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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
NOTV
Primary Facts
Diagnostics & Research
Name:
-
Sector:
- 6798.00K
Industry:
20.31
CEO:
Mr. Robert Leasure
Total Employees:
Small Cap
Our Technological Advancement Rating
Our Rating:
0.184108799
-0.752881726
Inotiv, Inc. (XNAS:NOTV) In-Depth Stock/Fundamental/Options Analysis Today
Primary Targets/Price Insights
Previous Close ($) :
INOTIV, INC. (XNAS:NOTV)
One Month Price Target:
Six Month Price Target :
$20.62
Likely Price in One Year's Time:
Ticker:
$22.16
Likely Trading Range Today Under (Normal Volatility)
$20.59
Price Upper limit ($) :
$24.
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
P61
This week:
$17.94
This month :
$15.01
Other Primary facts
Market Cap:
25.59M
Market Cap Classification:
523.38M
Number of Shares
IPO Date:
D
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
-31.68%
$9.71
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:
$26.12
38.38%
$14.50
$31.29
Medium risk (<10%) entry points
Buy Call
Sell Call
$23.33
Buy Put:
Sell Put:
$9.33
$17.29
$24.43
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
Diagnostics & Research
Sharpe Ratio:
NOTV, is amongst the top 20% highest yielding stocks in terms of daily returns
Comparison:
2.52%
1.59801886
Sharpe ratio is 159.80% higher than the industry
Average Returns/Yield of
Diagnostics & Research
Daily returns:
1
Weekly returns:
0.39%
Monthly returns:
1.97%
Yearly returns:
94.34%
Comparison of returns:
2.3792134
Classification:
Average annual returns/yield (last 3 years) is 237.92% above industry average
Results of T-Test of Returns:
NOTV is a riskier investment compared to Nasdaq (IXIC)
Statistical test of Returns:
0.11
Volatility (measured by Standard Deviation)
Daily Volatility:
& ratio is 187.02% higher than the market/S&P 500 average
Weekly Volatility:
5.87%
Monthly Volatility:
13.13%
Yearly Volatility:
26.27%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
114.49%
-87.64%
Value at Risk Analysis (VaR)
Daily VaR:
Volatility in last five trading days has been -87.64% below long-term volatility
Weekly VaR:
-11.67%
Monthly VaR:
-26.09%
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: Very high (>70%)
Worst case (decline):
$11.86
This translates to price declining to:
-42%
This translates to price declining to:
>85%
Severe Crash Probability
-52.19%
What is Value at Risk (VaR)?
Risk Fundamentals
215.54%
NOTV is a 268.32% riskier investment compared to the market/S&P 500 & is 215.54% riskier than Nasdaq (IXIC)
NOTV is a 268.32% riskier investment compared to the market/S&P 500
Beta Examination of
Diagnostics & Research
2.707
Expected beta in 1 year's time:
0.418
Expected beta in 3 year's time:
1.348
Unlevered (debt free) Beta:
Beta in relation to market/S&P 500--2.71
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 129.17% above industry average
Beta Comparison & Analysis
Beta of competitors/peers::
1.923
0.857
Average Industry Beta:
Beta is 85.65% higher than peers
1.291700763
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
WACC is 91.39% above industry mean WACC
-60.44%
Alpha provided | Alpha Analysis
Alpha provided:
1.906
3.356
46.243
Analysis of Cost of Capital of
Diagnostics & Research
Equity cost of capital:
Alpha is 4624% higher than market/& is unsustainably high
0.930
Unlevered (without debt) cost of capital:
Equity cost of capital is 92.98% above industry mean WACC
Before-tax cost of debt:
15.41%
After-tax cost of debt:
4.68%
Overall debt rating:
3.70%
Weighted average cost of capital (WACC):
4.68%
91.39%
Key Per-Share Metrics & Analysis
Revenue per share:
-
Revenue growth rate per share of (3Y):
Price to sales ratio is -80.29% below the industry mean
6.24%
EPS:
-
Expected Annual growth rate of EPS (3Y):
-
781.34%
Free cash flow (FCF) per share:
Price to book ratio is -99.30% below the industry mean
Growth rate in R&D investment/expenditure is 3086.38% higher than the industry
-
Debt per share
Debt repayment rate in last quarter: 12.64%
EBITDA per share
Each employee generates -436% less EBITDA than industry average revenue per employee
Valuation Analysis Today of
Diagnostics & Research
P/E Ratio:
Sustainable growth rate is -60.44% below industry average
