BZ)
ICAHN ENTERPRISES UNT (XNAS:IEP)
BUILDERS FIRSTSOURCE, INC. (XNYS:BLDR)
PLUG POWER INC. (XNAS:PLUG)
C.H. ROBINSON WORLDWIDE, INC. (XNAS:CHRW)
Current Analyst Ratings
$8.06
Strong buy�29%
Buy�25%
Hold�38%
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:
13.04B
11.01B
62%
-
395.91M
395.91M
-
455.93M
11.87B
-
46.32M
568.31M
53%
268.33M
- 46319.00K
34%
268.33M
Statement of Cash Flow
Date:
Period:
243.33M
Differed Income Tax :
148.76M
Stock Based Compensation :
8.29M
Change in Working Capital :
19.14M
Accounts Receivables:
- 128928.00K
Other Working Capital:
86.96M
Other Non-Cash Items:
33.69M
Net Cash Provided by Operating Activities:
1.20M
Investments in PP&E:
291.79M
Net Acquisitions:
- 309338.00K
Purchases of Investments:
- 86939.00K
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
144.53M
-
144.53M
1.75B
-
379.62M
2.27B
4.23B
-
-
-
-
286.25M
4.76B
-
7.03B
854.88M
351.21M
-
-
578.64M
1.78B
945.63M
294.31M
1.99B
-
3.78B
-
-
-
Value
851.84M
-
3.25B
7.03B
-
1.30B
-
-
20.21M
- 376065.00K
-
-
- 84800.00K
- 41940.00K
-
- 126740.00K
-
- 211020.00K
144.53M
355.55M
291.79M
- 309338.00K
Our Proprietary Portfolio Rating
Our Rating:
3.940546605
Price Forecast/Expected Price in Next 5 Years of
Integrated Freight & Logistics
2023
2024
2025
2026
2027
248.7874577
$182.39
$267.56
$287.76
$309.48