_edited.png)
RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
Mongodb, Inc. (XNAS:MDB) In-Depth Stock/Fundamental/Options Analysis Today
Primary Facts
MDB
Name:
MONGODB, INC. (XNAS:MDB)
Sector:
9.59M
Industry:
Software�Infrastructure
CEO:
Mr. Dev Ittycheria
Total Employees:
3,544
Our Technological Advancement Rating
Our Rating:
B
Technological advancement compared to industry is -38.04% lower
ANALYSIS OF ALL CRITICAL FACTORS & RISKS RELATED TO THE STOCK & FUNDAMENTAL/LONG-TERM ANALYSIS OF MONGODB, INC.(MDB) AS PER DATA ANALYSIS OF LAST 3 YEARS AND COMPARISON WITH COMPETITORS/PEERS, AND SOFTWARE�INFRASTRUCTURE INDUSTRY. DATE: 07/09/2022
Primary Targets/Price Insights
Previous Close ($) :
244.87
One Month Price Target:
$246.2
Six Month Price Target :
$252.85
Likely Price in One Year's Time:
Ticker:
$260.83
Likely Trading Range Today Under (Normal Volatility)
$243.49
Price Upper limit ($) :
$247.2
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
$222.86
This week:
$195.66
This month :
$146.45
Other Primary facts
Market Cap:
16.35B
Market Cap Classification:
Mid Cap
Number of Shares
IPO Date:
68.71M
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
26.33%
-25.32%
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:
$346.90
$299.44
$142.84
$190.30
Medium risk (<10%) entry points
Buy Call
Sell Call
$284.00
Buy Put:
Sell Put:
$273.87
$205.61
$215.87
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
MDB
Sharpe Ratio:
4.14%
Comparison:
MDB, is amongst the top 20% stocks with highest risk-adjusted returns
Sharpe ratio is 153.21% higher than the industry
& ratio is 81.63% higher than the market/S&P 500 average
Average Returns/Yield of
MDB
Daily returns:
0.19%
Weekly returns:
0.97%
Monthly returns:
3.88%
Yearly returns:
14.38%
Comparison of returns:
Average annual returns/yield (last 3 years) is 223.60% above industry average
Classification:
MDB, is amongst the top 20% highest yielding stocks in terms of daily returns
Results of T-Test of Returns:
0.54
Statistical test of Returns:
MDB has yielded returns statistically similar to the market
Volatility (measured by Standard Deviation)
Daily Volatility:
4.47%
Weekly Volatility:
10.00%
Monthly Volatility:
19.99%
Yearly Volatility:
69.26%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
12.56%
Volatility in last five trading days has been 180.93% above long-term volatility
Value at Risk Analysis (VaR)
Daily VaR:
-8.99%
Weekly VaR:
-20.10%
Monthly VaR:
-40.19%
How Much Can the price of
MDB
Decline in a Recession?
Likely price decline in a recession:
Base case (decline):
-33%
Worst case (decline):
>85%
This translates to price declining to:
$163.29
This translates to price declining to:
$36.73
Severe Crash Probability
Risk of crash in next 6/12 months: Very high (>70%)
What is Value at Risk (VaR)?
Risk Fundamentals
MDB is a 183.69% riskier investment compared to the market/S&P 500 & is 143.04% riskier than Nasdaq (IXIC)
Risk (measured by volatility) is 34.18% above industry average
Overall, it is amongst the top 50% most risky stocks
Beta Examination of
MDB
Beta in relation to market/S&P 500--0.97
Expected beta in 1 year's time:
1.377
Expected beta in 3 year's time:
1.948
Unlevered (debt free) Beta:
-0.261
Beta in relation to Nasdaq (XNAS):
1.536
Beta in relation to all global stocks::
0.792
Beta Comparison & Analysis
Beta of competitors/peers::
1.35
Beta is -28.19% lower than peers
Average Industry Beta:
1.112
Beta is -12.77% below industry average
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
-
-
Alpha provided | Alpha Analysis
Alpha provided:
0.368
Alpha is 915.84% above industry average alpha yield
Alpha is 2339% higher than market/& is unsustainably high
Analysis of Cost of Capital of
MDB
Equity cost of capital:
0.098
Equity cost of capital is -9.03% below industry mean WACC
Unlevered (without debt) cost of capital:
-2.64%
Before-tax cost of debt:
0.40%
After-tax cost of debt:
0.32%
Overall debt rating:
Highest AAA investment grade
Weighted average cost of capital (WACC):
0.32%
WACC is -83.65% below industry mean WACC
Key Per-Share Metrics & Analysis
Revenue per share:
$14.23
Revenue growth rate per share of (3Y):
-62.69
Annual revenue growth rate is -26.44% below industry average
EPS:
-$4.84
Expected Annual growth rate of EPS (3Y):
35.72%
Expected future EPS growth rate is 18.57% higher than the Software�Infrastructure industry
Free cash flow (FCF) per share:
-
-
-
Debt per share
$18.02
EBITDA per share
-$4.18
Valuation Analysis Today of
MDB
P/E Ratio:
-
P/E Ratio of Competitors/Peers:
27.27
-
-
MDB is -177.55% undervalued if valued using industry average P/E ratio
-
-
P/S (Price to Sales ratio):
17.21
Price to sales ratio is 56.70% above the industry mean
P/B (Price to book value ratio):
-62.69
-
-
