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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
NRP
Primary Facts
Thermal Coal
Name:
-
Sector:
52.33M
Industry:
43.33
CEO:
Mr. Corbin Robertson
Total Employees:
Large Cap
Our Technological Advancement Rating
Our Rating:
-
Natural Resource Partners Unt (XNYS:NRP) In-Depth Stock/Fundamental/Options Analysis Today
Primary Targets/Price Insights
Previous Close ($) :
NATURAL RESOURCE PARTNERS UNT (XNYS:NRP)
One Month Price Target:
Six Month Price Target :
$43.45
Likely Price in One Year's Time:
Ticker:
$44.03
Likely Trading Range Today Under (Normal Volatility)
$43.62
Price Upper limit ($) :
$44.74
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
P49
This week:
$40.67
This month :
$37.39
Other Primary facts
Market Cap:
-
Market Cap Classification:
-
Number of Shares
IPO Date:
-
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
-18.44%
$31.45
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:
$49.89
14.37%
$36.77
$55.64
Medium risk (<10%) entry points
Buy Call
Sell Call
$46.79
Buy Put:
Sell Put:
$31.02
$39.87
$48.02
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
Thermal Coal
Sharpe Ratio:
NRP, is amongst the top 20% highest yielding stocks in terms of daily returns
Comparison:
5.02%
-0.033856943
Sharpe ratio is -3.39% lower than the industry
Average Returns/Yield of
Thermal Coal
Daily returns:
1
Weekly returns:
0.16%
Monthly returns:
0.79%
Yearly returns:
37.75%
Comparison of returns:
-0.437043574
Classification:
Average annual returns/yield (last 3 years) is -43.70% below industry average
Results of T-Test of Returns:
NRP is a riskier investment compared to Nasdaq (IXIC)
Statistical test of Returns:
0.38
Volatility (measured by Standard Deviation)
Daily Volatility:
& ratio is 112.76% higher than the market/S&P 500 average
Weekly Volatility:
3.06%
Monthly Volatility:
6.84%
Yearly Volatility:
13.69%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
59.67%
-65.92%
Value at Risk Analysis (VaR)
Daily VaR:
Volatility in last five trading days has been -65.92% below long-term volatility
Weekly VaR:
-6.13%
Monthly VaR:
-13.71%
How Much Can the price of
Thermal Coal
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):
$33.61
This translates to price declining to:
-22%
This translates to price declining to:
-94.96%
Severe Crash Probability
-27.41%
What is Value at Risk (VaR)?
Risk Fundamentals
65.74%
NRP is a 93.47% riskier investment compared to the market/S&P 500 & is 65.74% riskier than Nasdaq (IXIC)
NRP is a 93.47% riskier investment compared to the market/S&P 500
Beta Examination of
Thermal Coal
0.483
Expected beta in 1 year's time:
0.266
Expected beta in 3 year's time:
0.559
Unlevered (debt free) Beta:
Beta in relation to market/S&P 500--0.48
Beta in relation to Nasdaq (XNAS):
Returns are, approximately, symmetrical
Beta in relation to all global stocks::
Beta is -48.06% below industry average
Beta Comparison & Analysis
Beta of competitors/peers::
-
-0.399
Average Industry Beta:
Beta is -39.91% lower than peers
-0.480616801
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
WACC is -41.24% below industry mean WACC
-
Alpha provided | Alpha Analysis
Alpha provided:
0.790
-0.456
19.921
Analysis of Cost of Capital of
Thermal Coal
Equity cost of capital:
Alpha is 1992% higher than market/& is unsustainably high
-0.321
Unlevered (without debt) cost of capital:
Equity cost of capital is -32.15% below industry mean WACC
Before-tax cost of debt:
-
After-tax cost of debt:
4.59%
Overall debt rating:
3.63%
Weighted average cost of capital (WACC):
4.59%
-41.24%
Key Per-Share Metrics & Analysis
Revenue per share:
-
Revenue growth rate per share of (3Y):
Price to sales ratio is 94.40% above the industry mean
-137.95%
EPS:
One Hundred Fourteen Million Eight Hundred Five Thousand Eighty Dollars
Expected Annual growth rate of EPS (3Y):
-
-
Free cash flow (FCF) per share:
-
-
0.069285252
Debt per share
Debt repayment rate in last quarter: 4.23%
EBITDA per share
-
Valuation Analysis Today of
Thermal Coal
P/E Ratio:
-
P/E Ratio of Competitors/Peers:
-
-
61.95742696
-0.300648814
-
-
P/S (Price to Sales ratio):
-
0.944044219
P/B (Price to book value ratio):
Price to sales ratio is 94.40% above the industry mean
