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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
LAND
Primary Facts
REIT�Industrial
Name:
-
Sector:
4.04M
Industry:
22.98
CEO:
Mr. David Gladstone
Total Employees:
Small Cap
Our Technological Advancement Rating
Our Rating:
0.304957469
-0.585993859
Gladstone Land Corporation (XNAS:LAND) In-Depth Stock/Fundamental/Options Analysis Today
Primary Targets/Price Insights
Previous Close ($) :
GLADSTONE LAND CORPORATION (XNAS:LAND)
One Month Price Target:
Six Month Price Target :
$23.09
Likely Price in One Year's Time:
Ticker:
$23.63
Likely Trading Range Today Under (Normal Volatility)
$23.1
Price Upper limit ($) :
$24.29
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
P178
This week:
$21.85
This month :
$20.44
Other Primary facts
Market Cap:
34.21M
Market Cap Classification:
793.67M
Number of Shares
IPO Date:
D
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
-14.13%
$17.91
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:
$25.79
12.94%
$20.17
$28.24
Medium risk (<10%) entry points
Buy Call
Sell Call
$24.47
Buy Put:
Sell Put:
$17.72
$21.49
$24.99
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
REIT�Industrial
Sharpe Ratio:
LAND, is amongst the top 20% highest yielding stocks in terms of daily returns
Comparison:
2.42%
0.78231537
Sharpe ratio is 78.23% higher than the industry
Average Returns/Yield of
REIT�Industrial
Daily returns:
1
Weekly returns:
0.11%
Monthly returns:
0.57%
Yearly returns:
27.58%
Comparison of returns:
0.961306315
Classification:
Average annual returns/yield (last 3 years) is 96.13% above industry average
Results of T-Test of Returns:
LAND is a riskier investment compared to Nasdaq (IXIC)
Statistical test of Returns:
0.79
Volatility (measured by Standard Deviation)
Daily Volatility:
& ratio is 89.32% higher than the market/S&P 500 average
Weekly Volatility:
2.46%
Monthly Volatility:
5.50%
Yearly Volatility:
10.99%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
47.92%
27.03%
Value at Risk Analysis (VaR)
Daily VaR:
Volatility in last five trading days has been 27.03% above long-term volatility
Weekly VaR:
-4.93%
Monthly VaR:
-11.03%
How Much Can the price of
REIT�Industrial
Decline in a Recession?
Likely price decline in a recession:
Base case (decline):
Risk of crash in next 6/12 months: Very high (>70%)
Worst case (decline):
$18.80
This translates to price declining to:
-18%
This translates to price declining to:
-76.44%
Severe Crash Probability
-22.07%
What is Value at Risk (VaR)?
Risk Fundamentals
33.42%
LAND is a 55.74% riskier investment compared to the market/S&P 500 & is 33.42% riskier than Nasdaq (IXIC)
LAND is a 55.74% riskier investment compared to the market/S&P 500
Beta Examination of
REIT�Industrial
0.847
Expected beta in 1 year's time:
0.561
Expected beta in 3 year's time:
0.687
Unlevered (debt free) Beta:
Beta in relation to market/S&P 500--0.85
Beta in relation to Nasdaq (XNAS):
Returns are, approximately, symmetrical
Beta in relation to all global stocks::
Beta is 15.21% above industry average
Beta Comparison & Analysis
Beta of competitors/peers::
-
-0.125
Average Industry Beta:
Beta is -12.50% lower than peers
0.152080523
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
WACC is 88.51% above industry mean WACC
-
Alpha provided | Alpha Analysis
Alpha provided:
0.971
2.170
11.861
Analysis of Cost of Capital of
REIT�Industrial
Equity cost of capital:
Alpha is 1186% higher than market/& is unsustainably high
0.094
Unlevered (without debt) cost of capital:
Equity cost of capital is 9.36% above industry mean WACC
Before-tax cost of debt:
-
After-tax cost of debt:
25138.00%
Overall debt rating:
19859.02%
Weighted average cost of capital (WACC):
25138.00%
88.51%
Key Per-Share Metrics & Analysis
Revenue per share:
Present value of the expected future dividends only: $2.01
Revenue growth rate per share of (3Y):
Price to sales ratio is -25.90% below the industry mean
-90.76%
EPS:
-
Expected Annual growth rate of EPS (3Y):
Price to free cash flow ratio is 21.69% higher than the industry
242.89%
Free cash flow (FCF) per share:
Price to book ratio is -60.12% below the industry mean
-
4.421752199
Debt per share
-
EBITDA per share
Each employee generates -43% less EBITDA than industry average revenue per employee
Valuation Analysis Today of
REIT�Industrial
P/E Ratio:
-
P/E Ratio of Competitors/Peers:
59.56
-0.11535054
-19.52325839
-2.177057617
-
Share value as per dividend discount (DDM) model: $13.86
P/S (Price to Sales ratio):
$2.32
-0.259025328
