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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
MNTV
Primary Facts
Software�Application
Name:
-
Sector:
- 7906.00K
Industry:
6.96
CEO:
Total Employees:
Small Cap
Our Technological Advancement Rating
Our Rating:
0.789617831
-1.076236704
Momentive Global Inc. (XNAS:MNTV) In-Depth Stock/Fundamental/Options Analysis Today
Primary Targets/Price Insights
Previous Close ($) :
MOMENTIVE GLOBAL INC. (XNAS:MNTV)
One Month Price Target:
Six Month Price Target :
$7.01
Likely Price in One Year's Time:
Ticker:
$7.28
Likely Trading Range Today Under (Normal Volatility)
$6.99
Price Upper limit ($) :
$7.6
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
P426
This week:
$6.5
This month :
$5.94
Other Primary facts
Market Cap:
147.62M
Market Cap Classification:
1.00B
Number of Shares
IPO Date:
B
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
-17.92%
$4.93
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:
$8.13
18.21%
$5.79
$9.08
Medium risk (<10%) entry points
Buy Call
Sell Call
$7.62
Buy Put:
Sell Put:
$4.84
$6.30
$7.82
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
Software�Application
Sharpe Ratio:
MNTV, is amongst the top 40% lowest yielding stocks in terms of daily returns
Comparison:
0.96%
-4.103175365
Sharpe ratio is -410.32% lower than the industry
Average Returns/Yield of
Software�Application
Daily returns:
1
Weekly returns:
-0.09%
Monthly returns:
-0.43%
Yearly returns:
-20.43%
Comparison of returns:
-3.056046159
Classification:
Average annual returns/yield (last 3 years) is -305.60% below industry average
Results of T-Test of Returns:
MNTV is a riskier investment compared to Nasdaq (IXIC)
Statistical test of Returns:
0.43
Volatility (measured by Standard Deviation)
Daily Volatility:
& is -231.23% lower than the market/S&P 500 average
Weekly Volatility:
3.14%
Monthly Volatility:
7.03%
Yearly Volatility:
14.05%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
61.25%
-57.18%
Value at Risk Analysis (VaR)
Daily VaR:
Volatility in last five trading days has been -57.18% below long-term volatility
Weekly VaR:
-6.54%
Monthly VaR:
-14.62%
How Much Can the price of
Software�Application
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):
$5.09
This translates to price declining to:
-27%
This translates to price declining to:
>85%
Severe Crash Probability
-29.24%
What is Value at Risk (VaR)?
Risk Fundamentals
76.79%
MNTV is a 106.36% riskier investment compared to the market/S&P 500 & is 76.79% riskier than Nasdaq (IXIC)
MNTV is a 106.36% riskier investment compared to the market/S&P 500
Beta Examination of
Software�Application
1.370
Expected beta in 1 year's time:
0.667
Expected beta in 3 year's time:
1.253
Unlevered (debt free) Beta:
Beta in relation to market/S&P 500--1.37
Beta in relation to Nasdaq (XNAS):
Returns are, approximately, symmetrical
Beta in relation to all global stocks::
Beta is 2.55% above industry average
Beta Comparison & Analysis
Beta of competitors/peers::
0.757
-
Average Industry Beta:
-
0.025461422
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
WACC is 6.31% above industry mean WACC
-
Alpha provided | Alpha Analysis
Alpha provided:
1.772
12.961
-20.982
Analysis of Cost of Capital of
Software�Application
Equity cost of capital:
Alpha is -2098% below the market average
0.019
Unlevered (without debt) cost of capital:
Equity cost of capital is 1.89% above industry mean WACC
Before-tax cost of debt:
6.93%
After-tax cost of debt:
3.53%
Overall debt rating:
2.79%
Weighted average cost of capital (WACC):
3.53%
6.31%
Key Per-Share Metrics & Analysis
Revenue per share:
-
Revenue growth rate per share of (3Y):
Price to sales ratio is -80.46% below the industry mean
-71.37%
EPS:
-
Expected Annual growth rate of EPS (3Y):
Price to free cash flow ratio is -50.85% lower than the industry
-47.10%
Free cash flow (FCF) per share:
Price to book ratio is -58.97% below the industry mean
Growth rate in R&D investment/expenditure is 1420.90% higher than the industry
-
Debt per share
Debt repayment rate in last quarter: 9.31%
EBITDA per share
Each employee generates -564% less EBITDA than industry average revenue per employee
