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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
JBSS
Primary Facts
Packaged Foods
Name:
-
Sector:
- 4207.00K
Industry:
78.52
CEO:
Mr. Jeffrey Sanfilippo
Total Employees:
Small Cap
Our Technological Advancement Rating
Our Rating:
0.135779943
-1.076226282
John B. Sanfilippo & Son, Inc. (XNAS:JBSS) In-Depth Stock/Fundamental/Options Analysis Today
Primary Targets/Price Insights
Previous Close ($) :
JOHN B. SANFILIPPO & SON, INC. (XNAS:JBSS)
One Month Price Target:
Six Month Price Target :
$78.63
Likely Price in One Year's Time:
Ticker:
$79.2
Likely Trading Range Today Under (Normal Volatility)
$78.76
Price Upper limit ($) :
$79.87
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
P63
This week:
$75.51
This month :
$71.79
Other Primary facts
Market Cap:
11.53M
Market Cap Classification:
905.09M
Number of Shares
IPO Date:
B
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
-9.4%
$65.06
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:
$86.17
13.74%
$70.87
$92.50
Medium risk (<10%) entry points
Buy Call
Sell Call
$82.75
Buy Put:
Sell Put:
$64.54
$74.29
$84.10
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
Packaged Foods
Sharpe Ratio:
JBSS, is amongst the top 40% lowest yielding stocks in terms of daily returns
Comparison:
1.31%
-1.826652228
Sharpe ratio is -182.67% lower than the industry
Average Returns/Yield of
Packaged Foods
Daily returns:
1
Weekly returns:
-0.01%
Monthly returns:
-0.06%
Yearly returns:
-2.71%
Comparison of returns:
-1.322481887
Classification:
Average annual returns/yield (last 3 years) is -132.25% below industry average
Results of T-Test of Returns:
JBSS is a riskier investment compared to Nasdaq (IXIC)
Statistical test of Returns:
0.08
Volatility (measured by Standard Deviation)
Daily Volatility:
& is -147.53% lower than the market/S&P 500 average
Weekly Volatility:
1.86%
Monthly Volatility:
4.16%
Yearly Volatility:
8.32%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
36.27%
-47.57%
Value at Risk Analysis (VaR)
Daily VaR:
Volatility in last five trading days has been -47.57% below long-term volatility
Weekly VaR:
-3.83%
Monthly VaR:
-8.57%
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: Low (<25%)
Worst case (decline):
$66.51
This translates to price declining to:
-15%
This translates to price declining to:
-59.38%
Severe Crash Probability
-17.14%
What is Value at Risk (VaR)?
Risk Fundamentals
3.65%
JBSS is a 20.99% riskier investment compared to the market/S&P 500 & is 3.65% riskier than Nasdaq (IXIC)
JBSS is a 20.99% riskier investment compared to the market/S&P 500
Beta Examination of
Packaged Foods
0.256
Expected beta in 1 year's time:
0.389
Expected beta in 3 year's time:
0.397
Unlevered (debt free) Beta:
Beta in relation to market/S&P 500--0.26
Beta in relation to Nasdaq (XNAS):
Returns are right (positive) skewed; mean returns are greater than median and mode returns
Beta in relation to all global stocks::
Beta is -56.27% below industry average
Beta Comparison & Analysis
Beta of competitors/peers::
0.247
-0.767
Average Industry Beta:
Beta is -76.68% lower than peers
-0.562735071
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
WACC is -20.69% below industry mean WACC
-
Alpha provided | Alpha Analysis
Alpha provided:
0.561
-7.071
-4.850
Analysis of Cost of Capital of
Packaged Foods
Equity cost of capital:
Alpha is -485% below the market average
-0.315
Unlevered (without debt) cost of capital:
Equity cost of capital is -31.53% below industry mean WACC
Before-tax cost of debt:
4.72%
After-tax cost of debt:
2.67%
Overall debt rating:
2.11%
Weighted average cost of capital (WACC):
2.67%
-20.69%
Key Per-Share Metrics & Analysis
Revenue per share:
-
Revenue growth rate per share of (3Y):
Price to sales ratio is -56.87% below the industry mean
-112.42%
EPS:
Forty-Three Million Seven Hundred Fifty-Two Thousand One Hundred Dollars
Expected Annual growth rate of EPS (3Y):
-
-21.20%
Free cash flow (FCF) per share:
Price to book ratio is -16.67% below the industry mean
-
19.69550865
Debt per share
Debt repayment rate in last quarter: 13.67%
EBITDA per share
Each employee generates -35% less EBITDA than industry average revenue per employee
Valuation Analysis Today of
Packaged Foods
P/E Ratio:
-
P/E Ratio of Competitors/Peers:
14.73
-0.618747635
189.337396
-0.585290589
-
-
P/S (Price to Sales ratio):
$78.50
-0.568676715
P/B (Price to book value ratio):
Price to sales ratio is -56.87% below the industry mean
-
-
Net income growth rate (3Y):
Annual revenue growth rate is -112.42% below industry average
661.67%
Dividend Analysis
