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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
LDOS
Primary Facts
Information Technology Services
Name:
-
Sector:
65.00M
Industry:
93.71
CEO:
Mr. Roger Krone
Total Employees:
Mid Cap
Our Technological Advancement Rating
Our Rating:
0.47637063
-0.958887451
Leidos Holdings, Inc. (XNYS:LDOS) In-Depth Stock/Fundamental/Options Analysis Today
Primary Targets/Price Insights
Previous Close ($) :
LEIDOS HOLDINGS, INC. (XNYS:LDOS)
One Month Price Target:
Six Month Price Target :
$94.11
Likely Price in One Year's Time:
Ticker:
$96.08
Likely Trading Range Today Under (Normal Volatility)
$94.07
Price Upper limit ($) :
$98.45
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
P474
This week:
$89.68
This month :
$84.7
Other Primary facts
Market Cap:
136.54M
Market Cap Classification:
12.78B
Number of Shares
IPO Date:
D
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
-13.63%
$75.69
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:
$103.86
10.77%
$83.56
$112.42
Medium risk (<10%) entry points
Buy Call
Sell Call
$99.25
Buy Put:
Sell Put:
$75.00
$88.17
$101.08
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
Information Technology Services
Sharpe Ratio:
LDOS, is amongst the top 60% highest yielding stocks in terms of daily returns
Comparison:
1.81%
-0.579228509
Sharpe ratio is -57.92% lower than the industry
Average Returns/Yield of
Information Technology Services
Daily returns:
1
Weekly returns:
0.02%
Monthly returns:
0.12%
Yearly returns:
5.98%
Comparison of returns:
-0.585848759
Classification:
Average annual returns/yield (last 3 years) is -58.58% below industry average
Results of T-Test of Returns:
LDOS is a riskier investment compared to Nasdaq (IXIC)
Statistical test of Returns:
0.72
Volatility (measured by Standard Deviation)
Daily Volatility:
& is -66.54% lower than the market/S&P 500 average
Weekly Volatility:
2.11%
Monthly Volatility:
4.71%
Yearly Volatility:
9.42%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
41.06%
-67.29%
Value at Risk Analysis (VaR)
Daily VaR:
Volatility in last five trading days has been -67.29% below long-term volatility
Weekly VaR:
-4.30%
Monthly VaR:
-9.62%
How Much Can the price of
Information Technology Services
Decline in a Recession?
Likely price decline in a recession:
Base case (decline):
Risk of crash in next 6/12 months: Medium (<50%)
Worst case (decline):
$78.04
This translates to price declining to:
-17%
This translates to price declining to:
-66.63%
Severe Crash Probability
-19.23%
What is Value at Risk (VaR)?
Risk Fundamentals
16.30%
LDOS is a 35.76% riskier investment compared to the market/S&P 500 & is 16.30% riskier than Nasdaq (IXIC)
LDOS is a 35.76% riskier investment compared to the market/S&P 500
Beta Examination of
Information Technology Services
0.753
Expected beta in 1 year's time:
0.695
Expected beta in 3 year's time:
0.78
Unlevered (debt free) Beta:
Beta in relation to market/S&P 500--0.75
Beta in relation to Nasdaq (XNAS):
Returns are left (negative) skewed; mean returns are lower than median and mode returns
Beta in relation to all global stocks::
Beta is -37.68% below industry average
Beta Comparison & Analysis
Beta of competitors/peers::
0.372
-0.479
Average Industry Beta:
Beta is -47.89% lower than peers
-0.376841615
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
WACC is -30.62% below industry mean WACC
-91.25%
Alpha provided | Alpha Analysis
Alpha provided:
1.102
-1.775
-1.484
Analysis of Cost of Capital of
Information Technology Services
Equity cost of capital:
Alpha is -148% below the market average
-0.273
Unlevered (without debt) cost of capital:
Equity cost of capital is -27.30% below industry mean WACC
Before-tax cost of debt:
4.10%
After-tax cost of debt:
3.29%
Overall debt rating:
2.60%
Weighted average cost of capital (WACC):
3.29%
-30.62%
Key Per-Share Metrics & Analysis
Revenue per share:
Present value of the expected future dividends only: $18.61
Revenue growth rate per share of (3Y):
Price to sales ratio is -74.82% below the industry mean
140.20%
EPS:
Six Hundred Ninety-Four Million Two Hundred Forty-Two Thousand Nine Hundred Sixty Dollars
Expected Annual growth rate of EPS (3Y):
Price to free cash flow ratio is -31.27% lower than the industry
23.39%
Free cash flow (FCF) per share:
Price to book ratio is -50.24% below the industry mean
-
-0.756518032
Debt per share
Debt repayment rate in last quarter: 0.52%
EBITDA per share
Each employee generates -25% less EBITDA than industry average revenue per employee
Valuation Analysis Today of
Information Technology Services
P/E Ratio:
Sustainable growth rate is -91.25% below industry average
P/E Ratio of Competitors/Peers:
18.23
-0.615879286
241.1368839
-0.611382554
$5.51
Share value as per dividend discount (DDM) model: $32.05
P/S (Price to Sales ratio):
