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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

SHARPE ratio explained.png

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)?

VaR explained figure

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%