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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
LEU
Primary Facts
Uranium
Name:
-
Sector:
- 12700.00K
Industry:
47.35
CEO:
Mr. Daniel Poneman
Total Employees:
Small Cap
Our Technological Advancement Rating
Our Rating:
-
Centrus Energy Corp. (XNYS:LEU) In-Depth Stock/Fundamental/Options Analysis Today
Primary Targets/Price Insights
Previous Close ($) :
CENTRUS ENERGY CORP. (XNYS:LEU)
One Month Price Target:
Six Month Price Target :
$47.92
Likely Price in One Year's Time:
Ticker:
$50.74
Likely Trading Range Today Under (Normal Volatility)
$48.05
Price Upper limit ($) :
$54.14
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
P278
This week:
$41.89
This month :
$35.14
Other Primary facts
Market Cap:
14.49M
Market Cap Classification:
683.43M
Number of Shares
IPO Date:
-
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
-23.73%
$22.93
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:
$60.62
24.04%
$34.08
$72.62
Medium risk (<10%) entry points
Buy Call
Sell Call
$54.16
Buy Put:
Sell Put:
$22.08
$40.54
$56.72
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
Uranium
Sharpe Ratio:
LEU, is amongst the top 20% highest yielding stocks in terms of daily returns
Comparison:
6.89%
0.158422618
Sharpe ratio is 15.84% higher than the industry
Average Returns/Yield of
Uranium
Daily returns:
1
Weekly returns:
0.48%
Monthly returns:
2.38%
Yearly returns:
114.13%
Comparison of returns:
0.188165268
Classification:
Average annual returns/yield (last 3 years) is 18.82% above industry average
Results of T-Test of Returns:
LEU is a riskier investment compared to Nasdaq (IXIC)
Statistical test of Returns:
0.08
Volatility (measured by Standard Deviation)
Daily Volatility:
& ratio is 250.25% higher than the market/S&P 500 average
Weekly Volatility:
5.85%
Monthly Volatility:
13.07%
Yearly Volatility:
26.14%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
113.95%
-14.95%
Value at Risk Analysis (VaR)
Daily VaR:
Volatility in last five trading days has been -14.95% below long-term volatility
Weekly VaR:
-11.53%
Monthly VaR:
-25.78%
How Much Can the price of
Uranium
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):
$28.35
This translates to price declining to:
-40%
This translates to price declining to:
>85%
Severe Crash Probability
-51.56%
What is Value at Risk (VaR)?
Risk Fundamentals
211.78%
LEU is a 263.93% riskier investment compared to the market/S&P 500 & is 211.78% riskier than Nasdaq (IXIC)
LEU is a 263.93% riskier investment compared to the market/S&P 500
Beta Examination of
Uranium
2.134
Expected beta in 1 year's time:
0.245
Expected beta in 3 year's time:
1.143
Unlevered (debt free) Beta:
Beta in relation to market/S&P 500--2.13
Beta in relation to Nasdaq (XNAS):
Returns are, approximately, symmetrical
Beta in relation to all global stocks::
Beta is 27.17% above industry average
Beta Comparison & Analysis
Beta of competitors/peers::
53.658
0.835
Average Industry Beta:
Beta is 83.46% higher than peers
0.271665276
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
WACC is 10.82% above industry mean WACC
-
Alpha provided | Alpha Analysis
Alpha provided:
1.617
0.184
61.340
Analysis of Cost of Capital of
Uranium
Equity cost of capital:
Alpha is 6134% higher than market/& is unsustainably high
0.213
Unlevered (without debt) cost of capital:
Equity cost of capital is 21.32% above industry mean WACC
Before-tax cost of debt:
446.78%
After-tax cost of debt:
0.10%
Overall debt rating:
0.08%
Weighted average cost of capital (WACC):
0.10%
10.82%
Key Per-Share Metrics & Analysis
Revenue per share:
-
Revenue growth rate per share of (3Y):
Price to sales ratio is 32.87% above the industry mean
-106.18%
EPS:
One Hundred Thirty-Two Million Four Hundred Fifty-Seven Thousand Seven Hundred Eighty Dollars
Expected Annual growth rate of EPS (3Y):
FALSE
-
Free cash flow (FCF) per share:
Price to book ratio is -627.75% below the industry mean
-
-
Debt per share
Debt repayment rate in last quarter: 0.00%
EBITDA per share
Each employee generates 0% less EBITDA than industry average revenue per employee
Valuation Analysis Today of
Uranium
P/E Ratio:
-
P/E Ratio of Competitors/Peers:
4.17
-0.562246711