$101.92
-0.748223537
P/B (Price to book value ratio):
Price to sales ratio is -74.82% below the industry mean
-
-0.312713602
Net income growth rate (3Y):
Annual revenue growth rate is 140.20% above the industry average
-99.95%
Dividend Analysis
Net income growth rate is -99.95% lower than the industry average net income growth rate
Dividend payout rate: 7.05%
$0.36
Previous Dividend: $0.36
Previous adjusted dividend: $0.36
Previous Dividend: $1.44
Expected next dividend best case: $0.37
Expected next dividend worst case: $0.35
Average dividend payment (long-term): $0.35
Average dividend increase/decrease (growth rate) % per period: 0.53%
Expected next dividend payment date: 28/09/2022
Expected next dividend record date: 13/09/2022
-
Previous dividend payment date: 30/06/2022
Previous dividend record date: 15/06/2022
Dividend History:
-
2022-03-14--$0.36
2021-11-12--$0.36
2022-06-14--$0.36
2021-12-14--$0.36
2021-09-14--$0.36
-1.073622187
In-depth Debt & Leverage Analysis
Debt to equity ratio:
136.79%
Net debt to equity ratio:
The remaining useful life of property plant & equipment is: 12.7 years
Debt to assets ratio:
41.52%
Net debt to assets ratio:
130.24%
-37.69%
Ability to repay debt:
Interest coverage ratio:
Debt-to-asset ratio is -37.69% below industry average
-0.82
Looking forward:
Debt growth rate:
1.7x
13.16%
0.52%
Analysis of Key Statistics
Correlation of price movement with the market:
20.54946313
Statistical significance of correlation:
-0.33%
Average Correlation of the industry with the market:
0.618
3.63%
R Squared (percentage of price movement explained by movement of the market):
0.618
Correlation of price movement with Nasdaq (^IXIC):
0.381
Covariance of price movement with the market:
0.017
Kurtosis
0.021
8.244
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
-0.501
Fundamental Analysis & Dupont Analysis of
Information Technology Services
Gross Profit Margin Ratio:
2.06B
Operating Profit Margin Ratio:
Net profit margin is -174.83% lower than the industry
-215.40%
Net Profit Margin Ratio:
2.06B
Effective Tax Rate:
2.21%
-0.19919942
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
Return on assets (ROA) is 6400.04% higher than the industry
-67.50%
Financial Leverage
Asset Turnover Ratio (ROA):
Operating profit margin is -215.40% lower than the industry
6400.04%
Financial Leverage:
Interest coverage ratio is -81.67% less than industry average
Current Ratio:
Return on equity (ROE) is -67.50% lower than the industry
-0.568995263
Cash Conversion Cycle (days):
$37.73
0.607739632
Current ratio is -56.90% below industry average
Stock based compensation to net income ratio:
Equity growth rate per share is -75.65% lower than the industry
In-depth Efficiency Analysis
Revenue generated per employee:
Cash conversion cycle is 60.77% above industry average
-0.234367427
EBITDA generated per employee:
Each employee generates -23% less revenue than industry average revenue per employee
-0.252556127
Profit generated per employee:
$10.55
98%
Free cash flow (FCF) generated per employee:
Each employee generates 98% more net income/profit than industry average revenue per employee
-1.226944113
Assets/Capital per employee
Each employee generates -123% less free cash flow than industry average revenue per employee
-1.226944113
Research & Development (R&D) Analysis
-
-
Competitors/Peer firms of
Information Technology Services
$120.22
GODADDY INC. (XNYS:GDDY)
Wolfspeed, Inc. (XNYS:WOLF)
BLACK KNIGHT, INC. (XNYS:BKI)
FAIR ISAAC CORPORATION (XNYS:FICO)
ZENDESK, INC. (XNYS:ZEN)
SENTINELONE, INC. (XNYS:S)
SAMSARA INC. (XNYS:IOT)
ASANA, INC. (XNYS:ASAN)
Current Analyst Ratings
$5.08
Strong buy�17%
Buy�25%
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:
13.92B
11.86B
59%
-
-
928.00M
-
-
12.79B
-
188.00M
333.00M
41%
196.00M
- 188000.00K
27%
196.00M
Statement of Cash Flow
Date:
Period:
177.00M
Differed Income Tax :
85.00M
Stock Based Compensation :
- 61000.00K
Change in Working Capital :
16.00M
Accounts Receivables:
- 128000.00K
Other Working Capital:
- 60000.00K
Other Non-Cash Items:
68.00M
Net Cash Provided by Operating Activities:
4.00M
Investments in PP&E:
93.00M
Net Acquisitions:
- 28000.00K
Purchases of Investments:
7.00M
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
4/1/2022
2022
Q1
297.00M
-
297.00M
2.42B
279.00M
492.00M
3.49B
1.27B
6.74B
1.11B
-
-
418.00M
9.54B
-
13.03B
2.21B
556.00M
-
-
724.00M
3.49B
5.15B
195.00M
5.53B
-
9.02B
-
2.01B
20.0M
Value
928.00M
-
3.96B
12.98B
-
5.71B
-
-
-
- 21000.00K
- 27000.00K
12.00M
- 526000.00K
- 51000.00K
73.00M
- 519000.00K
-
- 447000.00K
428.00M
875.00M
93.00M
- 28000.00K
Our Proprietary Portfolio Rating
Our Rating:
-53.77905634
Price Forecast/Expected Price in Next 5 Years of
Information Technology Services
2023
2024
2025
2026
2027
98.67678048
$98.68
$103.67
$108.92
$114.43