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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
MLAB
Primary Facts
Scientific & Technical Instruments
Name:
-
Sector:
8.94M
Industry:
163.97
CEO:
Mr. Gary Owens
Total Employees:
Small Cap
Our Technological Advancement Rating
Our Rating:
-1.538497118
-1.246976887
Mesa Laboratories, Inc. (XNAS:MLAB) In-Depth Stock/Fundamental/Options Analysis Today
Primary Targets/Price Insights
Previous Close ($) :
MESA LABORATORIES, INC. (XNAS:MLAB)
One Month Price Target:
Six Month Price Target :
$164.5
Likely Price in One Year's Time:
Ticker:
$167.18
Likely Trading Range Today Under (Normal Volatility)
$164.52
Price Upper limit ($) :
$170.38
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
P138
This week:
$156.66
This month :
$147.62
Other Primary facts
Market Cap:
5.32M
Market Cap Classification:
831.09M
Number of Shares
IPO Date:
A
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
-8.6%
$131.28
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:
$182.62
13.16%
$145.32
$197.93
Medium risk (<10%) entry points
Buy Call
Sell Call
$174.36
Buy Put:
Sell Put:
$130.01
$153.58
$177.63
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
Scientific & Technical Instruments
Sharpe Ratio:
MLAB, is amongst the top 40% lowest yielding stocks in terms of daily returns
Comparison:
1.36%
-2.39405912
Sharpe ratio is -239.41% lower than the industry
Average Returns/Yield of
Scientific & Technical Instruments
Daily returns:
1
Weekly returns:
-0.03%
Monthly returns:
-0.16%
Yearly returns:
-7.67%
Comparison of returns:
-1.693181497
Classification:
Average annual returns/yield (last 3 years) is -169.32% below industry average
Results of T-Test of Returns:
MLAB is a riskier investment compared to Nasdaq (IXIC)
Statistical test of Returns:
0.90
Volatility (measured by Standard Deviation)
Daily Volatility:
& is -183.06% lower than the market/S&P 500 average
Weekly Volatility:
2.16%
Monthly Volatility:
4.82%
Yearly Volatility:
9.64%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
42.01%
138.78%
Value at Risk Analysis (VaR)
Daily VaR:
Volatility in last five trading days has been 138.78% above long-term volatility
Weekly VaR:
-4.46%
Monthly VaR:
-9.97%
How Much Can the price of
Scientific & Technical Instruments
Decline in a Recession?
Likely price decline in a recession:
Base case (decline):
Risk of crash in next 6/12 months: Low (<25%)
Worst case (decline):
$134.45
This translates to price declining to:
-18%
This translates to price declining to:
-69.07%
Severe Crash Probability
-19.94%
What is Value at Risk (VaR)?
Risk Fundamentals
20.56%
MLAB is a 40.72% riskier investment compared to the market/S&P 500 & is 20.56% riskier than Nasdaq (IXIC)
MLAB is a 40.72% riskier investment compared to the market/S&P 500
Beta Examination of
Scientific & Technical Instruments
0.582
Expected beta in 1 year's time:
0.541
Expected beta in 3 year's time:
0.716
Unlevered (debt free) Beta:
Beta in relation to market/S&P 500--0.58
Beta in relation to Nasdaq (XNAS):
Returns are, approximately, symmetrical
Beta in relation to all global stocks::
Beta is -54.38% below industry average
Beta Comparison & Analysis
Beta of competitors/peers::
0.477
-0.512
Average Industry Beta:
Beta is -51.16% lower than peers
-0.543809686
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
WACC is -41.12% below industry mean WACC
-96.12%
Alpha provided | Alpha Analysis
Alpha provided:
1.012
16.953
-9.425
Analysis of Cost of Capital of
Scientific & Technical Instruments
Equity cost of capital:
Alpha is -943% below the market average
-0.400
Unlevered (without debt) cost of capital:
Equity cost of capital is -39.97% below industry mean WACC
Before-tax cost of debt:
5.84%
After-tax cost of debt:
2.30%
Overall debt rating:
1.82%
Weighted average cost of capital (WACC):
2.30%
-41.12%
Key Per-Share Metrics & Analysis
Revenue per share:
Present value of the expected future dividends only: $8.97
Revenue growth rate per share of (3Y):
Price to sales ratio is -2.89% below the industry mean
-65.57%
EPS:
One Million Eight Hundred Forty-Three Thousand Eight Hundred Dollars
Expected Annual growth rate of EPS (3Y):
-
-299.42%
Free cash flow (FCF) per share:
Price to book ratio is -55.79% below the industry mean
Growth rate in R&D investment/expenditure is 2038.33% higher than the industry
-1.203844248
Debt per share
Debt repayment rate in last quarter: 0.00%
EBITDA per share
Each employee generates -26% less EBITDA than industry average revenue per employee
Valuation Analysis Today of
Scientific & Technical Instruments
P/E Ratio:
Sustainable growth rate is -96.12% below industry average
P/E Ratio of Competitors/Peers:
631.77
13.56740794
15.17894062
9.802466664
$6.53
Share value as per dividend discount (DDM) model: $23.59
P/S (Price to Sales ratio):