Valuation Analysis Today of
Software�Application
P/E Ratio:
-
P/E Ratio of Competitors/Peers:
-
-
-156.2858993
-1.044533768
-
-
P/S (Price to Sales ratio):
$3.11
-0.804639269
P/B (Price to book value ratio):
Price to sales ratio is -80.46% below the industry mean
-
-0.508540326
Net income growth rate (3Y):
Annual revenue growth rate is -71.37% below industry average
-115.79%
Dividend Analysis
Net income growth rate is -115.79% 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:
7.23%
Net debt to equity ratio:
The remaining useful life of property plant & equipment is: 5.0 years
Debt to assets ratio:
2.56%
Net debt to assets ratio:
80.54%
-47.98%
Ability to repay debt:
Interest coverage ratio:
Debt-to-asset ratio is -47.98% below industry average
-1.16
Looking forward:
Debt growth rate:
1.4x
-97.61%
9.31%
Analysis of Key Statistics
Correlation of price movement with the market:
10.46224215
Statistical significance of correlation:
-0.62%
Average Correlation of the industry with the market:
0.371
-26.16%
R Squared (percentage of price movement explained by movement of the market):
0.371
Correlation of price movement with Nasdaq (^IXIC):
0.138
Covariance of price movement with the market:
-0.05
Kurtosis
-0.091
5.237
Skewness of returns:
Returns have moderate fat-tails (leptokurtic), i.e., returns considerably higher or lower than the mean returns are more probable, compared to assets with normally distributed returns
-0.083
Fundamental Analysis & Dupont Analysis of
Software�Application
Gross Profit Margin Ratio:
369.92M
Operating Profit Margin Ratio:
Net profit margin is 49.09% higher than the industry
37.54%
Net Profit Margin Ratio:
369.92M
Effective Tax Rate:
-20.04%
-1.013944348
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
Return on assets (ROA) is 291.06% higher than the industry
224.07%
Financial Leverage
Asset Turnover Ratio (ROA):
Operating profit margin is 37.54% higher than the industry
291.06%
Financial Leverage:
Interest coverage ratio is -116.35% less than industry average
Current Ratio:
Return on equity (ROE) is 224.07% higher than the industry
-0.672406584
Cash Conversion Cycle (days):
$1.69
-1.039095935
Current ratio is -67.24% below industry average
Stock based compensation to net income ratio:
-
In-depth Efficiency Analysis
Revenue generated per employee:
Cash conversion cycle is -103.91% below industry average
-0.17133357
EBITDA generated per employee:
Each employee generates -17% less revenue than industry average revenue per employee
-5.640234148
Profit generated per employee:
-$0.54
369%
Free cash flow (FCF) generated per employee:
Each employee generates 369% more net income/profit than industry average revenue per employee
-0.363887503
Assets/Capital per employee
Each employee generates -36% less free cash flow than industry average revenue per employee
-0.363887503
Research & Development (R&D) Analysis
23.25%
14.20895896
Competitors/Peer firms of
Software�Application
$10.81
-
-
-
-
-
-
-
-
Current Analyst Ratings
-$0.88
Strong buy�0%
Buy�0%
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:
458.47M
88.55M
323%
143.00M
111.26M
342.87M
231.61M
-
574.42M
436.00K
9.19M
41.52M
-69%
480.00K
- 9673.00K
-114%
480.00K
Statement of Cash Flow
Date:
Period:
- 37377.00K
Differed Income Tax :
9.35M
Stock Based Compensation :
217.00K
Change in Working Capital :
26.25M
Accounts Receivables:
- 7921.00K
Other Working Capital:
-
Other Non-Cash Items:
7.39M
Net Cash Provided by Operating Activities:
4.57M
Investments in PP&E:
- 4900.00K
Net Acquisitions:
- 441.00K
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
3/31/2022
2022
Q1
238.04M
-
238.04M
32.86M
-
25.13M
296.03M
54.35M
462.42M
36.53M
-
-
22.74M
576.04M
-
872.07M
11.91M
11.50M
-
215.48M
62.78M
301.67M
248.89M
5.84M
261.38M
-
563.05M
2.00K
- 654923.00K
- 533.0K
Value
485.87M
964.47M
309.02M
872.07M
-
260.39M
-
-
- 2565.00K
- 3006.00K
- 25550.00K
-
- 36376.00K
-
2.27M
- 59653.00K
393.00K
- 67166.00K
238.96M
306.12M
- 4900.00K
- 3006.00K
Our Proprietary Portfolio Rating
Our Rating:
41.01249697
Price Forecast/Expected Price in Next 5 Years of
Software�Application
2023
2024
2025
2026
2027
7.600265792
$7.60
$8.30
$9.06
$9.90