P/B (Price to book value ratio):
Price to sales ratio is -25.90% below the industry mean
-
0.216854627
Net income growth rate (3Y):
Annual revenue growth rate is -90.76% below industry average
-283.08%
Dividend Analysis
Net income growth rate is -283.08% lower than the industry average net income growth rate
Dividend payout rate: 1909.76%
$0.05
Previous Dividend: $0.05
Previous adjusted dividend: $0.05
Previous Dividend: $0.18
Expected next dividend best case: $0.05
Expected next dividend worst case: $0.04
Average dividend payment (long-term): $0.05
Average dividend increase/decrease (growth rate) % per period: 0.00%
Expected next dividend payment date: 28/09/2022
Expected next dividend record date: 20/09/2022
-
Previous dividend payment date: 30/06/2022
Previous dividend record date: 22/06/2022
Dividend History:
-
2022-05-19--$0.05
2022-03-22--$0.05
2022-06-21--$0.05
2022-04-21--$0.05
2022-02-17--$0.05
-
In-depth Debt & Leverage Analysis
Debt to equity ratio:
0.13%
Net debt to equity ratio:
The remaining useful life of property plant & equipment is: 3.7 years
Debt to assets ratio:
0.06%
Net debt to assets ratio:
140.71%
-65.36%
Ability to repay debt:
Interest coverage ratio:
Debt-to-asset ratio is -65.36% below industry average
-44.47
Looking forward:
Debt growth rate:
2.4x
-36.23%
-
Analysis of Key Statistics
Correlation of price movement with the market:
15.58155361
Statistical significance of correlation:
-0.30%
Average Correlation of the industry with the market:
0.512
-17.08%
R Squared (percentage of price movement explained by movement of the market):
0.512
Correlation of price movement with Nasdaq (^IXIC):
0.262
Covariance of price movement with the market:
0.039
Kurtosis
0.056
4.213
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
-0.402
Fundamental Analysis & Dupont Analysis of
REIT�Industrial
Gross Profit Margin Ratio:
57.18M
Operating Profit Margin Ratio:
Net profit margin is -99.20% lower than the industry
0.43%
Net Profit Margin Ratio:
57.18M
Effective Tax Rate:
-
-
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
Return on assets (ROA) is -99.62% lower than the industry
-99.61%
Financial Leverage
Asset Turnover Ratio (ROA):
Operating profit margin is 0.43% higher than the industry
-99.62%
Financial Leverage:
Interest coverage ratio is -4446.84% less than industry average
Current Ratio:
Return on equity (ROE) is -99.61% lower than the industry
-1.019317738
Cash Conversion Cycle (days):
$0.00
-
Current ratio is -101.93% below industry average
Stock based compensation to net income ratio:
Equity growth rate per share is 442.18% higher than the industry
In-depth Efficiency Analysis
Revenue generated per employee:
-
-0.302002163
EBITDA generated per employee:
Each employee generates -30% less revenue than industry average revenue per employee
-0.431376341
Profit generated per employee:
$1.61
-100%
Free cash flow (FCF) generated per employee:
Each employee generates -100% less net income/profit than industry average revenue per employee
-0.696747101
Assets/Capital per employee
Each employee generates -70% less free cash flow than industry average revenue per employee
-0.696747101
Research & Development (R&D) Analysis
-
-
Competitors/Peer firms of
REIT�Industrial
$30.41
GOODM
THE RMR GROUP INC. (XNAS:RMR)
FRP HOLDINGS, INC. (XNAS:FRPH)
Fathom Holdings Inc (XNAS:FTHM)
LANDSEA HOMES CORPORATION (XNAS:LSEA)
GLADSTONE COMMERCIAL CORPORATION (XNAS:GOOD)
CREATIVE MEDIA & COMMUNITY TRUST CORPORATION. (XNAS:CMCTP)
LMRKO
Current Analyst Ratings
-$0.29
Strong buy�13%
Buy�4%
Hold�8%
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:
79.23M
2.11M
289%
-
8.88M
8.88M
-
36.09M
33.71M
-
25.14M
29.63M
277%
-
- 22617.00K
-
-
Statement of Cash Flow
Date:
Period:
1.19M
Differed Income Tax :
8.35M
Stock Based Compensation :
-
Change in Working Capital :
-
Accounts Receivables:
- 9533.00K
Other Working Capital:
- 344.00K
Other Non-Cash Items:
-
Net Cash Provided by Operating Activities:
7.55M
Investments in PP&E:
7.55M
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
- 719.00K
-
- 719.00K
-
-
-
- 719.00K
-
-
8.35M
-
-
-
8.35M
1.39B
1.39B
12.71M
100.00K
-
-
-
12.81M
-
741.02M
741.02M
-
753.82M
34.28B
- 79289.00K
3.7M
Value
44.96M
705.24M
631.93M
1.39B
-
100.00K
-
-
- 3572.00K
- 3572.00K
-
-
-
- 3915.00K
32.61M
28.69M
-
32.67M
49.38M
16.71M
7.55M
- 3518.00K
Our Proprietary Portfolio Rating
Our Rating:
-58.38351329
Price Forecast/Expected Price in Next 5 Years of
REIT�Industrial
2023
2024
2025
2026
2027
24.3662706
$24.37
$25.75
$27.22
$28.77