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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
Mondelez International, Inc. (XNAS:MDLZ) In-Depth Stock/Fundamental/Options Analysis Today
Primary Facts
MDLZ
Name:
Mondelez International, Inc. (XNAS:MDLZ)
Sector:
964.00M
Industry:
Confectioners
CEO:
Mr. Dirk Van De Put
Total Employees:
79,000
Our Technological Advancement Rating
Our Rating:
B
Technological advancement compared to industry is 0.00% lower
ANALYSIS OF ALL CRITICAL FACTORS & RISKS RELATED TO THE STOCK & FUNDAMENTAL/LONG-TERM ANALYSIS OF MONDELEZ INTERNATIONAL, INC.(MDLZ) AS PER DATA ANALYSIS OF LAST 3 YEARS AND COMPARISON WITH COMPETITORS/PEERS, AND CONFECTIONERS INDUSTRY. DATE: 07/09/2022
Primary Targets/Price Insights
Previous Close ($) :
60.73
One Month Price Target:
$60.94
Six Month Price Target :
$61.97
Likely Price in One Year's Time:
Ticker:
$63.21
Likely Trading Range Today Under (Normal Volatility)
$60.59
Price Upper limit ($) :
$60.91
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
$58.78
This week:
$56.38
This month :
$52.03
Other Primary facts
Market Cap:
82.23B
Market Cap Classification:
Large Cap
Number of Shares
IPO Date:
1.37B
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
11.28%
-11.43%
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:
$69.76
$65.61
$51.70
$55.85
Medium risk (<10%) entry points
Buy Call
Sell Call
$64.27
Buy Put:
Sell Put:
$63.38
$57.18
$58.08
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
MDLZ
Sharpe Ratio:
1.32%
Comparison:
MDLZ, is amongst the top 60% stocks with highest risk-adjusted returns
Sharpe ratio is -48.61% lower than the industry
& is -41.99% lower than the market/S&P 500 average
Average Returns/Yield of
MDLZ
Daily returns:
0.03%
Weekly returns:
0.15%
Monthly returns:
0.59%
Yearly returns:
12.32%
Comparison of returns:
Average annual returns/yield (last 3 years) is -42.18% below industry average
Classification:
MDLZ, is amongst the top 60% highest yielding stocks in terms of daily returns
Results of T-Test of Returns:
0.58
Statistical test of Returns:
MDLZ has yielded returns statistically similar to the market
Volatility (measured by Standard Deviation)
Daily Volatility:
1.57%
Weekly Volatility:
3.52%
Monthly Volatility:
7.04%
Yearly Volatility:
24.39%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
1.01%
Volatility in last five trading days has been -35.74% below long-term volatility
Value at Risk Analysis (VaR)
Daily VaR:
-3.20%
Weekly VaR:
-7.16%
Monthly VaR:
-14.33%
How Much Can the price of
MDLZ
Decline in a Recession?
Likely price decline in a recession:
Base case (decline):
-12%
Worst case (decline):
-49.64%
This translates to price declining to:
$53.24
This translates to price declining to:
$30.58
Severe Crash Probability
Risk of crash in next 6/12 months: Medium (<50%)
What is Value at Risk (VaR)?
