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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
JSM
Primary Facts
Credit Services
Name:
-
Sector:
- 109000.00K
Industry:
22.48
CEO:
None
Total Employees:
Mid Cap
Our Technological Advancement Rating
Our Rating:
0.056053861
-0.925599254
Navient Corporation (XNAS:JSM) In-Depth Stock/Fundamental/Options Analysis Today
Primary Targets/Price Insights
Previous Close ($) :
NAVIENT CORPORATION (XNAS:JSM)
One Month Price Target:
Six Month Price Target :
$22.69
Likely Price in One Year's Time:
Ticker:
$23.74
Likely Trading Range Today Under (Normal Volatility)
$22.59
Price Upper limit ($) :
$25.01
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
P131
This week:
$21.21
This month :
$19.63
Other Primary facts
Market Cap:
141.88M
Market Cap Classification:
2.09B
Number of Shares
IPO Date:
D
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
-25.76%
$16.78
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:
$25.69
35.97%
$19.27
$28.40
Medium risk (<10%) entry points
Buy Call
Sell Call
$24.23
Buy Put:
Sell Put:
$16.56
$20.73
$24.81
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
Credit Services
Sharpe Ratio:
JSM, is amongst the top 60% highest yielding stocks in terms of daily returns
Comparison:
1.86%
-0.579954484
Sharpe ratio is -58.00% lower than the industry
Average Returns/Yield of
Credit Services
Daily returns:
1
Weekly returns:
0.03%
Monthly returns:
0.15%
Yearly returns:
7.33%
Comparison of returns:
-0.61571044
Classification:
Average annual returns/yield (last 3 years) is -61.57% below industry average
Results of T-Test of Returns:
JSM is a riskier investment compared to Nasdaq (IXIC)
Statistical test of Returns:
0.39
Volatility (measured by Standard Deviation)
Daily Volatility:
& is -65.74% lower than the market/S&P 500 average
Weekly Volatility:
2.78%
Monthly Volatility:
6.21%
Yearly Volatility:
12.41%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
54.11%
44.17%
Value at Risk Analysis (VaR)
Daily VaR:
Volatility in last five trading days has been 44.17% above long-term volatility
Weekly VaR:
-5.67%
Monthly VaR:
-12.68%
How Much Can the price of
Credit Services
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):
$17.52
This translates to price declining to:
-22%
This translates to price declining to:
-87.85%
Severe Crash Probability
-25.36%
What is Value at Risk (VaR)?
Risk Fundamentals
53.34%
JSM is a 78.99% riskier investment compared to the market/S&P 500 & is 53.34% riskier than Nasdaq (IXIC)
JSM is a 78.99% riskier investment compared to the market/S&P 500
Beta Examination of
Credit Services
1.673
Expected beta in 1 year's time:
0.636
Expected beta in 3 year's time:
0.815
Unlevered (debt free) Beta:
Beta in relation to market/S&P 500--1.67
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 25.58% above industry average
Beta Comparison & Analysis
Beta of competitors/peers::
0.202
0.372
Average Industry Beta:
Beta is 37.17% higher than peers
0.255793798
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
WACC is -72.83% below industry mean WACC
-89.20%
Alpha provided | Alpha Analysis
Alpha provided:
1.152
-2.073
-4.636
Analysis of Cost of Capital of
Credit Services
Equity cost of capital:
Alpha is -464% below the market average
0.190
Unlevered (without debt) cost of capital:
Equity cost of capital is 19.02% above industry mean WACC
Before-tax cost of debt:
1.77%
After-tax cost of debt:
2.05%
Overall debt rating:
1.62%
Weighted average cost of capital (WACC):
2.05%
-72.83%
Key Per-Share Metrics & Analysis
Revenue per share:
Present value of the expected future dividends only: $8.67
Revenue growth rate per share of (3Y):
Price to sales ratio is -79.59% below the industry mean
-
EPS:
-
Expected Annual growth rate of EPS (3Y):
Price to free cash flow ratio is -80.31% lower than the industry
-
Free cash flow (FCF) per share:
Price to book ratio is -81.44% below the industry mean
-
-
Debt per share
Debt repayment rate in last quarter: 0.00%
EBITDA per share
Each employee generates 48% more EBITDA than industry average revenue per employee
Valuation Analysis Today of
Credit Services
P/E Ratio:
Sustainable growth rate is -89.20% below industry average
P/E Ratio of Competitors/Peers:
-
-
-
-
$2.11
Share value as per dividend discount (DDM) model: $13.81