P/E Ratio of Competitors/Peers:
38.16
0.026472984
-120.0798656
-1.169137431
-
-
P/S (Price to Sales ratio):
$10.84
-0.802884276
P/B (Price to book value ratio):
Price to sales ratio is -80.29% below the industry mean
-
-
Net income growth rate (3Y):
Annual revenue growth rate is 6.24% above the industry average
1577.55%
Dividend Analysis
Net income growth rate is 1577.55% higher than the average industry 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:
41.05%
Net debt to equity ratio:
The remaining useful life of property plant & equipment is: 4.3 years
Debt to assets ratio:
24.17%
Net debt to assets ratio:
46.38%
-43.80%
Ability to repay debt:
Interest coverage ratio:
Debt-to-asset ratio is -43.80% below industry average
-0.85
Looking forward:
Debt growth rate:
1.4x
416.02%
12.64%
Analysis of Key Statistics
Correlation of price movement with the market:
3.194681437
Statistical significance of correlation:
-0.60%
Average Correlation of the industry with the market:
0.121
-75.14%
R Squared (percentage of price movement explained by movement of the market):
0.121
Correlation of price movement with Nasdaq (^IXIC):
0.015
Covariance of price movement with the market:
-0.015
Kurtosis
-0.052
7.885
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
0.726
Fundamental Analysis & Dupont Analysis of
Diagnostics & Research
Gross Profit Margin Ratio:
82.01M
Operating Profit Margin Ratio:
Net profit margin is -75.29% lower than the industry
-90.11%
Net Profit Margin Ratio:
82.01M
Effective Tax Rate:
-24.83%
-0.368803543
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
Return on assets (ROA) is -97.15% lower than the industry
-162.13%
Financial Leverage
Asset Turnover Ratio (ROA):
Operating profit margin is -90.11% lower than the industry
-97.15%
Financial Leverage:
Interest coverage ratio is -85.42% less than industry average
Current Ratio:
Return on equity (ROE) is -162.13% lower than the industry
-0.672544551
Cash Conversion Cycle (days):
$10.71
3.392786927
Current ratio is -67.25% below industry average
Stock based compensation to net income ratio:
-
In-depth Efficiency Analysis
Revenue generated per employee:
Cash conversion cycle is 339.28% above industry average
0.377133305
EBITDA generated per employee:
Each employee generates 38% more revenue than industry average revenue per employee
-4.36210681
Profit generated per employee:
-$2.13
-992%
Free cash flow (FCF) generated per employee:
Each employee generates -992% less net income/profit than industry average revenue per employee
4.774922903
Assets/Capital per employee
Each employee generates 477% more free cash flow than industry average revenue per employee
4.774922903
Research & Development (R&D) Analysis
-57.37%
30.86379466
Competitors/Peer firms of
Diagnostics & Research
$46.98
SPERO THERAPEUTICS, INC. (XNAS:SPRO)
QUOTIENT LIMITED (XNAS:QTNT)
PUMA BIOTECHNOLOGY, INC. (XNAS:PBYI)
ONCORUS, INC. (XNAS:ONCR)
BEYONDSPRING INC. (XNAS:BYSI)
GAMIDA CELL LTD (XNAS:GMDA)
CLEARPOINT NEURO, INC. (XNAS:CLPT)
VIRACTA THERAPEUTICS, INC. (XNAS:VIRX)
Current Analyst Ratings
-$3.23
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:
277.49M
195.49M
122%
222.00K
54.20M
63.71M
9.51M
17.13M
276.55M
-
13.34M
19.98M
-47%
- 10762.00K
- 57969.00K
-93%
- 10762.00K
Statement of Cash Flow
Date:
Period:
- 83047.00K
Differed Income Tax :
6.04M
Stock Based Compensation :
- 14281.00K
Change in Working Capital :
19.16M
Accounts Receivables:
8.59M
Other Working Capital:
4.49M
Other Non-Cash Items:
16.95M
Net Cash Provided by Operating Activities:
62.40M
Investments in PP&E:
- 1143.00K
Net Acquisitions:
-
Purchases of Investments:
- 227022.00K
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
12/31/2021
2022
Q1
42.42M
-
42.42M
74.80M
36.07M
20.98M
174.26M
157.35M
451.81M
215.13M
-
-
5.34M
829.63M
-
1.00B
28.14M
10.92M
1.89M
44.53M
23.50M
107.08M
274.14M
2.10M
306.40M
-
413.48M
6.05M
- 94426.00K
137.0K
Value
81.07M
-
591.02M
1.00B
-
285.05M
-
-
- 5371.00K
- 232393.00K
- 39663.00K
-
-
-
159.13M
119.47M
-
- 114070.00K
42.85M
156.92M
- 1143.00K
- 5655.00K
Our Proprietary Portfolio Rating
Our Rating:
-7.076111906
Price Forecast/Expected Price in Next 5 Years of
Diagnostics & Research
2023
2024
2025
2026
2027
24.07536
$24.08
$28.46
$33.63
$39.75