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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
MRTN
Primary Facts
Trucking
Name:
-
Sector:
28.02M
Industry:
19.4
CEO:
Mr. Randolph Marten
Total Employees:
Small Cap
Our Technological Advancement Rating
Our Rating:
-0.255868773
-0.935746017
Marten Transport, Ltd. (XNAS:MRTN) In-Depth Stock/Fundamental/Options Analysis Today
Primary Targets/Price Insights
Previous Close ($) :
MARTEN TRANSPORT, LTD. (XNAS:MRTN)
One Month Price Target:
Six Month Price Target :
$19.5
Likely Price in One Year's Time:
Ticker:
$20.01
Likely Trading Range Today Under (Normal Volatility)
$19.5
Price Upper limit ($) :
$20.63
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
P367
This week:
$18.38
This month :
$17.13
Other Primary facts
Market Cap:
81.02M
Market Cap Classification:
1.53B
Number of Shares
IPO Date:
D
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
-10.53%
$14.86
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:
$21.94
22.35%
$16.86
$24.11
Medium risk (<10%) entry points
Buy Call
Sell Call
$20.76
Buy Put:
Sell Put:
$14.69
$18.04
$21.23
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
Trucking
Sharpe Ratio:
MRTN, is amongst the top 40% highest yielding stocks in terms of daily returns
Comparison:
3.20%
-0.164910364
Sharpe ratio is -16.49% lower than the industry
Average Returns/Yield of
Trucking
Daily returns:
1
Weekly returns:
0.08%
Monthly returns:
0.39%
Yearly returns:
18.74%
Comparison of returns:
-0.404766924
Classification:
Average annual returns/yield (last 3 years) is -40.48% below industry average
Results of T-Test of Returns:
MRTN is a riskier investment compared to Nasdaq (IXIC)
Statistical test of Returns:
0.89
Volatility (measured by Standard Deviation)
Daily Volatility:
& ratio is 17.38% higher than the market/S&P 500 average
Weekly Volatility:
2.59%
Monthly Volatility:
5.79%
Yearly Volatility:
11.57%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
50.45%
-45.78%
Value at Risk Analysis (VaR)
Daily VaR:
Volatility in last five trading days has been -45.78% below long-term volatility
Weekly VaR:
-5.24%
Monthly VaR:
-11.71%
How Much Can the price of
Trucking
Decline in a Recession?
Likely price decline in a recession:
Base case (decline):
Risk of crash in next 6/12 months: High (50-70%)
Worst case (decline):
$15.56
This translates to price declining to:
-20%
This translates to price declining to:
-81.13%
Severe Crash Probability
-23.42%
What is Value at Risk (VaR)?
Risk Fundamentals
41.61%
MRTN is a 65.30% riskier investment compared to the market/S&P 500 & is 41.61% riskier than Nasdaq (IXIC)
MRTN is a 65.30% riskier investment compared to the market/S&P 500
Beta Examination of
Trucking
0.941
Expected beta in 1 year's time:
0.714
Expected beta in 3 year's time:
0.654
Unlevered (debt free) Beta:
Beta in relation to market/S&P 500--0.94
Beta in relation to Nasdaq (XNAS):
Returns are right (positive) skewed; mean returns are greater than median and mode returns
Beta in relation to all global stocks::
Beta is -31.86% below industry average
Beta Comparison & Analysis
Beta of competitors/peers::
0.94
-0.184
Average Industry Beta:
Beta is -18.43% lower than peers
-0.318586849
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
-
-76.46%
Alpha provided | Alpha Analysis
Alpha provided:
0.925
-0.515
5.823
Analysis of Cost of Capital of
Trucking
Equity cost of capital:
Alpha is 582% higher than market/& is unsustainably high
-0.239
Unlevered (without debt) cost of capital:
Equity cost of capital is -23.90% below industry mean WACC
Before-tax cost of debt:
9.59%
After-tax cost of debt:
-
Overall debt rating:
-
Weighted average cost of capital (WACC):
-
-
Key Per-Share Metrics & Analysis
Revenue per share:
-
Revenue growth rate per share of (3Y):
Price to sales ratio is -91.73% below the industry mean
-71.51%
EPS:
Ninety-Three Million Four Hundred Eighteen Thousand Four Hundred Forty Dollars
Expected Annual growth rate of EPS (3Y):
-
-71.67%
Free cash flow (FCF) per share:
Price to book ratio is -28.77% below the industry mean
-
5.953712357
Debt per share
Debt repayment rate in last quarter: 0.00%
EBITDA per share
Each employee generates 12% more EBITDA than industry average revenue per employee
Valuation Analysis Today of
Trucking
P/E Ratio:
Sustainable growth rate is -76.46% below industry average
P/E Ratio of Competitors/Peers:
15.3
-0.074877114
18.85112375
0.029116368
-
-
P/S (Price to Sales ratio):
$12.81
-0.917268673
P/B (Price to book value ratio):
Price to sales ratio is -91.73% below the industry mean