Risk Fundamentals
MDLZ is a 1.14% riskier investment compared to the market/S&P 500 & is -13.36% less risky than Nasdaq(IXIC)
Risk (measured by volatility) is -3.14% below industry average
Overall, it is amongst the top 50% most risky stocks
Beta Examination of
MDLZ
Beta in relation to market/S&P 500--0.61
Expected beta in 1 year's time:
0.548
Expected beta in 3 year's time:
0.775
Unlevered (debt free) Beta:
0.41
Beta in relation to Nasdaq (XNAS):
0.531
Beta in relation to all global stocks::
0.612
Beta Comparison & Analysis
Beta of competitors/peers::
0.805
Beta is -24.47% lower than peers
Average Industry Beta:
0.475
Beta is 27.90% above industry average
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
8.84%
Sustainable growth rate is -56.29% below industry average
Alpha provided | Alpha Analysis
Alpha provided:
-0.002
Alpha is -103.25% below industry average alpha yield
Alpha is -12% below the market average
Analysis of Cost of Capital of
MDLZ
Equity cost of capital:
0.073
Equity cost of capital is 14.18% above industry mean WACC
Unlevered (without debt) cost of capital:
4.94%
Before-tax cost of debt:
1.77%
After-tax cost of debt:
1.40%
Overall debt rating:
Highest AAA investment grade
Weighted average cost of capital (WACC):
1.40%
WACC is 20.15% above industry mean WACC
Key Per-Share Metrics & Analysis
Revenue per share:
$21.34
Revenue growth rate per share of (3Y):
2.95
Annual revenue growth rate is -19.54% below industry average
EPS:
$2.98
Expected Annual growth rate of EPS (3Y):
4.29%
Expected future EPS growth rate is -30.33% lower than the Confectioners industry
Free cash flow (FCF) per share:
$2.43
Balance sheet equity growth per share: 38.21%
Equity growth rate per share is 15.82% higher than the industry
Debt per share
$13.75
EBITDA per share
$4.99
Valuation Analysis Today of
MDLZ
P/E Ratio:
22.04
P/E Ratio of Competitors/Peers:
21.07
P/E ratio is 4.60% higher than main peers & is -7.57% lower than the industry
Stock price/value with industry average P/E ratio: $71.05
MDLZ is -14.53% undervalued if valued using industry average P/E ratio
Share value as per dividend discount (DDM) model: $50.50
Present value of the expected future dividends only: $27.76
P/S (Price to Sales ratio):
2.85
Price to sales ratio is -24.50% below the industry mean
P/B (Price to book value ratio):
2.95
Price to free cash flow: 25.01
Price to free cash flow ratio is 20.02% higher than the industry
Net income growth rate (3Y):
30.83%
Net income growth rate is -1.03% lower than the industry average net income growth rate
Dividend Analysis
Dividend payout rate: 11.71%
Dividend yeild: 2.31%
Previous Dividend: $0.35
Previous adjusted dividend: $0.35
Previous Dividend: $1.40
Expected next dividend best case: $0.37
Expected next dividend worst case: $0.33
Average dividend payment (long-term): $0.32
Average dividend increase/decrease (growth rate) % per period: 2.16%
Expected next dividend payment date: 10/12/2022
Expected next dividend record date: 28/09/2022
-
Previous dividend payment date: 14/07/2022
Previous dividend record date: 30/06/2022
-
Dividend History:
2022-06-29--$0.35
2021-12-30--$0.35
2021-06-29--$0.32
2022-03-30--$0.35
2021-09-29--$0.35
2021-03-30--$0.32
Dividend growth rate is -78.58% lower than the industry average
In-depth Debt & Leverage Analysis
Debt to equity ratio:
66.94%
Net debt to equity ratio:
64.86%
Debt to assets ratio:
27.73%
Net debt to assets ratio:
26.86%
Debt-to-asset ratio is -57.77% below industry average
Ability to repay debt:
Interest coverage ratio:
19.17
Interest coverage ratio is 14.40% more than industry average
Looking forward:
Debt growth rate:
-2.66%
Annual debt growth is -160% lower than industry average debt growth rate
Debt repayment rate in last quarter: 10.90%
Analysis of Key Statistics