-
-
Net income growth rate (3Y):
Annual revenue growth rate is -137.95% below industry average
-38.32%
Dividend Analysis
Net income growth rate is -38.32% lower than the industry average net income growth rate
Dividend payout rate: 8.01%
$0.75
Previous Dividend: $0.75
Previous adjusted dividend: $0.75
Previous Dividend: $2.10
Expected next dividend best case: $0.83
Expected next dividend worst case: $0.67
Average dividend payment (long-term): $0.48
Average dividend increase/decrease (growth rate) % per period: 7.41%
Expected next dividend payment date: 22/08/2022
Expected next dividend record date: 15/08/2022
Expected next dividend declaration date: 08/03/2022
Previous dividend payment date: 24/05/2022
Previous dividend record date: 17/05/2022
Dividend History:
Previous dividend declaration date: 05/05/2022
2022-02-18--$0.45
2021-08-18--$0.45
2022-05-16--$0.75
2021-11-15--$0.45
2021-05-14--$0.45
-1.224053359
In-depth Debt & Leverage Analysis
Debt to equity ratio:
-
Net debt to equity ratio:
The remaining useful life of property plant & equipment is: 2.0 years
Debt to assets ratio:
29.27%
Net debt to assets ratio:
0.00%
-29.95%
Ability to repay debt:
Interest coverage ratio:
Debt-to-asset ratio is -29.95% below industry average
1.06
Looking forward:
Debt growth rate:
1.6x
0.00%
4.23%
Analysis of Key Statistics
Correlation of price movement with the market:
6.660183119
Statistical significance of correlation:
-0.36%
Average Correlation of the industry with the market:
0.247
-15.50%
R Squared (percentage of price movement explained by movement of the market):
0.247
Correlation of price movement with Nasdaq (^IXIC):
0.061
Covariance of price movement with the market:
0.08
Kurtosis
0.143
3.995
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
-0.210
Fundamental Analysis & Dupont Analysis of
Thermal Coal
Gross Profit Margin Ratio:
226.78M
Operating Profit Margin Ratio:
Net profit margin is 345.73% higher than the industry
449.53%
Net Profit Margin Ratio:
226.78M
Effective Tax Rate:
0.88%
-
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
Return on assets (ROA) is 461.38% higher than the industry
-
Financial Leverage
Asset Turnover Ratio (ROA):
Operating profit margin is 449.53% higher than the industry
461.38%
Financial Leverage:
Interest coverage ratio is 106.41% more than industry average
Current Ratio:
0.336232675
Cash Conversion Cycle (days):
-
0.256168136
Current ratio is 33.62% above industry average
Stock based compensation to net income ratio:
Equity growth rate per share is 6.93% higher than the industry
In-depth Efficiency Analysis
Revenue generated per employee:
Cash conversion cycle is 25.62% above industry average
-
EBITDA generated per employee:
-
-
Profit generated per employee:
-
-
Free cash flow (FCF) generated per employee:
-
-
Assets/Capital per employee
-
-
Research & Development (R&D) Analysis
-
-
Competitors/Peer firms of
Thermal Coal
$39.54
SAN JUAN BASIN UNT (XNYS:SJT)
Vista Energy SAB de CV (XNYS:VIST)
OVERSEAS SHIPHOLDING GROUP, INC. (XNYS:OSG)
PERMIAN BASIN ROYALTY UNT (XNYS:PBT)
NACCO INDUSTRIES, INC. (XNYS:NC)
SUMMIT MIDSTREAM PARTNERS UNT (XNYS:SMLP)
TSAKOS ENERGY NAVIGATION LIMITED (XNYS:TNP)
NSH
Current Analyst Ratings
$9.18
Strong buy�0%
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:
244.64M
17.85M
366%
-
17.72M
17.72M
-
34.49M
66.13M
-
19.15M
17.85M
335%
-
- 38290.00K
254%
-
Statement of Cash Flow
Date:
Period:
63.90M
Differed Income Tax :
-
Stock Based Compensation :
-
Change in Working Capital :
1.45M
Accounts Receivables:
- 16699.00K
Other Working Capital:
- 60.00K
Other Non-Cash Items:
- 9154.00K
Net Cash Provided by Operating Activities:
3.68M
Investments in PP&E:
52.33M
Net Acquisitions:
-
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
135.59M
-
135.59M
32.73M
-
3.51M
171.83M
457.97M
-
-
280.16M
-
36.31M
790.46M
-
962.29M
1.90M
39.05M
-
15.42M
11.85M
68.21M
378.16M
4.80M
422.09M
-
490.31M
-
-
5.8M
Value
52.21M
-
-
490.31M
-
417.21M
-
-
-
-
- 16697.00K
-
- 19579.00K
- 13172.00K
- 2813.00K
- 52261.00K
-
70.00K
135.59M
135.52M
52.33M
-
Our Proprietary Portfolio Rating
Our Rating:
-
Price Forecast/Expected Price in Next 5 Years of
Thermal Coal
2023
2024
2025
2026
2027
34.79988993
$34.80
$35.93
$37.09
$38.30