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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
JOUT
Primary Facts
Leisure
Name:
-
Sector:
- 69017.00K
Industry:
59.28
CEO:
Ms. Helen Johnson-Leipold
Total Employees:
Small Cap
Our Technological Advancement Rating
Our Rating:
0.389190743
-2.30997491
Johnson Outdoors Inc. (XNAS:JOUT) In-Depth Stock/Fundamental/Options Analysis Today
Primary Targets/Price Insights
Previous Close ($) :
JOHNSON OUTDOORS INC. (XNAS:JOUT)
One Month Price Target:
Six Month Price Target :
$59.57
Likely Price in One Year's Time:
Ticker:
$61.02
Likely Trading Range Today Under (Normal Volatility)
$59.53
Price Upper limit ($) :
$62.77
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
P152
This week:
$56.26
This month :
$52.52
Other Primary facts
Market Cap:
10.17M
Market Cap Classification:
584.95M
Number of Shares
IPO Date:
A
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
-15.23%
$45.75
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:
$66.95
13.41%
$51.61
$73.33
Medium risk (<10%) entry points
Buy Call
Sell Call
$63.51
Buy Put:
Sell Put:
$45.23
$55.05
$64.88
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
Leisure
Sharpe Ratio:
JOUT, is amongst the top 40% lowest yielding stocks in terms of daily returns
Comparison:
1.78%
-1.350431851
Sharpe ratio is -135.04% lower than the industry
Average Returns/Yield of
Leisure
Daily returns:
1
Weekly returns:
-0.01%
Monthly returns:
-0.03%
Yearly returns:
-1.58%
Comparison of returns:
-1.095523708
Classification:
Average annual returns/yield (last 3 years) is -109.55% below industry average
Results of T-Test of Returns:
JOUT is a riskier investment compared to Nasdaq (IXIC)
Statistical test of Returns:
0.78
Volatility (measured by Standard Deviation)
Daily Volatility:
& is -127.30% lower than the market/S&P 500 average
Weekly Volatility:
2.48%
Monthly Volatility:
5.55%
Yearly Volatility:
11.10%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
48.37%
-43.76%
Value at Risk Analysis (VaR)
Daily VaR:
Volatility in last five trading days has been -43.76% below long-term volatility
Weekly VaR:
-5.10%
Monthly VaR:
-11.41%
How Much Can the price of
Leisure
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):
$47.27
This translates to price declining to:
-20%
This translates to price declining to:
-79.05%
Severe Crash Probability
-22.82%
What is Value at Risk (VaR)?
Risk Fundamentals
37.98%
JOUT is a 61.06% riskier investment compared to the market/S&P 500 & is 37.98% riskier than Nasdaq (IXIC)
JOUT is a 61.06% riskier investment compared to the market/S&P 500
Beta Examination of
Leisure
0.875
Expected beta in 1 year's time:
0.615
Expected beta in 3 year's time:
0.661
Unlevered (debt free) Beta:
Beta in relation to market/S&P 500--0.88
Beta in relation to Nasdaq (XNAS):
Returns are, approximately, symmetrical
Beta in relation to all global stocks::
Beta is -38.36% below industry average
Beta Comparison & Analysis
Beta of competitors/peers::
0.82
-0.540
Average Industry Beta:
Beta is -53.98% lower than peers
-0.383587208
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
WACC is 2.15% above industry mean WACC
-66.48%
Alpha provided | Alpha Analysis
Alpha provided:
0.935
-3.916
-6.829
Analysis of Cost of Capital of
Leisure
Equity cost of capital:
Alpha is -683% below the market average
-0.290
Unlevered (without debt) cost of capital:
Equity cost of capital is -28.98% below industry mean WACC
Before-tax cost of debt:
8.57%
After-tax cost of debt:
0.34%
Overall debt rating:
0.27%
Weighted average cost of capital (WACC):
0.34%
2.15%
Key Per-Share Metrics & Analysis
Revenue per share:
Present value of the expected future dividends only: $47.24
Revenue growth rate per share of (3Y):
Price to sales ratio is -72.24% below the industry mean
-57.63%
EPS:
Forty-Nine Million Nine Hundred Seven Thousand Two Hundred Dollars
Expected Annual growth rate of EPS (3Y):
-
-58.84%
Free cash flow (FCF) per share:
Price to book ratio is -53.17% below the industry mean
Growth rate in R&D investment/expenditure is -65.27% lower than the industry
6.183983503
Debt per share
Debt repayment rate in last quarter: 0.00%
EBITDA per share
Each employee generates -55% less EBITDA than industry average revenue per employee
Valuation Analysis Today of
Leisure
P/E Ratio:
Sustainable growth rate is -66.48% below industry average
P/E Ratio of Competitors/Peers:
14.44
-0.663510508
238.966256
-0.751931503
-
Share value as per dividend discount (DDM) model: $208.24
P/S (Price to Sales ratio):
$71.07
-0.722439666
P/B (Price to book value ratio):
Price to sales ratio is -72.24% below the industry mean
-
-
Net income growth rate (3Y):
Annual revenue growth rate is -57.63% below industry average
-38.70%
Dividend Analysis