91.74257522
-0.483881939
-
-
P/S (Price to Sales ratio):
$19.19
0.328668422
P/B (Price to book value ratio):
Price to sales ratio is 32.87% above the industry mean
-
0
Net income growth rate (3Y):
Annual revenue growth rate is -106.18% below industry average
34.26%
Dividend Analysis
Net income growth rate is 34.26% higher than the average industry net income growth rate
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Dividend History:
-
--$0.00
--$0.00
--$0.00
--$0.00
--$0.00
-
In-depth Debt & Leverage Analysis
Debt to equity ratio:
47.82%
Net debt to equity ratio:
The remaining useful life of property plant & equipment is: 12.0 years
Debt to assets ratio:
-11.83%
Net debt to assets ratio:
-74.29%
-76.06%
Ability to repay debt:
Interest coverage ratio:
Debt-to-asset ratio is -76.06% below industry average
-5.17
Looking forward:
Debt growth rate:
1.2x
42.66%
0.00%
Analysis of Key Statistics
Correlation of price movement with the market:
8.096121161
Statistical significance of correlation:
-0.52%
Average Correlation of the industry with the market:
0.296
-23.58%
R Squared (percentage of price movement explained by movement of the market):
0.296
Correlation of price movement with Nasdaq (^IXIC):
0.087
Covariance of price movement with the market:
0.002
Kurtosis
0.005
1.780
Skewness of returns:
Returns are more concentrated around the mean (platykurtic), compared to a normal distribution
0.244
Fundamental Analysis & Dupont Analysis of
Uranium
Gross Profit Margin Ratio:
109.90M
Operating Profit Margin Ratio:
Net profit margin is -106.74% lower than the industry
-102.56%
Net Profit Margin Ratio:
109.90M
Effective Tax Rate:
0.30%
-50.78803686
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
Return on assets (ROA) is -7155.45% lower than the industry
550.85%
Financial Leverage
Asset Turnover Ratio (ROA):
Operating profit margin is -102.56% lower than the industry
-7155.45%
Financial Leverage:
Interest coverage ratio is -517.21% less than industry average
Current Ratio:
Return on equity (ROE) is 550.85% higher than the industry
-0.939041841
Cash Conversion Cycle (days):
$6.82
-1.645935334
Current ratio is -93.90% below industry average
Stock based compensation to net income ratio:
-
In-depth Efficiency Analysis
Revenue generated per employee:
Cash conversion cycle is -164.59% below industry average
0
EBITDA generated per employee:
Each employee generates 0% less revenue than industry average revenue per employee
0
Profit generated per employee:
$9.33
0%
Free cash flow (FCF) generated per employee:
Each employee generates 0% less net income/profit than industry average revenue per employee
0
Assets/Capital per employee
Each employee generates 0% less free cash flow than industry average revenue per employee
0
Research & Development (R&D) Analysis
-
-
Competitors/Peer firms of
Uranium
$114.53
Ur-Energy Inc. (XNYS:URG)
GRAN TIERRA ENERGY INC. (XNYS:GTE)
RING ENERGY INC. (XNYS:REI)
GOLDPLAT PLC (XLON:GDP)
EVOLUTION PETROLEUM CORPORATION (XNYS:EPM)
ADAMS RESOURCES & ENERGY, INC. (XNYS:AE)
PEDEVCO CORP. (XNYS:PED)
RILEY EXPLORATION PERMIAN, INC. (XNYS:REPX)
Current Analyst Ratings
$9.62
Strong buy�0%
Buy�4%
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:
278.00M
168.10M
141%
-
26.20M
37.20M
-
4.40M
209.70M
-
100.00K
4.90M
159%
- 38100.00K
66.20M
151%
- 38100.00K
Statement of Cash Flow
Date:
Period:
- 400.00K
Differed Income Tax :
1.30M
Stock Based Compensation :
300.00K
Change in Working Capital :
500.00K
Accounts Receivables:
- 13800.00K
Other Working Capital:
1.20M
Other Non-Cash Items:
- 6300.00K
Net Cash Provided by Operating Activities:
- 500.00K
Investments in PP&E:
- 12600.00K
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
168.50M
-
168.50M
12.50M
89.40M
152.70M
423.10M
5.50M
-
53.60M
-
41.20M
14.20M
114.50M
-
537.60M
33.70M
6.10M
-
302.80M
9.90M
352.50M
98.80M
174.20M
318.10M
-
670.60M
1.50M
- 285000.00K
400.0K
Value
41.60M
150.10M
- 133000.00K
537.60M
-
104.90M
-
-
- 100.00K
- 100.00K
-
-
-
-
- 3200.00K
- 3200.00K
-
- 15900.00K
180.90M
196.80M
- 12600.00K
- 100.00K
Our Proprietary Portfolio Rating
Our Rating:
-
Price Forecast/Expected Price in Next 5 Years of
Uranium
2023
2024
2025
2026
2027
67.01253931
$67.01
$76.62
$87.61
$100.17