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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
JJSF
Primary Facts
Packaged Foods
Name:
-
Sector:
- 10646.00K
Industry:
144.51
CEO:
Mr. Gerald Shreiber
Total Employees:
Mid Cap
Our Technological Advancement Rating
Our Rating:
0.733488612
-1.411777382
J & J Snack Foods Corp. (XNAS:JJSF) In-Depth Stock/Fundamental/Options Analysis Today
Primary Targets/Price Insights
Previous Close ($) :
J & J SNACK FOODS CORP. (XNAS:JJSF)
One Month Price Target:
Six Month Price Target :
$144.83
Likely Price in One Year's Time:
Ticker:
$146.44
Likely Trading Range Today Under (Normal Volatility)
$145.09
Price Upper limit ($) :
$148.38
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
P462
This week:
$137.38
This month :
$128.56
Other Primary facts
Market Cap:
19.19M
Market Cap Classification:
2.70B
Number of Shares
IPO Date:
A
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
-18.39%
$112.6
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:
$162.61
15.99%
$126.41
$177.64
Medium risk (<10%) entry points
Buy Call
Sell Call
$154.51
Buy Put:
Sell Put:
$111.38
$134.51
$157.72
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
Packaged Foods
Sharpe Ratio:
JJSF, is amongst the top 40% lowest yielding stocks in terms of daily returns
Comparison:
1.31%
-1.55343107
Sharpe ratio is -155.34% lower than the industry
Average Returns/Yield of
Packaged Foods
Daily returns:
1
Weekly returns:
-0.01%
Monthly returns:
-0.04%
Yearly returns:
-2.05%
Comparison of returns:
-1.243942216
Classification:
Average annual returns/yield (last 3 years) is -124.39% below industry average
Results of T-Test of Returns:
JJSF is a riskier investment compared to Nasdaq (IXIC)
Statistical test of Returns:
0.34
Volatility (measured by Standard Deviation)
Daily Volatility:
& is -131.82% lower than the market/S&P 500 average
Weekly Volatility:
2.40%
Monthly Volatility:
5.37%
Yearly Volatility:
10.73%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
46.78%
-68.15%
Value at Risk Analysis (VaR)
Daily VaR:
Volatility in last five trading days has been -68.15% below long-term volatility
Weekly VaR:
-4.94%
Monthly VaR:
-11.04%
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):
$116.15
This translates to price declining to:
-20%
This translates to price declining to:
-76.48%
Severe Crash Probability
-22.08%
What is Value at Risk (VaR)?
Risk Fundamentals
33.50%
JJSF is a 55.83% riskier investment compared to the market/S&P 500 & is 33.50% riskier than Nasdaq (IXIC)
JJSF is a 55.83% riskier investment compared to the market/S&P 500
Beta Examination of
Packaged Foods
0.398
Expected beta in 1 year's time:
0.88
Expected beta in 3 year's time:
0.588
Unlevered (debt free) Beta:
Beta in relation to market/S&P 500--0.40
Beta in relation to Nasdaq (XNAS):
Returns are, approximately, symmetrical
Beta in relation to all global stocks::
Beta is -32.05% below industry average
Beta Comparison & Analysis
Beta of competitors/peers::
0.383
-0.547
Average Industry Beta:
Beta is -54.70% lower than peers
-0.320549694
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
WACC is -1.61% below industry mean WACC
-76.58%
Alpha provided | Alpha Analysis
Alpha provided:
0.831
-7.318
-5.048
Analysis of Cost of Capital of
Packaged Foods
Equity cost of capital:
Alpha is -505% below the market average
-0.180
Unlevered (without debt) cost of capital:
Equity cost of capital is -17.96% below industry mean WACC
Before-tax cost of debt:
5.65%
After-tax cost of debt:
0.12%
Overall debt rating:
0.09%
Weighted average cost of capital (WACC):
0.12%
-1.61%
Key Per-Share Metrics & Analysis
Revenue per share:
Present value of the expected future dividends only: $52.55
Revenue growth rate per share of (3Y):
Price to sales ratio is -4.12% below the industry mean
-103.19%
EPS:
Sixty-Two Million One Hundred Twenty-Seven Thousand Dollars
Expected Annual growth rate of EPS (3Y):
Price to free cash flow ratio is 250.14% higher than the industry
-168.65%
Free cash flow (FCF) per share:
Price to book ratio is -31.13% below the industry mean
-
5.831623612
Debt per share
Debt repayment rate in last quarter: 0.16%
EBITDA per share
Each employee generates -73% less EBITDA than industry average revenue per employee
Valuation Analysis Today of
Packaged Foods
P/E Ratio:
Sustainable growth rate is -76.58% below industry average
P/E Ratio of Competitors/Peers:
56.84
0.470998471
125.194523
0.154283722
-
Share value as per dividend discount (DDM) model: $79.61
P/S (Price to Sales ratio):
$65.00
-0.041243258
P/B (Price to book value ratio):
Price to sales ratio is -4.12% below the industry mean
-
2.501358006
Net income growth rate (3Y):
Annual revenue growth rate is -103.19% below industry average
-538.96%
Dividend Analysis
