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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
MTD
Primary Facts
Diagnostics & Research
Name:
-
Sector:
71.69M
Industry:
1195.02
CEO:
Mr. Oliver Filliol
Total Employees:
Large Cap
Our Technological Advancement Rating
Our Rating:
0.465399245
-0.375322316
Mettler-Toledo International Inc. (XNYS:MTD) In-Depth Stock/Fundamental/Options Analysis Today
Primary Targets/Price Insights
Previous Close ($) :
METTLER-TOLEDO INTERNATIONAL INC. (XNYS:MTD)
One Month Price Target:
Six Month Price Target :
$1202.69
Likely Price in One Year's Time:
Ticker:
$1241.06
Likely Trading Range Today Under (Normal Volatility)
$1200.41
Price Upper limit ($) :
$1287.1
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
P551
This week:
$1143.63
This month :
$1080.11
Other Primary facts
Market Cap:
22.51M
Market Cap Classification:
27.52B
Number of Shares
IPO Date:
D
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
-10.58%
$965.21
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:
$1,322.58
11.42%
$1,067.46
$1,433.26
Medium risk (<10%) entry points
Buy Call
Sell Call
$1,262.92
Buy Put:
Sell Put:
$956.78
$1,127.12
$1,286.55
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
Diagnostics & Research
Sharpe Ratio:
MTD, is amongst the top 40% highest yielding stocks in terms of daily returns
Comparison:
2.52%
0.476679918
Sharpe ratio is 47.67% higher than the industry
Average Returns/Yield of
Diagnostics & Research
Daily returns:
1
Weekly returns:
0.09%
Monthly returns:
0.44%
Yearly returns:
21.19%
Comparison of returns:
-0.240862333
Classification:
Average annual returns/yield (last 3 years) is -24.09% below industry average
Results of T-Test of Returns:
MTD is a riskier investment compared to Nasdaq (IXIC)
Statistical test of Returns:
0.30
Volatility (measured by Standard Deviation)
Daily Volatility:
& ratio is 63.14% higher than the market/S&P 500 average
Weekly Volatility:
2.14%
Monthly Volatility:
4.78%
Yearly Volatility:
9.56%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
41.65%
-84.68%
Value at Risk Analysis (VaR)
Daily VaR:
Volatility in last five trading days has been -84.68% below long-term volatility
Weekly VaR:
-4.30%
Monthly VaR:
-9.62%
How Much Can the price of
Diagnostics & Research
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):
$1,003.92
This translates to price declining to:
-16%
This translates to price declining to:
-66.62%
Severe Crash Probability
-19.23%
What is Value at Risk (VaR)?
Risk Fundamentals
16.28%
MTD is a 35.73% riskier investment compared to the market/S&P 500 & is 16.28% riskier than Nasdaq (IXIC)
MTD is a 35.73% riskier investment compared to the market/S&P 500
Beta Examination of
Diagnostics & Research
1.147
Expected beta in 1 year's time:
0.689
Expected beta in 3 year's time:
0.786
Unlevered (debt free) Beta:
Beta in relation to market/S&P 500--1.15
Beta in relation to Nasdaq (XNAS):
Returns are, approximately, symmetrical
Beta in relation to all global stocks::
Beta is -2.94% below industry average
Beta Comparison & Analysis
Beta of competitors/peers::
0.064
0.444
Average Industry Beta:
Beta is 44.42% higher than peers
-0.029379398
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
WACC is -31.59% below industry mean WACC
462.33%
Alpha provided | Alpha Analysis
Alpha provided:
1.111
-0.389
6.486
Analysis of Cost of Capital of
Diagnostics & Research
Equity cost of capital:
Alpha is 649% higher than market/& is unsustainably high
-0.021
Unlevered (without debt) cost of capital:
Equity cost of capital is -2.11% below industry mean WACC
Before-tax cost of debt:
0.61%
After-tax cost of debt:
2.41%
Overall debt rating:
1.90%
Weighted average cost of capital (WACC):
2.41%
-31.59%
Key Per-Share Metrics & Analysis
Revenue per share:
-
Revenue growth rate per share of (3Y):
Price to sales ratio is -25.74% below the industry mean
-67.94%
EPS:
Seven Hundred Seventy-Two Million Four Hundred Eighty Thousand Eight Hundred Dollars
Expected Annual growth rate of EPS (3Y):
Price to free cash flow ratio is 4.70% higher than the industry
-52.32%
Free cash flow (FCF) per share:
Price to book ratio is 153.77% above the industry mean
Growth rate in R&D investment/expenditure is -1276.01% lower than the industry
-
Debt per share
Debt repayment rate in last quarter: 21.31%
EBITDA per share
Each employee generates 142% more EBITDA than industry average revenue per employee
Valuation Analysis Today of
