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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
Mandiant, Inc. (XNAS:MNDT) In-Depth Stock/Fundamental/Options Analysis Today
Primary Facts
MNDT
Name:
Mandiant, Inc. (XNAS:MNDT)
Sector:
- 32337.00K
Industry:
Software�Infrastructure
CEO:
Total Employees:
2,335
Our Technological Advancement Rating
Our Rating:
D
Technological advancement compared to industry is -1789.53% lower
ANALYSIS OF ALL CRITICAL FACTORS & RISKS RELATED TO THE STOCK & FUNDAMENTAL/LONG-TERM ANALYSIS OF MANDIANT, INC.(MNDT) AS PER DATA ANALYSIS OF LAST 3 YEARS AND COMPARISON WITH COMPETITORS/PEERS, AND SOFTWARE�INFRASTRUCTURE INDUSTRY. DATE: 07/09/2022
Primary Targets/Price Insights
Previous Close ($) :
22.86
One Month Price Target:
$22.96
Six Month Price Target :
$23.49
Likely Price in One Year's Time:
Ticker:
$24.12
Likely Trading Range Today Under (Normal Volatility)
$22.75
Price Upper limit ($) :
$23.02
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
$21.3
This week:
$19.37
This month :
$15.89
Other Primary facts
Market Cap:
5.37B
Market Cap Classification:
Mid Cap
Number of Shares
IPO Date:
234.88M
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
33.73%
-18.98%
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:
$30.09
$26.75
$15.63
$18.97
Medium risk (<10%) entry points
Buy Call
Sell Call
$25.66
Buy Put:
Sell Put:
$24.95
$20.05
$20.77
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
MNDT
Sharpe Ratio:
2.87%
Comparison:
MNDT, is amongst the top 40% stocks with highest risk-adjusted returns
Sharpe ratio is 75.48% higher than the industry
& ratio is 25.87% higher than the market/S&P 500 average
Average Returns/Yield of
MNDT
Daily returns:
0.11%
Weekly returns:
0.53%
Monthly returns:
2.11%
Yearly returns:
14.38%
Comparison of returns:
Average annual returns/yield (last 3 years) is 76.23% above industry average
Classification:
MNDT, is amongst the top 20% highest yielding stocks in terms of daily returns
Results of T-Test of Returns:
0.68
Statistical test of Returns:
MNDT has yielded returns statistically similar to the market
Volatility (measured by Standard Deviation)
Daily Volatility:
3.37%
Weekly Volatility:
7.54%
Monthly Volatility:
15.08%
Yearly Volatility:
52.25%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
0.00%
Volatility in last five trading days has been -100.00% below long-term volatility
Value at Risk Analysis (VaR)
Daily VaR:
-6.82%
Weekly VaR:
-15.25%
Monthly VaR:
-30.51%
How Much Can the price of
MNDT
Decline in a Recession?
Likely price decline in a recession:
Base case (decline):
-26%
Worst case (decline):
>85%
This translates to price declining to:
$16.97
This translates to price declining to:
$3.43
Severe Crash Probability
Risk of crash in next 6/12 months: Very high (>70%)
What is Value at Risk (VaR)?
Risk Fundamentals
MNDT is a 115.31% riskier investment compared to the market/S&P 500 & is 84.46% riskier than Nasdaq (IXIC)
Risk (measured by volatility) is 1.23% above industry average
Overall, it is amongst the top 50% most risky stocks
Beta Examination of
MNDT
Beta in relation to market/S&P 500--0.82
Expected beta in 1 year's time:
0.618
Expected beta in 3 year's time:
0.874
Unlevered (debt free) Beta:
0.596
Beta in relation to Nasdaq (XNAS):
0.82
Beta in relation to all global stocks::
0.7
Beta Comparison & Analysis
Beta of competitors/peers::
-
-
Average Industry Beta:
1.112
Beta is -26.45% below industry average
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
88.13%
Sustainable growth rate is -76.15% below industry average
Alpha provided | Alpha Analysis
Alpha provided:
0.166
Alpha is 358.74% above industry average alpha yield
Alpha is 1056% higher than market/& is unsustainably high
Analysis of Cost of Capital of
MNDT
Equity cost of capital:
0.088
Equity cost of capital is -18.71% below industry mean WACC
Unlevered (without debt) cost of capital:
6.37%
Before-tax cost of debt:
4.28%
After-tax cost of debt:
3.38%
Overall debt rating:
Lower BB medium grade (Fifth highest grade)
Weighted average cost of capital (WACC):
3.38%
WACC is -6.90% below industry mean WACC
Key Per-Share Metrics & Analysis
Revenue per share:
$2.12
Revenue growth rate per share of (3Y):
2.96
Annual revenue growth rate is -168.96% below industry average
EPS:
$3.62
Expected Annual growth rate of EPS (3Y):
13.64%
Expected future EPS growth rate is -54.71% lower than the Software�Infrastructure industry
Free cash flow (FCF) per share:
-
-
-
Debt per share
$2.86
EBITDA per share
$4.31
Valuation Analysis Today of
MNDT
P/E Ratio:
-
P/E Ratio of Competitors/Peers:
-
-
Stock price/value with industry average P/E ratio: $236.15
MNDT is -90.32% undervalued if valued using industry average P/E ratio
-
-
P/S (Price to Sales ratio):