Net income growth rate is -538.96% lower than the industry average net income growth rate
Dividend payout rate: 19.44%
$0.63
Previous Dividend: $0.63
Previous adjusted dividend: $0.63
Previous Dividend: $2.53
Expected next dividend best case: $0.66
Expected next dividend worst case: $0.61
Average dividend payment (long-term): $0.60
Average dividend increase/decrease (growth rate) % per period: 1.01%
Expected next dividend payment date: 10/10/2022
Expected next dividend record date: 19/09/2022
-
Previous dividend payment date: 07/11/2022
Previous dividend record date: 20/06/2022
Dividend History:
-
2022-03-21--$0.63
2021-09-17--$0.63
2022-06-16--$0.63
2021-12-17--$0.63
2021-06-18--$0.63
-3.786038799
In-depth Debt & Leverage Analysis
Debt to equity ratio:
-24.64%
Net debt to equity ratio:
The remaining useful life of property plant & equipment is: 2.8 years
Debt to assets ratio:
-18.75%
Net debt to assets ratio:
5.48%
-92.27%
Ability to repay debt:
Interest coverage ratio:
Debt-to-asset ratio is -92.27% below industry average
6.56
Looking forward:
Debt growth rate:
1.0x
-100.61%
0.16%
Analysis of Key Statistics
Correlation of price movement with the market:
14.27527757
Statistical significance of correlation:
-0.42%
Average Correlation of the industry with the market:
0.479
11.66%
R Squared (percentage of price movement explained by movement of the market):
0.479
Correlation of price movement with Nasdaq (^IXIC):
0.23
Covariance of price movement with the market:
0.026
Kurtosis
0.037
13.317
Skewness of returns:
Returns have severe fat-tails (leptokurtic), i.e., returns considerably higher or lower than the mean returns are considerably more likely, compared to assets with normally distributed returns
-0.434
Fundamental Analysis & Dupont Analysis of
Packaged Foods
Gross Profit Margin Ratio:
332.63M
Operating Profit Margin Ratio:
Net profit margin is 3.19% higher than the industry
36.76%
Net Profit Margin Ratio:
332.63M
Effective Tax Rate:
1.74%
-0.370649945
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
Return on assets (ROA) is 25.12% higher than the industry
-33.52%
Financial Leverage
Asset Turnover Ratio (ROA):
Operating profit margin is 36.76% higher than the industry
25.12%
Financial Leverage:
Interest coverage ratio is 656.00% more than industry average
Current Ratio:
Return on equity (ROE) is -33.52% lower than the industry
0.328276522
Cash Conversion Cycle (days):
$2.41
-0.495738638
Current ratio is 32.83% above industry average
Stock based compensation to net income ratio:
Equity growth rate per share is 583.16% higher than the industry
In-depth Efficiency Analysis
Revenue generated per employee:
Cash conversion cycle is -49.57% below industry average
-0.631472686
EBITDA generated per employee:
Each employee generates -63% less revenue than industry average revenue per employee
-0.727013509
Profit generated per employee:
$6.90
-72%
Free cash flow (FCF) generated per employee:
Each employee generates -72% less net income/profit than industry average revenue per employee
-0.33475598
Assets/Capital per employee
Each employee generates -33% less free cash flow than industry average revenue per employee
-0.33475598
Research & Development (R&D) Analysis
-
-
Competitors/Peer firms of
Packaged Foods
$215.63
CENTRAL GARDEN & PET COMPANY (XNAS:CENTA)
CENTRAL GARDEN & PET COMPANY (XNAS:CENT)
THE SIMPLY GOOD FOODS COMPANY (XNAS:SMPL)
CELSIUS HOLDINGS, INC. (XNAS:CELH)
2U, INC. (XNAS:TWOU)
LAUREATE EDUCATION, INC. (XNAS:LAUR)
PRICESMART, INC. (XNAS:PSMT)
COCA-COLA CONSOLIDATED, INC. (XNAS:COKE)
Current Analyst Ratings
$3.24
Strong buy�4%
Buy�4%
Hold�8%
Sell�0%
Strong sell�0%
Income Statement
Period:
3/26/2022
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:
1.25B
914.78M
106%
-
44.01M
249.01M
205.00M
-
1.16B
12.00K
71.00K
48.73M
42%
21.44M
1.23M
26%
21.44M
Statement of Cash Flow
Date:
Period:
11.09M
Differed Income Tax :
12.51M
Stock Based Compensation :
- 529.00K
Change in Working Capital :
1.08M
Accounts Receivables:
- 18715.00K
Other Working Capital:
- 9707.00K
Other Non-Cash Items:
-
Net Cash Provided by Operating Activities:
13.00K
Investments in PP&E:
5.45M
Net Acquisitions:
- 16100.00K
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
12/25/2021
2022
Q1
268.46M
5.51M
273.97M
162.59M
132.72M
6.77M
576.05M
325.19M
121.83M
77.19M
9.37M
-
2.28M
535.86M
-
1.11B
91.01M
13.66M
-
-
53.43M
158.10M
46.32M
425.00K
107.81M
-
265.91M
75.39M
784.44M
- 13827.0K
Value
249.01M
-
846.00M
1.11B
14.87M
59.98M
-
7.20M
231.00K
- 8669.00K
- 74.00K
706.00K
-
- 12080.00K
-
- 11448.00K
- 69.00K
- 14732.00K
268.46M
283.19M
5.45M
- 16100.00K
Our Proprietary Portfolio Rating
Our Rating:
82.54346433
Price Forecast/Expected Price in Next 5 Years of
Packaged Foods
2023
2024
2025
2026
2027
194.0237234
$149.12
$199.21
$204.54
$210.02