Net income growth rate (3Y):
11.40%
Net income growth rate is -99.87% lower than the industry average net income growth rate
Dividend Analysis
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Dividend History:
--$0.00
--$0.00
--$0.00
--$0.00
--$0.00
--$0.00
-
In-depth Debt & Leverage Analysis
Debt to equity ratio:
-461.43%
Net debt to equity ratio:
-312.15%
Debt to assets ratio:
89.89%
Net debt to assets ratio:
60.81%
Debt-to-asset ratio is 28.91% above industry average
Ability to repay debt:
Interest coverage ratio:
-57.3
Interest coverage ratio is -72.85% less than industry average
Looking forward:
Debt growth rate:
-17.81%
Annual debt growth is -117% lower than industry average debt growth rate
Debt repayment rate in last quarter: 2.27%
Analysis of Key Statistics
Correlation of price movement with the market:
0.483
Statistical significance of correlation:
MDB has a statistically significant correlation with the market
Average Correlation of the industry with the market:
0.48
Stock price is 0.60% more correlated with the market, compared to the industry average correlation
R Squared (percentage of price movement explained by movement of the market):
0.48
Correlation of price movement with Nasdaq (^IXIC):
-0.017
Covariance of price movement with the market:
-0.043
Kurtosis
4.978
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
Skewness of returns:
0.292
Returns are, approximately, symmetrical
Fundamental Analysis & Dupont Analysis of
MDB
Gross Profit Margin Ratio:
283%
Operating Profit Margin Ratio:
-31.08%
Operating profit margin is 161.89% higher than the industry
Net Profit Margin Ratio:
283%
Effective Tax Rate:
-2.07%
Effective tax rate is -106.61% lower than the industry
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
119.30%
Return on equity (ROE) is 11.76% higher than the industry
Financial Leverage
Asset Turnover Ratio (ROA):
-23.24%
Return on assets (ROA) is 513.71% higher than the industry
Financial Leverage:
9.9x
Current Ratio:
3.33
Current ratio is 43.25% above industry average
Cash Conversion Cycle (days):
77.5
Cash conversion cycle is -31.13% below industry average
The remaining useful life of property plant & equipment is: 15.2 years
Stock based compensation to net income ratio:
-15.90%
In-depth Efficiency Analysis
Revenue generated per employee:
275.8K
Each employee generates -30% less revenue than industry average revenue per employee
EBITDA generated per employee:
- 81.0K
Each employee generates -224% less EBITDA than industry average revenue per employee
Profit generated per employee:
- 90.3K
Each employee generates -531% less net income/profit than industry average revenue per employee
Free cash flow (FCF) generated per employee:
2.7K
Each employee generates -86% less free cash flow than industry average revenue per employee
Assets/Capital per employee
79.5K
Each employee generates -86% less free cash flow than industry average revenue per employee
Research & Development (R&D) Analysis
Research & development (R&D) investment growth rate-- 37.66%
Growth rate in R&D investment/expenditure is -1552.39% lower than the industry
Competitors/Peer firms of
MDB
ZEBRA TECHNOLOGIES CORPORATION (XNAS:ZBRA)
ON SEMICONDUCTOR CORPORATION (XNAS:ON)
MXIM
CDW CORPORATION (XNAS:CDW)
DOCUSIGN, INC. (XNAS:DOCU)
OKTA, INC. (XNAS:OKTA)
VERISIGN, INC. (XNAS:VRSN)
TERADYNE, INC. (XNAS:TER)
ANSYS, INC. (XNAS:ANSS)
Current Analyst Ratings
Strong buy�8%
Buy�4%
Hold�17%
Sell�0%
Strong sell�0%
Overall analyst sentiment is: Hold
Income Statement
Period:
TTM
Date:
4/30/22
Revenue:
977.58M
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:
283.18M
694.40M
340.44M
133.55M
657.82M
524.27M
-
998.26M
1.71M
5.01M
21.67M
- 286991.00K
- 303858.00K
- 320168.00K
- 313669.00K
6.50M
- 320168.00K
Statement of Cash Flow
Date:
Period:
5.77M
Differed Income Tax :
- 1585.00K
Stock Based Compensation :
50.91M
Change in Working Capital :
15.84M
Accounts Receivables:
35.15M
Other Working Capital:
3.87M
Other Non-Cash Items:
3.27M
Net Cash Provided by Operating Activities:
10.22M
Investments in PP&E:
- 627.00K
Net Acquisitions:
- 4469.00K
Purchases of Investments:
- 102415.00K
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):
4/30/21
2022
Q1
407.06M
527.99M
935.04M
100.65M
-
60.33M
1.10B
105.93M
57.78M
27.49M
-
1.01M
89.41M
281.61M
-
1.38B
4.36M
6.43M
-
231.04M
86.85M
328.68M
1.24B
61.65M
1.32B
-
1.65B
62.00K
- 946760.00K
- 760.0K
679.09M
April 30, 2021 at 6:00:00 AM
1.28B
- 268364.00K
1.38B
-
1.24B
837.7M
100.00M
-
- 7511.00K
- 28793.00K
-
-
-
3.54M
- 25254.00K
- 94.00K
- 22642.00K
407.58M
430.22M
10.22M
- 627.00K
9.59M
Our Proprietary Portfolio Rating
Our Rating:
D
Price Forecast/Expected Price in Next 5 Years of
MDB
2023
2024
2025
2026
2027
$199.74
$212.76
$226.63
$241.40
$257.13