P/S (Price to Sales ratio):
$21.19
-0.795945535
P/B (Price to book value ratio):
Price to sales ratio is -79.59% below the industry mean
-
-0.803092283
Net income growth rate (3Y):
-
-
Dividend Analysis
Dividend payout rate: 2.79%
$0.38
Previous Dividend: $0.38
Previous adjusted dividend: $0.38
Previous Dividend: $1.50
Expected next dividend best case: $0.40
Expected next dividend worst case: $0.35
Average dividend payment (long-term): $0.38
Average dividend increase/decrease (growth rate) % per period: -2.29%
-
-
-
-
-
Dividend History:
-
2022-03-11--$0.38
2021-06-11--$0.38
2022-06-13--$0.38
2021-09-13--$0.38
2021-03-11--$0.38
-0.760650276
In-depth Debt & Leverage Analysis
Debt to equity ratio:
991.67%
Net debt to equity ratio:
The remaining useful life of property plant & equipment is: 6.3 years
Debt to assets ratio:
94.58%
Net debt to assets ratio:
950.16%
16.24%
Ability to repay debt:
Interest coverage ratio:
Debt-to-asset ratio is 16.24% above industry average
-0.82
Looking forward:
Debt growth rate:
10.7x
-
0.00%
Analysis of Key Statistics
Correlation of price movement with the market:
9.433832164
Statistical significance of correlation:
-0.44%
Average Correlation of the industry with the market:
0.34
-39.45%
R Squared (percentage of price movement explained by movement of the market):
0.34
Correlation of price movement with Nasdaq (^IXIC):
0.115
Covariance of price movement with the market:
-0.011
Kurtosis
-0.018
58.372
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
1.373
Fundamental Analysis & Dupont Analysis of
Credit Services
Gross Profit Margin Ratio:
-
Operating Profit Margin Ratio:
Net profit margin is -1.53% lower than the industry
7.05%
Net Profit Margin Ratio:
-
Effective Tax Rate:
1.05%
0.083118255
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
Return on assets (ROA) is -81.82% lower than the industry
-72.75%
Financial Leverage
Asset Turnover Ratio (ROA):
Operating profit margin is 7.05% higher than the industry
-81.82%
Financial Leverage:
Interest coverage ratio is -82.18% less than industry average
Current Ratio:
Return on equity (ROE) is -72.75% lower than the industry
-0.958206504
Cash Conversion Cycle (days):
$499.19
-
Current ratio is -95.82% below industry average
Stock based compensation to net income ratio:
-
In-depth Efficiency Analysis
Revenue generated per employee:
-
-0.043465269
EBITDA generated per employee:
Each employee generates -4% less revenue than industry average revenue per employee
0.475538285
Profit generated per employee:
$18.89
-18%
Free cash flow (FCF) generated per employee:
Each employee generates -18% less net income/profit than industry average revenue per employee
-1.430011675
Assets/Capital per employee
Each employee generates -143% less free cash flow than industry average revenue per employee
-1.430011675
Research & Development (R&D) Analysis
-
-
Competitors/Peer firms of
Credit Services
$28.72
Popular Inc (XNAS:BPOP)
PEOPLE'S UNITED FINANCIAL, INC. (XNAS:PBCTP)
PINNACLE FINANCIAL PARTNERS, INC. (XNAS:PNFP)
SOUTHSTATE CORPORATION (XNAS:SSB)
BOK FINANCIAL CORPORATION (XNAS:BOKF)
FIRST FINANCIAL BANKSHARES, INC. (XNAS:FFIN)
CREDIT ACCEPTANCE CORPORATION (XNAS:CACC)
TRILLION ENERGY INTERNATIONAL INC. (XCNQ:TCF)
Current Analyst Ratings
-
Strong buy�0%
Buy�0%
Hold�0%
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:
3.01B
-
-
-
-
-
-
1.27B
63.00M
359.00M
1.53B
34.00M
370%
254.00M
-
146%
254.00M
Statement of Cash Flow
Date:
Period:
144.00M
Differed Income Tax :
4.00M
Stock Based Compensation :
-
Change in Working Capital :
9.00M
Accounts Receivables:
- 1566000.00K
Other Working Capital:
-
Other Non-Cash Items:
- 2884000.00K
Net Cash Provided by Operating Activities:
1.30B
Investments in PP&E:
- 109000.00K
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
3/31/2022
2022
Q1
708.00M
210.00M
918.00M
-
-
-
918.00M
-
-
-
-
-
-
722.00M
77.96B
78.16B
-
3.80B
-
-
-
3.80B
70.83B
701.00M
71.53B
-
75.33B
4.00M
4.17B
- 19000.0K
Value
1.27B
3.30B
7.45B
82.78B
210.00M
74.63B
-
-
1.75B
1.75B
-
-
- 115000.00K
- 24000.00K
- 1867000.00K
- 2006000.00K
-
- 364000.00K
3.21B
3.58B
- 109000.00K
-
Our Proprietary Portfolio Rating
Our Rating:
-71.41195788
Price Forecast/Expected Price in Next 5 Years of
Credit Services
2023
2024
2025
2026
2027
18.75679411
$18.76
$20.87
$23.21
$25.82