10.76
Price to sales ratio is -2.01% below the industry mean
P/B (Price to book value ratio):
2.96
-
Price to free cash flow ratio is -47.65% lower than the industry
Net income growth rate (3Y):
-421.97%
Net income growth rate is -104.97% lower than the industry average net income growth rate
Dividend Analysis
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Dividend History:
--$0.00
--$0.00
--$0.00
--$0.00
--$0.00
--$0.00
-
In-depth Debt & Leverage Analysis
Debt to equity ratio:
37.04%
Net debt to equity ratio:
20.65%
Debt to assets ratio:
18.93%
Net debt to assets ratio:
10.55%
Debt-to-asset ratio is -72.85% below industry average
Ability to repay debt:
Interest coverage ratio:
20.63
Interest coverage ratio is -109.78% less than industry average
Looking forward:
Debt growth rate:
5.26%
Annual debt growth is -95% lower than industry average debt growth rate
Debt repayment rate in last quarter: 0.00%
Analysis of Key Statistics
Correlation of price movement with the market:
0.412
Statistical significance of correlation:
MNDT has a statistically significant correlation with the market
Average Correlation of the industry with the market:
0.48
Stock price is -14.12% less correlated with the market compared to the industry average correlation
R Squared (percentage of price movement explained by movement of the market):
0.48
Correlation of price movement with Nasdaq (^IXIC):
0.011
Covariance of price movement with the market:
0.022
Kurtosis
21.506
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
Skewness of returns:
1.386
Returns are right (positive) skewed; mean returns are greater than median and mode returns
Fundamental Analysis & Dupont Analysis of
MNDT
Gross Profit Margin Ratio:
185%
Operating Profit Margin Ratio:
-74.70%
Operating profit margin is 529.41% higher than the industry
Net Profit Margin Ratio:
185%
Effective Tax Rate:
-0.72%
Effective tax rate is -102.30% lower than the industry
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
48.24%
Return on equity (ROE) is -54.82% lower than the industry
Financial Leverage
Asset Turnover Ratio (ROA):
24.65%
Return on assets (ROA) is -751.00% lower than the industry
Financial Leverage:
1.2x
Current Ratio:
2.41
Current ratio is 3.58% above industry average
Cash Conversion Cycle (days):
34.1
Cash conversion cycle is -69.68% below industry average
The remaining useful life of property plant & equipment is: 1.0 years
Stock based compensation to net income ratio:
4.38%
In-depth Efficiency Analysis
Revenue generated per employee:
213.7K
Each employee generates -46% less revenue than industry average revenue per employee
EBITDA generated per employee:
433.1K
Each employee generates 563% more EBITDA than industry average revenue per employee
Profit generated per employee:
374.6K
Each employee generates 1689% more net income/profit than industry average revenue per employee
Free cash flow (FCF) generated per employee:
- 13.8K
Each employee generates -170% less free cash flow than industry average revenue per employee
Assets/Capital per employee
529.8K
Each employee generates -170% less free cash flow than industry average revenue per employee
Research & Development (R&D) Analysis
Research & development (R&D) investment growth rate-- -33.97%
Growth rate in R&D investment/expenditure is 1210.21% higher than the industry
Competitors/Peer firms of
MNDT
-
-
-
-
-
-
-
-
-
Current Analyst Ratings
Strong buy�0%
Buy�0%
Hold�0%
Sell�0%
Strong sell�0%
Overall analyst sentiment is: -
Income Statement
Period:
TTM
Date:
3/31/22
Revenue:
498.91M
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:
267.51M
231.40M
169.45M
128.20M
399.04M
270.84M
-
568.48M
5.53M
49.02M
84.62M
1.01B
- 372698.00K
874.77M
- 414669.00K
2.99M
874.77M
Statement of Cash Flow
Date:
Period:
17.51M
Differed Income Tax :
62.00K
Stock Based Compensation :
38.31M
Change in Working Capital :
11.35M
Accounts Receivables:
42.10M
Other Working Capital:
- 29257.00K
Other Non-Cash Items:
1.45M
Net Cash Provided by Operating Activities:
- 23335.00K
Investments in PP&E:
- 9002.00K
Net Acquisitions:
-
Purchases of Investments:
- 441153.00K
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):
3/31/22
2022
Q1
771.97M
1.36B
2.13B
104.07M
-
76.15M
2.31B
81.25M
1.06B
70.82M
-
-
25.02M
1.24B
-
3.55B
25.78M
474.65M
-
302.86M
155.30M
958.58M
671.77M
7.37M
776.27M
-
1.73B
23.00K
- 1787761.00K
- 13873.0K
3.19B
March 31, 2022 at 6:00:00 AM
835.99M
1.81B
3.55B
-
1.15B
374.4M
107.23M
- 428.00K
- 343357.00K
-
-
- 17317.00K
-
1.52M
- 15799.00K
-
- 382491.00K
771.97M
1.15B
- 23335.00K
- 9002.00K
- 32337.00K
Our Proprietary Portfolio Rating
Our Rating:
D
Price Forecast/Expected Price in Next 5 Years of
MNDT
2023
2024
2025
2026
2027
$18.09
$19.08
$20.13
$21.24
$22.40