Correlation of price movement with the market:
0.728
Statistical significance of correlation:
MDLZ has a statistically significant correlation with the market
Average Correlation of the industry with the market:
0.665
Stock price is 9.38% more correlated with the market, compared to the industry average correlation
R Squared (percentage of price movement explained by movement of the market):
0.665
Correlation of price movement with Nasdaq (^IXIC):
0.035
Covariance of price movement with the market:
0.032
Kurtosis
12.931
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:
0.121
Returns are, approximately, symmetrical
Fundamental Analysis & Dupont Analysis of
MDLZ
Gross Profit Margin Ratio:
154%
Operating Profit Margin Ratio:
30.00%
Operating profit margin is 90.84% higher than the industry
Net Profit Margin Ratio:
154%
Effective Tax Rate:
28.16%
Effective tax rate is 25.90% higher than the industry
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
14.89%
Return on equity (ROE) is -60.71% lower than the industry
Financial Leverage
Asset Turnover Ratio (ROA):
6.17%
Return on assets (ROA) is -40.11% lower than the industry
Financial Leverage:
1.4x
Current Ratio:
0.68
Current ratio is -16.78% below industry average
Cash Conversion Cycle (days):
-86.2
Cash conversion cycle is -189.77% below industry average
The remaining useful life of property plant & equipment is: 9.9 years
Stock based compensation to net income ratio:
0.57%
In-depth Efficiency Analysis
Revenue generated per employee:
370.2K
Each employee generates -21% less revenue than industry average revenue per employee
EBITDA generated per employee:
86.6K
Each employee generates -25% less EBITDA than industry average revenue per employee
Profit generated per employee:
53.1K
Each employee generates -29% less net income/profit than industry average revenue per employee
Free cash flow (FCF) generated per employee:
12.2K
Each employee generates -44% less free cash flow than industry average revenue per employee
Assets/Capital per employee
738.9K
Each employee generates -44% less free cash flow than industry average revenue per employee
Research & Development (R&D) Analysis
-
-
Competitors/Peer firms of
MDLZ
MONSTER BEVERAGE CORPORATION (XNAS:MNST)
THE KRAFT HEINZ COMPANY (XNAS:KHC)
DOLLAR TREE, INC. (XNAS:DLTR)
NEWELL BRANDS INC. (XNAS:NWL)
CASEY'S GENERAL STORES, INC. (XNAS:CASY)
Innovator Lddrd Alloc PB (BATS:BUFF)
PILGRIM'S PRIDE CORPORATION (XNAS:PPC)
COCA-COLA CONSOLIDATED, INC. (XNAS:COKE)
HELEN OF TROY LIMITED (XNAS:HELE)
Current Analyst Ratings
Strong buy�17%
Buy�54%
Hold�17%
Sell�0%
Strong sell�0%
Overall analyst sentiment is: Buy
Income Statement
Period:
TTM
Date:
3/31/22
Revenue:
29.25B
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:
17.98B
11.27B
-
-
6.39B
-
128.00M
6.52B
-
357.00M
1.10B
6.84B
8.77B
4.19B
4.22B
1.19B
4.19B
Statement of Cash Flow
Date:
Period:
275.00M
Differed Income Tax :
- 70000.00K
Stock Based Compensation :
24.00M
Change in Working Capital :
- 134000.00K
Accounts Receivables:
-
Other Working Capital:
- 59000.00K
Other Non-Cash Items:
175.00M
Net Cash Provided by Operating Activities:
1.13B
Investments in PP&E:
-
Net Acquisitions:
- 1352000.00K
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):
3/31/22
2022
Q1
1.95B
-
1.95B
3.69B
2.84B
1.14B
9.62B
9.67B
22.62B
18.83B
5.26B
561.00M
1.44B
58.38B
-
67.99B
7.24B
1.36B
-
-
5.50B
14.10B
18.85B
3.30B
25.68B
-
39.78B
-
31.16B
- 10425000.0K
-
March 31, 2022 at 6:00:00 AM
24.50B
28.16B
67.94B
-
20.21B
18.3B
-
- 89000.00K
- 1441000.00K
- 2306000.00K
-
- 751000.00K
- 491000.00K
2.27B
- 1280000.00K
- 10000.00K
- 1600000.00K
1.95B
3.55B
1.13B
- 167000.00K
964.00M
Our Proprietary Portfolio Rating
Our Rating:
B
Price Forecast/Expected Price in Next 5 Years of
MDLZ
2023
2024
2025
2026
2027
$73.00
$75.98
$79.08
$82.31
$85.67