Diagnostics & Research
P/E Ratio:
Sustainable growth rate is 462.33% above industry average
P/E Ratio of Competitors/Peers:
33.67
-0.094367025
1266.229172
-0.056237191
$10,389,798,145.37
-
P/S (Price to Sales ratio):
$169.34
-0.257418804
P/B (Price to book value ratio):
Price to sales ratio is -25.74% below the industry mean
-
0.046961201
Net income growth rate (3Y):
Annual revenue growth rate is -67.94% below industry average
-127.80%
Dividend Analysis
Net income growth rate is -127.80% 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:
2075.38%
Net debt to equity ratio:
The remaining useful life of property plant & equipment is: 6.4 years
Debt to assets ratio:
52.30%
Net debt to assets ratio:
2089.19%
8.34%
Ability to repay debt:
Interest coverage ratio:
Debt-to-asset ratio is 8.34% above industry average
-1.90
Looking forward:
Debt growth rate:
2.1x
-74.89%
21.31%
Analysis of Key Statistics
Correlation of price movement with the market:
27.08220631
Statistical significance of correlation:
-0.27%
Average Correlation of the industry with the market:
0.719
47.44%
R Squared (percentage of price movement explained by movement of the market):
0.719
Correlation of price movement with Nasdaq (^IXIC):
0.517
Covariance of price movement with the market:
-0.005
Kurtosis
-0.006
3.901
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
-0.134
Fundamental Analysis & Dupont Analysis of
Diagnostics & Research
Gross Profit Margin Ratio:
2.22B
Operating Profit Margin Ratio:
Net profit margin is -118.50% lower than the industry
-123.85%
Net Profit Margin Ratio:
2.22B
Effective Tax Rate:
0.57%
-0.020500945
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
Return on assets (ROA) is -108.76% lower than the industry
4365.06%
Financial Leverage
Asset Turnover Ratio (ROA):
Operating profit margin is -123.85% lower than the industry
-108.76%
Financial Leverage:
Interest coverage ratio is -189.61% less than industry average
Current Ratio:
Return on equity (ROE) is 4365.06% higher than the industry
-0.757613514
Cash Conversion Cycle (days):
$78.50
-0.531450638
Current ratio is -75.76% below industry average
Stock based compensation to net income ratio:
-
In-depth Efficiency Analysis
Revenue generated per employee:
Cash conversion cycle is -53.15% below industry average
-0.344043789
EBITDA generated per employee:
Each employee generates -34% less revenue than industry average revenue per employee
1.42165535
Profit generated per employee:
$50.38
218%
Free cash flow (FCF) generated per employee:
Each employee generates 218% more net income/profit than industry average revenue per employee
-3.111893653
Assets/Capital per employee
Each employee generates -311% less free cash flow than industry average revenue per employee
-3.111893653
Research & Development (R&D) Analysis
21.17%
-12.76007185
Competitors/Peer firms of
Diagnostics & Research
$1,998.28
VEEVA SYSTEMS INC. (XNYS:VEEV)
RESMED INC. (XNYS:RMD)
Koninklijke Philips NV (XNYS:PHG)
Alcon Inc. (XNYS:ALC)
WEST PHARMACEUTICAL SERVICES, INC. (XNYS:WST)
AMERISOURCEBERGEN CORPORATION (XNYS:ABC)
Takeda Pharmaceutical Company Limited (XNYS:TAK)
LABORATORY CORPORATION OF AMERICA HOLDINGS (XNYS:LH)
Current Analyst Ratings
$34.06
Strong buy�13%
Buy�4%
Hold�33%
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:
3.81B
1.59B
233%
173.52M
-
957.54M
-
65.80M
2.79B
-
45.11M
111.71M
119%
183.63M
- 45641.00K
102%
183.63M
Statement of Cash Flow
Date:
Period:
174.00M
Differed Income Tax :
28.48M
Stock Based Compensation :
- 1096.00K
Change in Working Capital :
4.51M
Accounts Receivables:
- 115061.00K
Other Working Capital:
- 15396.00K
Other Non-Cash Items:
-
Net Cash Provided by Operating Activities:
-
Investments in PP&E:
90.84M
Net Acquisitions:
- 19151.00K
Purchases of Investments:
- 9704.00K
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):
Value
3/31/2022
2022
Q1
116.95M
-
116.95M
617.88M
446.49M
128.57M
1.31B
787.47M
650.12M
305.08M
-
38.92M
264.71M
2.05B
-
3.36B
259.35M
105.26M
148.93M
215.68M
507.12M
1.09B
1.77B
352.19M
2.18B
-
3.27B
448.00K
6.03B
- 250874.0K
Value
1.20B
- 5695877.00K
84.57M
3.36B
-
1.87B
-
-
21.74M
- 7112.00K
- 478479.00K
-
- 275000.00K
-
688.99M
- 64485.00K
- 855.00K
18.39M
116.95M
98.56M
90.84M
- 19151.00K
Our Proprietary Portfolio Rating
Our Rating:
-58.7268631
Price Forecast/Expected Price in Next 5 Years of
Diagnostics & Research
2023
2024
2025
2026
2027
1484.947797
$1,484.95
$1,599.37
$1,722.60
$1,855.33