$34.67
-0.02887074
P/B (Price to book value ratio):
Price to sales ratio is -2.89% below the industry mean
-
-
Net income growth rate (3Y):
Annual revenue growth rate is -65.57% below industry average
575.13%
Dividend Analysis
Net income growth rate is 575.13% higher than the average industry net income growth rate
Dividend payout rate: 44.04%
$0.16
Previous Dividend: $0.16
Previous adjusted dividend: $0.16
Previous Dividend: $0.64
-
-
Average dividend payment (long-term): $0.16
Average dividend increase/decrease (growth rate) % per period: 0.00%
Expected next dividend payment date: 13/09/2022
Expected next dividend record date: 29/08/2022
Expected next dividend declaration date: 07/04/2022
Previous dividend payment date: 15/06/2022
Previous dividend record date: 31/05/2022
Dividend History:
Previous dividend declaration date: 04/04/2022
2022-02-25--$0.16
2021-08-30--$0.16
2022-05-27--$0.16
2021-11-29--$0.16
2021-07-15--$0.16
-
In-depth Debt & Leverage Analysis
Debt to equity ratio:
-26.82%
Net debt to equity ratio:
The remaining useful life of property plant & equipment is: 0.0 years
Debt to assets ratio:
-17.47%
Net debt to assets ratio:
42.28%
-41.77%
Ability to repay debt:
Interest coverage ratio:
Debt-to-asset ratio is -41.77% below industry average
-0.27
Looking forward:
Debt growth rate:
1.4x
-95.21%
0.00%
Analysis of Key Statistics
Correlation of price movement with the market:
15.78241043
Statistical significance of correlation:
-0.40%
Average Correlation of the industry with the market:
0.516
-16.63%
R Squared (percentage of price movement explained by movement of the market):
0.516
Correlation of price movement with Nasdaq (^IXIC):
0.267
Covariance of price movement with the market:
-0.008
Kurtosis
-0.01
3.239
Skewness of returns:
Returns are, approximately, normally distributed (mesokurtic)
0.048
Fundamental Analysis & Dupont Analysis of
Scientific & Technical Instruments
Gross Profit Margin Ratio:
109.09M
Operating Profit Margin Ratio:
Net profit margin is -90.36% lower than the industry
-75.78%
Net Profit Margin Ratio:
109.09M
Effective Tax Rate:
117.42%
0.188578095
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
Return on assets (ROA) is -94.31% lower than the industry
-97.56%
Financial Leverage
Asset Turnover Ratio (ROA):
Operating profit margin is -75.78% lower than the industry
-94.31%
Financial Leverage:
Interest coverage ratio is -27.35% less than industry average
Current Ratio:
Return on equity (ROE) is -97.56% lower than the industry
2.999148786
Cash Conversion Cycle (days):
$31.73
0.298597693
Current ratio is 299.91% above industry average
Stock based compensation to net income ratio:
Equity growth rate per share is -120.38% lower than the industry
In-depth Efficiency Analysis
Revenue generated per employee:
Cash conversion cycle is 29.86% above industry average
-0.158903011
EBITDA generated per employee:
Each employee generates -16% less revenue than industry average revenue per employee
-0.25503569
Profit generated per employee:
$6.12
-92%
Free cash flow (FCF) generated per employee:
Each employee generates -92% less net income/profit than industry average revenue per employee
2.300511732
Assets/Capital per employee
Each employee generates 230% more free cash flow than industry average revenue per employee
2.300511732
Research & Development (R&D) Analysis
63.46%
20.38333252
Competitors/Peer firms of
Scientific & Technical Instruments
$199.53
FARO TECHNOLOGIES, INC. (XNAS:FARO)
Paya Holdings Inc. (XNAS:PAYA)
STRATASYS LTD (XNAS:SSYS)
LORL
UPLAND SOFTWARE, INC. (XNAS:UPLD)
IMPINJ, INC. (XNAS:PI)
EVO PAYMENTS, INC. (XNAS:EVOP)
CAMTEK LTD (XNAS:CAMT)
Current Analyst Ratings
$0.35
Strong buy�4%
Buy�0%
Hold�4%
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:
184.34M
75.25M
240%
15.77M
60.31M
88.62M
28.31M
-
179.63M
-
3.89M
25.07M
74%
1.70M
- 1128.00K
12%
1.70M
Statement of Cash Flow
Date:
Period:
2.00M
Differed Income Tax :
4.57M
Stock Based Compensation :
-
Change in Working Capital :
2.20M
Accounts Receivables:
1.43M
Other Working Capital:
- 476.00K
Other Non-Cash Items:
138.00K
Net Cash Provided by Operating Activities:
- 605.00K
Investments in PP&E:
9.59M
Net Acquisitions:
- 653.00K
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
6/30/2021
2022
Q1
275.71M
-
275.71M
20.58M
12.12M
6.90M
315.31M
21.95M
162.73M
109.68M
-
623.00K
2.20M
297.18M
-
612.49M
4.05M
-
-
8.94M
20.46M
33.45M
168.70M
530.00K
180.04M
-
213.49M
298.20M
79.31M
21.5M
Value
104.39M
-
399.00M
612.49M
-
168.70M
-
-
-
- 653.00K
-
-
-
- 824.00K
1.09M
265.00K
2.64M
11.85M
275.71M
263.87M
9.59M
- 653.00K
Our Proprietary Portfolio Rating
Our Rating:
93.62362309
Price Forecast/Expected Price in Next 5 Years of
Scientific & Technical Instruments
2023
2024
2025
2026
2027
171.1449781
$171.14
$177.84
$184.79
$192.02