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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
MODV
Primary Facts
Medical Care Facilities
Name:
-
Sector:
60.49M
Industry:
103.53
CEO:
Mr. Daniel E. Greenleaf
Total Employees:
Small Cap
Our Technological Advancement Rating
Our Rating:
0.952408392
3.086245244
Modivcare Inc. (XNAS:MODV) In-Depth Stock/Fundamental/Options Analysis Today
Primary Targets/Price Insights
Previous Close ($) :
MODIVCARE INC. (XNAS:MODV)
One Month Price Target:
Six Month Price Target :
$104.
Likely Price in One Year's Time:
Ticker:
$106.33
Likely Trading Range Today Under (Normal Volatility)
$104.21
Price Upper limit ($) :
$109.13
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
P220
This week:
$97.11
This month :
$89.18
Other Primary facts
Market Cap:
14.05M
Market Cap Classification:
1.45B
Number of Shares
IPO Date:
B
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
-15.39%
$74.82
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:
$119.46
20.01%
$87.60
$133.29
Medium risk (<10%) entry points
Buy Call
Sell Call
$112.01
Buy Put:
Sell Put:
$73.77
$95.05
$114.96
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
Medical Care Facilities
Sharpe Ratio:
MODV, is amongst the top 20% highest yielding stocks in terms of daily returns
Comparison:
2.22%
0.750319919
Sharpe ratio is 75.03% higher than the industry
Average Returns/Yield of
Medical Care Facilities
Daily returns:
1
Weekly returns:
0.13%
Monthly returns:
0.64%
Yearly returns:
30.91%
Comparison of returns:
0.343046626
Classification:
Average annual returns/yield (last 3 years) is 34.30% above industry average
Results of T-Test of Returns:
MODV is a riskier investment compared to Nasdaq (IXIC)
Statistical test of Returns:
0.71
Volatility (measured by Standard Deviation)
Daily Volatility:
& ratio is 70.73% higher than the market/S&P 500 average
Weekly Volatility:
3.08%
Monthly Volatility:
6.89%
Yearly Volatility:
13.78%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
60.07%
-55.54%
Value at Risk Analysis (VaR)
Daily VaR:
Volatility in last five trading days has been -55.54% below long-term volatility
Weekly VaR:
-6.20%
Monthly VaR:
-13.86%
How Much Can the price of
Medical Care Facilities
Decline in a Recession?
Likely price decline in a recession:
Base case (decline):
Risk of crash in next 6/12 months: Very high (>70%)
Worst case (decline):
$79.68
This translates to price declining to:
-23%
This translates to price declining to:
>85%
Severe Crash Probability
-27.73%
What is Value at Risk (VaR)?
Risk Fundamentals
67.66%
MODV is a 95.70% riskier investment compared to the market/S&P 500 & is 67.66% riskier than Nasdaq (IXIC)
MODV is a 95.70% riskier investment compared to the market/S&P 500
Beta Examination of
Medical Care Facilities
0.805
Expected beta in 1 year's time:
0.669
Expected beta in 3 year's time:
0.57
Unlevered (debt free) Beta:
Beta in relation to market/S&P 500--0.81
Beta in relation to Nasdaq (XNAS):
Returns are, approximately, symmetrical
Beta in relation to all global stocks::
Beta is -24.55% below industry average
Beta Comparison & Analysis
Beta of competitors/peers::
0.242
-0.409
Average Industry Beta:
Beta is -40.89% lower than peers
-0.245455113
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
WACC is -8.23% below industry mean WACC
-85.21%
Alpha provided | Alpha Analysis
Alpha provided:
0.807
0.772
14.157
Analysis of Cost of Capital of
Medical Care Facilities
Equity cost of capital:
Alpha is 1416% higher than market/& is unsustainably high
-0.172
Unlevered (without debt) cost of capital:
Equity cost of capital is -17.15% below industry mean WACC
Before-tax cost of debt:
2.61%
After-tax cost of debt:
5.49%
Overall debt rating:
4.34%
Weighted average cost of capital (WACC):
5.49%
-8.23%
Key Per-Share Metrics & Analysis
Revenue per share:
-
Revenue growth rate per share of (3Y):
Price to sales ratio is -67.56% below the industry mean
-26.01%
EPS:
-
Expected Annual growth rate of EPS (3Y):
Price to free cash flow ratio is -78.48% lower than the industry
49.07%
Free cash flow (FCF) per share:
Price to book ratio is -38.24% below the industry mean
-
8.235386805
Debt per share
Debt repayment rate in last quarter: 0.00%
EBITDA per share
Each employee generates -51% less EBITDA than industry average revenue per employee
Valuation Analysis Today of
Medical Care Facilities
P/E Ratio:
Sustainable growth rate is -85.21% below industry average
P/E Ratio of Competitors/Peers:
70.58
0.003096253
-128.0590967
-1.808454867
$6.60
-
P/S (Price to Sales ratio):
$150.72
-0.675623035
P/B (Price to book value ratio):
Price to sales ratio is -67.56% below the industry mean
-
-0.784763098
Net income growth rate (3Y):
Annual revenue growth rate is -26.01% below industry average
-144.22%
Dividend Analysis
Net income growth rate is -144.22% 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:
219.60%
Net debt to equity ratio:
The remaining useful life of property plant & equipment is: 0.0 years
Debt to assets ratio:
39.10%
Net debt to assets ratio:
268.56%
-11.41%
Ability to repay debt:
Interest coverage ratio:
Debt-to-asset ratio is -11.41% below industry average
-0.91
Looking forward:
Debt growth rate:
1.9x
4.66%
0.00%
Analysis of Key Statistics
Correlation of price movement with the market:
8.185753667
Statistical significance of correlation:
-0.39%
Average Correlation of the industry with the market:
0.299
-30.84%
R Squared (percentage of price movement explained by movement of the market):
0.299
Correlation of price movement with Nasdaq (^IXIC):
0.089
Covariance of price movement with the market:
-0.074
Kurtosis
-0.133
6.942
Skewness of returns:
Returns have a significant fat-tails (leptokurtic), i.e., returns considerably higher or lower than the mean returns are more probable, compared to assets with normally distributed returns
0.178
Fundamental Analysis & Dupont Analysis of
Medical Care Facilities
Gross Profit Margin Ratio:
434.48M
Operating Profit Margin Ratio:
Net profit margin is -83.40% lower than the industry
-150.13%
Net Profit Margin Ratio:
434.48M
Effective Tax Rate:
-8.16%
-0.379853965
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
Return on assets (ROA) is -127.20% lower than the industry
-137.42%
Financial Leverage
Asset Turnover Ratio (ROA):
Operating profit margin is -150.13% lower than the industry
-127.20%
Financial Leverage:
Interest coverage ratio is -90.91% less than industry average
Current Ratio:
Return on equity (ROE) is -137.42% lower than the industry
-0.548850517
Cash Conversion Cycle (days):
$71.91
0.472644145
Current ratio is -54.89% below industry average
Stock based compensation to net income ratio:
Equity growth rate per share is 823.54% higher than the industry
In-depth Efficiency Analysis
Revenue generated per employee:
Cash conversion cycle is 47.26% above industry average
0.598401133
EBITDA generated per employee:
Each employee generates 60% more revenue than industry average revenue per employee
-0.514348877
Profit generated per employee:
$7.22
-123%
Free cash flow (FCF) generated per employee:
Each employee generates -123% less net income/profit than industry average revenue per employee
1.317497838
Assets/Capital per employee
Each employee generates 132% more free cash flow than industry average revenue per employee
1.317497838
Research & Development (R&D) Analysis
-
-
Competitors/Peer firms of
Medical Care Facilities
$135.16
AXSOME THERAPEUTICS, INC. (XNAS:AXSM)
HESKA CORPORATION (XNAS:HSKA)
IGM BIOSCIENCES, INC. (XNAS:IGMS)
SORRENTO THERAPEUTICS, INC. (XNAS:SRNE)
FULGENT GENETICS, INC. (XNAS:FLGT)
NGM BIOPHARMACEUTICALS, INC. (XNAS:NGM)
BLUEBIRD BIO, INC. (XNAS:BLUE)
REVOLUTION MEDICINES, INC. (XNAS:RVMD)
Current Analyst Ratings
-$1.82
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:
2.12B
1.68B
82%
-
293.20M
293.20M
-
65.44M
2.04B
-
56.06M
68.71M
20%
1.80M
- 62539.00K
3%
1.80M
Statement of Cash Flow
Date:
Period:
318.00K
Differed Income Tax :
23.95M
Stock Based Compensation :
- 6587.00K
Change in Working Capital :
2.05M
Accounts Receivables:
47.72M
Other Working Capital:
80.90M
Other Non-Cash Items:
2.82M
Net Cash Provided by Operating Activities:
1.62M
Investments in PP&E:
69.07M
Net Acquisitions:
- 8584.00K
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
194.06M
-
194.06M
280.92M
903.00K
33.18M
509.06M
99.86M
924.79M
470.72M
83.33M
-
25.23M
1.60B
-
2.11B
38.05M
9.86M
-
5.65M
559.39M
612.94M
1.01B
25.49M
1.12B
-
1.74B
20.00K
212.15M
-
Value
358.65M
-
376.20M
2.11B
-
1.02B
-
-
-
- 8584.00K
-
-
- 572.00K
-
1.14M
566.00K
-
61.05M
194.47M
133.42M
69.07M
- 8584.00K
Our Proprietary Portfolio Rating
Our Rating:
13.10182564
Price Forecast/Expected Price in Next 5 Years of
Medical Care Facilities
2023
2024
2025
2026
2027
109.4726682
$109.47
$115.40
$121.64
$128.22