-
-
Net income growth rate (3Y):
Annual revenue growth rate is -71.51% below industry average
832.78%
Dividend Analysis
Net income growth rate is 832.78% higher than the average industry net income growth rate
Dividend payout rate: 5.24%
$0.06
Previous Dividend: $0.06
Previous adjusted dividend: $0.06
Previous Dividend: $0.70
Expected next dividend best case: $0.22
Expected next dividend worst case: -$0.10
Average dividend payment (long-term): $0.13
Average dividend increase/decrease (growth rate) % per period: 229.87%
Expected next dividend payment date: 28/09/2022
Expected next dividend record date: 14/09/2022
-
Previous dividend payment date: 30/06/2022
Previous dividend record date: 16/06/2022
Dividend History:
-
2022-03-16--$0.06
2021-09-17--$0.50
2022-06-15--$0.06
2021-12-10--$0.04
2021-06-15--$0.04
3.934549589
In-depth Debt & Leverage Analysis
Debt to equity ratio:
-10.20%
Net debt to equity ratio:
The remaining useful life of property plant & equipment is: 2.4 years
Debt to assets ratio:
-7.48%
Net debt to assets ratio:
0.05%
-99.92%
Ability to repay debt:
Interest coverage ratio:
Debt-to-asset ratio is -99.92% below industry average
-
Looking forward:
Debt growth rate:
1.0x
-195.17%
0.00%
Analysis of Key Statistics
Correlation of price movement with the market:
11.64960967
Statistical significance of correlation:
-0.36%
Average Correlation of the industry with the market:
0.407
-9.88%
R Squared (percentage of price movement explained by movement of the market):
0.407
Correlation of price movement with Nasdaq (^IXIC):
0.166
Covariance of price movement with the market:
-0.027
Kurtosis
-0.041
13.057
Skewness of returns:
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
1.455
Fundamental Analysis & Dupont Analysis of
Trucking
Gross Profit Margin Ratio:
197.31M
Operating Profit Margin Ratio:
Net profit margin is -100.81% lower than the industry
-101.06%
Net Profit Margin Ratio:
197.31M
Effective Tax Rate:
0.39%
0.025703006
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
Return on assets (ROA) is 57.59% higher than the industry
-12.20%
Financial Leverage
Asset Turnover Ratio (ROA):
Operating profit margin is -101.06% lower than the industry
57.59%
Financial Leverage:
-
Current Ratio:
Return on equity (ROE) is -12.20% lower than the industry
-0.518649841
Cash Conversion Cycle (days):
$0.00
0.050136771
Current ratio is -51.86% below industry average
Stock based compensation to net income ratio:
Equity growth rate per share is 595.37% higher than the industry
In-depth Efficiency Analysis
Revenue generated per employee:
Cash conversion cycle is 5.01% above industry average
-0.017297008
EBITDA generated per employee:
Each employee generates -2% less revenue than industry average revenue per employee
0.116523871
Profit generated per employee:
$2.80
1%
Free cash flow (FCF) generated per employee:
Each employee generates 1% more net income/profit than industry average revenue per employee
0.292139554
Assets/Capital per employee
Each employee generates 29% more free cash flow than industry average revenue per employee
0.292139554
Research & Development (R&D) Analysis
-
-
Competitors/Peer firms of
Trucking
$33.13
COLUMBUS MCKINNON CORPORATION (XNAS:CMCO)
PRIMORIS SERVICES CORPORATION (XNAS:PRIM)
OMEGA FLEX, INC. (XNAS:OFLX)
Oxford Square Capital Corp. (XNAS:OXSQL)
HEARTLAND EXPRESS, INC. (XNAS:HTLD)
ECHO ENERGY PLC (XLON:ECHO)
CONSTRUCTION PARTNERS, INC. (XNAS:ROAD)
KFORCE INC. (XNAS:KFRC)
Current Analyst Ratings
$1.14
Strong buy�4%
Buy�0%
Hold�13%
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:
1.04B
840.57M
76%
-
51.78M
51.78M
-
40.83M
933.18M
-
-
103.02M
88%
28.63M
40.00K
48%
28.63M
Statement of Cash Flow
Date:
Period:
27.53M
Differed Income Tax :
26.14M
Stock Based Compensation :
1.76M
Change in Working Capital :
369.00K
Accounts Receivables:
- 12882.00K
Other Working Capital:
5.57M
Other Non-Cash Items:
-
Net Cash Provided by Operating Activities:
- 2978.00K
Investments in PP&E:
39.94M
Net Acquisitions:
- 11918.00K
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
66.53M
-
66.53M
131.13M
-
22.38M
220.03M
663.82M
-
-
-
-
1.55M
665.36M
-
885.40M
29.16M
-
-
-
80.22M
109.38M
336.00K
-
127.25M
-
236.64M
819.00K
587.69M
-
Value
92.61M
60.26M
648.76M
885.40M
-
336.00K
-
-
12.33M
409.00K
-
-
- 25000.00K
- 4975.00K
- 842.00K
- 30817.00K
-
9.53M
66.53M
57.00M
39.94M
- 11918.00K
Our Proprietary Portfolio Rating
Our Rating:
-20.27091153
Price Forecast/Expected Price in Next 5 Years of
Trucking
2023
2024
2025
2026
2027
25.92723892
$25.93
$27.57
$29.31
$31.16