_edited.png)
RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
MASI
Primary Facts
Medical Instruments & Supplies
Name:
-
Sector:
219.00K
Industry:
144.27
CEO:
Mr. Joseph Kiani
Total Employees:
Mid Cap
Our Technological Advancement Rating
Our Rating:
-1.957719296
24.28015112
Masimo Corporation (XNAS:MASI) In-Depth Stock/Fundamental/Options Analysis Today
Primary Targets/Price Insights
Previous Close ($) :
MASIMO CORPORATION (XNAS:MASI)
One Month Price Target:
Six Month Price Target :
$145.04
Likely Price in One Year's Time:
Ticker:
$148.91
Likely Trading Range Today Under (Normal Volatility)
$144.98
Price Upper limit ($) :
$153.56
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
P119
This week:
$136.27
This month :
$126.38
Other Primary facts
Market Cap:
52.53M
Market Cap Classification:
7.47B
Number of Shares
IPO Date:
A+
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
-36.99%
$108.49
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:
$164.43
9.02%
$124.11
$181.41
Medium risk (<10%) entry points
Buy Call
Sell Call
$155.28
Buy Put:
Sell Put:
$107.13
$133.26
$158.90
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
Medical Instruments & Supplies
Sharpe Ratio:
MASI, is amongst the top 60% highest yielding stocks in terms of daily returns
Comparison:
1.60%
-0.501994251
Sharpe ratio is -50.20% lower than the industry
Average Returns/Yield of
Medical Instruments & Supplies
Daily returns:
1
Weekly returns:
0.03%
Monthly returns:
0.15%
Yearly returns:
7.32%
Comparison of returns:
-0.501470664
Classification:
Average annual returns/yield (last 3 years) is -50.15% below industry average
Results of T-Test of Returns:
MASI is a riskier investment compared to Nasdaq (IXIC)
Statistical test of Returns:
0.07
Volatility (measured by Standard Deviation)
Daily Volatility:
& is -65.02% lower than the market/S&P 500 average
Weekly Volatility:
2.72%
Monthly Volatility:
6.07%
Yearly Volatility:
12.14%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
52.93%
-76.91%
Value at Risk Analysis (VaR)
Daily VaR:
Volatility in last five trading days has been -76.91% below long-term volatility
Weekly VaR:
-5.55%
Monthly VaR:
-12.40%
How Much Can the price of
Medical Instruments & Supplies
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):
$113.13
This translates to price declining to:
-22%
This translates to price declining to:
-85.91%
Severe Crash Probability
-24.80%
What is Value at Risk (VaR)?
Risk Fundamentals
49.96%
MASI is a 75.04% riskier investment compared to the market/S&P 500 & is 49.96% riskier than Nasdaq (IXIC)
MASI is a 75.04% riskier investment compared to the market/S&P 500
Beta Examination of
Medical Instruments & Supplies
0.958
Expected beta in 1 year's time:
0.442
Expected beta in 3 year's time:
0.712
Unlevered (debt free) Beta:
Beta in relation to market/S&P 500--0.96
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 -3.17% below industry average
Beta Comparison & Analysis
Beta of competitors/peers::
0.943
-0.107
Average Industry Beta:
Beta is -10.65% lower than peers
-0.0316513
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
WACC is 9.25% above industry mean WACC
12.89%
Alpha provided | Alpha Analysis
Alpha provided:
1.007
-1.503
-1.523
Analysis of Cost of Capital of
Medical Instruments & Supplies
Equity cost of capital:
Alpha is -152% below the market average
-0.022
Unlevered (without debt) cost of capital:
Equity cost of capital is -2.16% below industry mean WACC
Before-tax cost of debt:
9.56%
After-tax cost of debt:
0.96%
Overall debt rating:
0.76%
Weighted average cost of capital (WACC):
0.96%
9.25%
Key Per-Share Metrics & Analysis
Revenue per share:
-
Revenue growth rate per share of (3Y):
Price to sales ratio is -17.87% below the industry mean
-28.81%
EPS:
Two Hundred Fourteen Million Eight Hundred Thousand Four Hundred Eighty Dollars
Expected Annual growth rate of EPS (3Y):
Price to free cash flow ratio is -47.00% lower than the industry
-76.31%
Free cash flow (FCF) per share:
Price to book ratio is -33.64% below the industry mean
Growth rate in R&D investment/expenditure is 10399.97% higher than the industry
-
Debt per share
Debt repayment rate in last quarter: 0.00%
EBITDA per share
Each employee generates 25% more EBITDA than industry average revenue per employee
Valuation Analysis Today of
Medical Instruments & Supplies
P/E Ratio:
Sustainable growth rate is 12.89% above industry average
P/E Ratio of Competitors/Peers:
43.41
-0.129939049
193.0732287
-0.252770563
$3.14
-
P/S (Price to Sales ratio):
$23.69
-0.178747508
P/B (Price to book value ratio):
Price to sales ratio is -17.87% below the industry mean
-
-0.469990403
Net income growth rate (3Y):
Annual revenue growth rate is -28.81% below industry average
-176.99%
Dividend Analysis
Net income growth rate is -176.99% lower than the industry average 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:
-43.06%
Net debt to equity ratio:
The remaining useful life of property plant & equipment is: 7.7 years
Debt to assets ratio:
-35.69%
Net debt to assets ratio:
1.95%
-95.50%
Ability to repay debt:
Interest coverage ratio:
Debt-to-asset ratio is -95.50% below industry average
10.54
Looking forward:
Debt growth rate:
1.0x
-
0.00%
Analysis of Key Statistics
Correlation of price movement with the market:
12.60319332
Statistical significance of correlation:
-0.43%
Average Correlation of the industry with the market:
0.434
-14.08%
R Squared (percentage of price movement explained by movement of the market):
0.434
Correlation of price movement with Nasdaq (^IXIC):
0.188
Covariance of price movement with the market:
-0.052
Kurtosis
-0.083
50.141
Skewness of returns:
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
-3.620
Fundamental Analysis & Dupont Analysis of
Medical Instruments & Supplies
Gross Profit Margin Ratio:
816.24M
Operating Profit Margin Ratio:
Net profit margin is 33.80% higher than the industry
62.04%
Net Profit Margin Ratio:
816.24M
Effective Tax Rate:
4.88%
-0.481925894
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
Return on assets (ROA) is 63.02% higher than the industry
-130.89%
Financial Leverage
Asset Turnover Ratio (ROA):
Operating profit margin is 62.04% higher than the industry
63.02%
Financial Leverage:
Interest coverage ratio is 1053.58% more than industry average
Current Ratio:
Return on equity (ROE) is -130.89% lower than the industry
0.318909501
Cash Conversion Cycle (days):
$0.59
-2.215307532
Current ratio is 31.89% above industry average
Stock based compensation to net income ratio:
-
In-depth Efficiency Analysis
Revenue generated per employee:
Cash conversion cycle is -221.53% below industry average
0.599510038
EBITDA generated per employee:
Each employee generates 60% more revenue than industry average revenue per employee
0.246022044
Profit generated per employee:
$5.81
30%
Free cash flow (FCF) generated per employee:
Each employee generates 30% more net income/profit than industry average revenue per employee
-1.01729731
Assets/Capital per employee
Each employee generates -102% less free cash flow than industry average revenue per employee
-1.01729731
Research & Development (R&D) Analysis
27.19%
103.9996877
Competitors/Peer firms of
Medical Instruments & Supplies
$233.75
10X GENOMICS, INC. (XNAS:TXG)
ABIOMED, INC. (XNAS:ABMD)
EXACT SCIENCES CORPORATION (XNAS:EXAS)
DENTSPLY SIRONA INC. (XNAS:XRAY)
INCYTE CORPORATION (XNAS:INCY)
BIO-TECHNE CORPORATION (XNAS:TECH)
argenx SE (XNAS:ARGX)
PPD
Current Analyst Ratings
$3.87
Strong buy�13%
Buy�0%
Hold�13%
Sell�0%
Strong sell�0%
Income Statement
Period:
4/2/2022
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:
1.24B
428.12M
262%
138.84M
-
407.49M
-
-
974.45M
1.01M
373.00K
36.26M
98%
45.73M
- 1313.00K
86%
45.73M
Statement of Cash Flow
Date:
Period:
46.60M
Differed Income Tax :
9.13M
Stock Based Compensation :
-
Change in Working Capital :
10.87M
Accounts Receivables:
- 44150.00K
Other Working Capital:
9.18M
Other Non-Cash Items:
- 37368.00K
Net Cash Provided by Operating Activities:
710.00K
Investments in PP&E:
23.16M
Net Acquisitions:
- 20479.00K
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
4/2/2022
2022
Q1
720.11M
-
720.11M
243.28M
213.49M
47.87M
1.22B
337.65M
99.33M
72.28M
13.83M
51.33M
109.64M
684.05M
-
1.91B
87.45M
8.08M
28.60M
26.61M
132.18M
254.31M
30.82M
38.24M
72.35M
-
326.66M
56.00K
1.62B
- 8455.0K
Value
546.33M
- 26920.00K
1.58B
1.91B
-
38.90M
-
-
- 3310.00K
- 23789.00K
-
3.15M
-
-
- 25376.00K
- 22223.00K
- 2505.00K
- 25359.00K
723.02M
748.38M
23.16M
- 22939.00K
Our Proprietary Portfolio Rating
Our Rating:
7707.635301
Price Forecast/Expected Price in Next 5 Years of
Medical Instruments & Supplies
2023
2024
2025
2026
2027
182.1283146
$182.13
$193.85
$206.33
$219.62