Net income growth rate is 661.67% higher than the average industry net income growth rate
Dividend payout rate: 60.89%
$3.00
Previous Dividend: $3.00
Previous adjusted dividend: $3.00
Previous Dividend: $8.35
Expected next dividend best case: $4.26
Expected next dividend worst case: $1.74
Average dividend payment (long-term): $2.07
Average dividend increase/decrease (growth rate) % per period: 22.53%
-
-
-
Previous dividend payment date: 25/08/2021
Previous dividend record date: 08/10/2021
Dividend History:
Previous dividend declaration date: 07/08/2021
2021-02-25--$2.50
2020-05-26--$1.00
2021-08-09--$3.00
2020-08-06--$2.50
2019-11-25--$2.00
-63.1479744
In-depth Debt & Leverage Analysis
Debt to equity ratio:
26.51%
Net debt to equity ratio:
The remaining useful life of property plant & equipment is: 21.2 years
Debt to assets ratio:
14.86%
Net debt to assets ratio:
5.15%
-94.65%
Ability to repay debt:
Interest coverage ratio:
Debt-to-asset ratio is -94.65% below industry average
-0.76
Looking forward:
Debt growth rate:
1.0x
-117.56%
13.67%
Analysis of Key Statistics
Correlation of price movement with the market:
11.64370217
Statistical significance of correlation:
-0.33%
Average Correlation of the industry with the market:
0.406
-5.27%
R Squared (percentage of price movement explained by movement of the market):
0.406
Correlation of price movement with Nasdaq (^IXIC):
0.165
Covariance of price movement with the market:
0.002
Kurtosis
0.003
10.218
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
0.754
Fundamental Analysis & Dupont Analysis of
Packaged Foods
Gross Profit Margin Ratio:
190.26M
Operating Profit Margin Ratio:
Net profit margin is 29.85% higher than the industry
84.16%
Net Profit Margin Ratio:
190.26M
Effective Tax Rate:
1.24%
-0.401299657
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
Return on assets (ROA) is 211.91% higher than the industry
125.02%
Financial Leverage
Asset Turnover Ratio (ROA):
Operating profit margin is 84.16% higher than the industry
211.91%
Financial Leverage:
Interest coverage ratio is -76.36% less than industry average
Current Ratio:
Return on equity (ROE) is 125.02% higher than the industry
-0.306899503
Cash Conversion Cycle (days):
$1.02
-0.665974389
Current ratio is -30.69% below industry average
Stock based compensation to net income ratio:
Equity growth rate per share is 1969.55% higher than the industry
In-depth Efficiency Analysis
Revenue generated per employee:
Cash conversion cycle is -66.60% below industry average
-0.115762439
EBITDA generated per employee:
Each employee generates -12% less revenue than industry average revenue per employee
-0.352545049
Profit generated per employee:
$8.23
-16%
Free cash flow (FCF) generated per employee:
Each employee generates -16% less net income/profit than industry average revenue per employee
-0.130454859
Assets/Capital per employee
Each employee generates -13% less free cash flow than industry average revenue per employee
-0.130454859
Research & Development (R&D) Analysis
-
-
Competitors/Peer firms of
Packaged Foods
$85.94
THE ANDERSONS, INC. (XNAS:ANDE)
SunOpta Inc. (XNAS:STKL)
Village Farms International, Inc. (XNAS:VFF)
HAILIANG EDUCATION GROUP INC. (XNAS:HLG)
INGLES MARKETS, INCORPORATED (XNAS:IMKTA)
HOUGHTON MIFFLIN HARCOURT COMPANY (XNAS:HMHC)
PERDOCEO EDUCATION CORPORATION (XNAS:PRDO)
VITAL FARMS, INC. (XNAS:VITL)
Current Analyst Ratings
$4.90
Strong buy�0%
Buy�0%
Hold�4%
Sell�0%
Strong sell�0%
Income Statement
Period:
3/24/2022
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:
904.86M
714.61M
84%
-
38.42M
113.47M
75.05M
-
828.07M
-
1.63M
18.26M
42%
18.31M
- 5410.00K
33%
18.31M
Statement of Cash Flow
Date:
Period:
19.25M
Differed Income Tax :
4.60M
Stock Based Compensation :
790.00K
Change in Working Capital :
703.00K
Accounts Receivables:
- 22743.00K
Other Working Capital:
- 1631.00K
Other Non-Cash Items:
172.00K
Net Cash Provided by Operating Activities:
- 1692.00K
Investments in PP&E:
903.00K
Net Acquisitions:
- 5110.00K
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
9/23/2021
2022
Q1
539.00K
-
539.00K
71.89M
152.60M
10.41M
235.44M
121.68M
9.65M
9.46M
-
5.30M
25.64M
171.72M
-
407.16M
46.10M
49.29M
-
-
28.44M
123.83M
11.74M
43.42M
55.16M
-
179.00M
116.00K
111.05M
- 8756.0K
Value
113.47M
125.75M
228.17M
407.16M
-
61.04M
-
-
3.87M
- 1237.00K
- 1860.00K
-
-
- 34534.00K
36.60M
201.00K
-
- 133.00K
539.00K
672.00K
903.00K
- 5110.00K
Our Proprietary Portfolio Rating
Our Rating:
10.34767796
Price Forecast/Expected Price in Next 5 Years of
Packaged Foods
2023
2024
2025
2026
2027
80.26935
$80.27
$81.65
$83.06
$84.49