Net income growth rate is -38.70% lower than the industry average net income growth rate
Dividend payout rate: 5.32%
$0.30
Previous Dividend: $0.30
Previous adjusted dividend: $0.30
Previous Dividend: $1.11
Expected next dividend best case: $0.35
Expected next dividend worst case: $0.25
Average dividend payment (long-term): $0.22
Average dividend increase/decrease (growth rate) % per period: 6.64%
Expected next dividend payment date: 27/07/2022
Expected next dividend record date: 13/07/2022
Expected next dividend declaration date: 25/05/2022
Previous dividend payment date: 28/04/2022
Previous dividend record date: 14/04/2022
Dividend History:
Previous dividend declaration date: 24/02/2022
2022-01-12--$0.30
2021-07-14--$0.21
2022-04-13--$0.30
2021-10-14--$0.30
2021-04-14--$0.21
-4.689884428
In-depth Debt & Leverage Analysis
Debt to equity ratio:
-25.51%
Net debt to equity ratio:
The remaining useful life of property plant & equipment is: 5.4 years
Debt to assets ratio:
-17.70%
Net debt to assets ratio:
9.18%
-90.11%
Ability to repay debt:
Interest coverage ratio:
Debt-to-asset ratio is -90.11% below industry average
6.37
Looking forward:
Debt growth rate:
1.1x
-57.20%
0.00%
Analysis of Key Statistics
Correlation of price movement with the market:
9.854455524
Statistical significance of correlation:
-0.43%
Average Correlation of the industry with the market:
0.353
-37.84%
R Squared (percentage of price movement explained by movement of the market):
0.353
Correlation of price movement with Nasdaq (^IXIC):
0.124
Covariance of price movement with the market:
-0.075
Kurtosis
-0.109
4.414
Skewness of returns:
Returns have moderate fat-tails (leptokurtic), i.e., returns considerably higher or lower than the mean returns are more probable, compared to assets with normally distributed returns
0.116
Fundamental Analysis & Dupont Analysis of
Leisure
Gross Profit Margin Ratio:
295.06M
Operating Profit Margin Ratio:
Net profit margin is 79.12% higher than the industry
156.60%
Net Profit Margin Ratio:
295.06M
Effective Tax Rate:
1.99%
0.340183375
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
Return on assets (ROA) is 32.40% higher than the industry
-50.89%
Financial Leverage
Asset Turnover Ratio (ROA):
Operating profit margin is 156.60% higher than the industry
32.40%
Financial Leverage:
Interest coverage ratio is 637.16% more than industry average
Current Ratio:
Return on equity (ROE) is -50.89% lower than the industry
0.722968207
Cash Conversion Cycle (days):
$4.21
-0.418990934
Current ratio is 72.30% above industry average
Stock based compensation to net income ratio:
Equity growth rate per share is 618.40% higher than the industry
In-depth Efficiency Analysis
Revenue generated per employee:
Cash conversion cycle is -41.90% below industry average
-0.297679419
EBITDA generated per employee:
Each employee generates -30% less revenue than industry average revenue per employee
-0.554193154
Profit generated per employee:
$8.96
-45%
Free cash flow (FCF) generated per employee:
Each employee generates -45% less net income/profit than industry average revenue per employee
0.713958216
Assets/Capital per employee
Each employee generates 71% more free cash flow than industry average revenue per employee
0.713958216
Research & Development (R&D) Analysis
4.38%
-0.652730879
Competitors/Peer firms of
Leisure
$306.07
Franchise Group, Inc. (XNAS:FRG)
BJ'S RESTAURANTS, INC. (XNAS:BJRI)
BLINK CHARGING CO. (XNAS:BLNK)
THREDUP INC. (XNAS:TDUP)
HIBBETT, INC. (XNAS:HIBB)
LORDSTOWN MOTORS CORP (XNAS:RIDE)
GREEN BRICK PARTNERS, INC. (XNYS:GRBK)
FUNKO, INC. (XNAS:FNKO)
Current Analyst Ratings
$5.57
Strong buy�0%
Buy�8%
Hold�0%
Sell�0%
Strong sell�0%
Income Statement
Period:
4/1/2022
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:
722.98M
427.92M
162%
26.44M
51.36M
187.74M
136.38M
-
642.10M
399.00K
165.00K
13.56M
49%
20.94M
- 3479.00K
41%
20.94M
Statement of Cash Flow
Date:
Period:
10.86M
Differed Income Tax :
3.49M
Stock Based Compensation :
- 73.00K
Change in Working Capital :
1.13M
Accounts Receivables:
- 78184.00K
Other Working Capital:
-
Other Non-Cash Items:
358.00K
Net Cash Provided by Operating Activities:
10.00K
Investments in PP&E:
- 62773.00K
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
12/31/2021
2022
Q1
167.47M
-
167.47M
86.69M
217.43M
14.82M
486.41M
121.51M
11.22M
8.57M
-
13.19M
31.47M
185.95M
-
672.35M
59.24M
5.65M
10.37M
-
63.12M
128.00M
42.82M
33.30M
77.74M
-
205.74M
510.00K
378.35M
7.0M
Value
214.18M
-
466.61M
672.35M
-
48.46M
-
-
- 6244.00K
- 6244.00K
-
-
- 461.00K
- 3005.00K
-
- 3466.00K
- 492.00K
- 72975.00K
167.47M
240.45M
- 62773.00K
- 6244.00K
Our Proprietary Portfolio Rating
Our Rating:
95.58359972
Price Forecast/Expected Price in Next 5 Years of
Leisure
2023
2024
2025
2026
2027
243.5201923
$63.08
$257.84
$273.01
$289.07