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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
NTUS
Primary Facts
Medical Devices
Name:
-
Sector:
7.84M
Industry:
32.93
CEO:
Mr. Jonathan Kennedy
Total Employees:
Small Cap
Our Technological Advancement Rating
Our Rating:
0.219274887
0.126781789
Natus Medical Incorporated (XNAS:NTUS) In-Depth Stock/Fundamental/Options Analysis Today
Primary Targets/Price Insights
Previous Close ($) :
NATUS MEDICAL INCORPORATED (XNAS:NTUS)
One Month Price Target:
Six Month Price Target :
$32.97
Likely Price in One Year's Time:
Ticker:
$33.19
Likely Trading Range Today Under (Normal Volatility)
$33.12
Price Upper limit ($) :
$33.44
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
P282
This week:
$30.95
This month :
$28.51
Other Primary facts
Market Cap:
34.58M
Market Cap Classification:
1.14B
Number of Shares
IPO Date:
B
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
-17.26%
$24.09
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:
$37.90
28.64%
$27.96
$42.11
Medium risk (<10%) entry points
Buy Call
Sell Call
$35.63
Buy Put:
Sell Put:
$23.75
$30.23
$36.53
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
Medical Devices
Sharpe Ratio:
NTUS, is amongst the top 60% highest yielding stocks in terms of daily returns
Comparison:
1.51%
-0.057305196
Sharpe ratio is -5.73% lower than the industry
Average Returns/Yield of
Medical Devices
Daily returns:
1
Weekly returns:
0.05%
Monthly returns:
0.25%
Yearly returns:
12.23%
Comparison of returns:
-0.203810686
Classification:
Average annual returns/yield (last 3 years) is -20.38% below industry average
Results of T-Test of Returns:
NTUS is a riskier investment compared to Nasdaq (IXIC)
Statistical test of Returns:
0.88
Volatility (measured by Standard Deviation)
Daily Volatility:
& is -37.36% lower than the market/S&P 500 average
Weekly Volatility:
2.95%
Monthly Volatility:
6.59%
Yearly Volatility:
13.19%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
57.48%
-
Value at Risk Analysis (VaR)
Daily VaR:
-
Weekly VaR:
-6.00%
Monthly VaR:
-13.43%
How Much Can the price of
Medical Devices
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):
$25.30
This translates to price declining to:
-23%
This translates to price declining to:
-93.02%
Severe Crash Probability
-26.85%
What is Value at Risk (VaR)?
Risk Fundamentals
62.37%
NTUS is a 89.53% riskier investment compared to the market/S&P 500 & is 62.37% riskier than Nasdaq (IXIC)
NTUS is a 89.53% riskier investment compared to the market/S&P 500
Beta Examination of
Medical Devices
0.232
Expected beta in 1 year's time:
0.633
Expected beta in 3 year's time:
0.413
Unlevered (debt free) Beta:
Beta in relation to market/S&P 500--0.23
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 -78.24% below industry average
Beta Comparison & Analysis
Beta of competitors/peers::
0.23
-0.752
Average Industry Beta:
Beta is -75.23% lower than peers
-0.782404658
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
WACC is -37.61% below industry mean WACC
-69.23%
Alpha provided | Alpha Analysis
Alpha provided:
0.584
0.524
4.768
Analysis of Cost of Capital of
Medical Devices
Equity cost of capital:
Alpha is 477% higher than market/& is unsustainably high
-0.546
Unlevered (without debt) cost of capital:
Equity cost of capital is -54.64% below industry mean WACC
Before-tax cost of debt:
4.70%
After-tax cost of debt:
13.40%
Overall debt rating:
10.59%
Weighted average cost of capital (WACC):
13.40%
-37.61%
Key Per-Share Metrics & Analysis
Revenue per share:
-
Revenue growth rate per share of (3Y):
Price to sales ratio is -74.42% below the industry mean
-103.30%
EPS:
-
Expected Annual growth rate of EPS (3Y):
-
-
Free cash flow (FCF) per share:
Price to book ratio is -69.17% below the industry mean
Growth rate in R&D investment/expenditure is 6108.36% higher than the industry
-
Debt per share
Debt repayment rate in last quarter: 7.21%
EBITDA per share
Each employee generates 457% more EBITDA than industry average revenue per employee
Valuation Analysis Today of
Medical Devices
P/E Ratio:
Sustainable growth rate is -69.23% below industry average
P/E Ratio of Competitors/Peers:
88.22
-0.637756785
-
-
$1.30
-
P/S (Price to Sales ratio):
$13.83
-0.744218953
P/B (Price to book value ratio):
Price to sales ratio is -74.42% below the industry mean
-
-
Net income growth rate (3Y):
Annual revenue growth rate is -103.30% below industry average
-261.13%
Dividend Analysis
Net income growth rate is -261.13% 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:
-17.18%
Net debt to equity ratio:
The remaining useful life of property plant & equipment is: 6.7 years
Debt to assets ratio:
-13.03%
Net debt to assets ratio:
1.34%
-97.39%
Ability to repay debt:
Interest coverage ratio:
Debt-to-asset ratio is -97.39% below industry average
1.66
Looking forward:
Debt growth rate:
1.0x
-132.79%
7.21%
Analysis of Key Statistics
Correlation of price movement with the market:
9.442417828
Statistical significance of correlation:
-0.46%
Average Correlation of the industry with the market:
0.347
-25.78%
R Squared (percentage of price movement explained by movement of the market):
0.347
Correlation of price movement with Nasdaq (^IXIC):
0.12
Covariance of price movement with the market:
0.041
Kurtosis
0.071
17.694
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
1.382
Fundamental Analysis & Dupont Analysis of
Medical Devices
Gross Profit Margin Ratio:
272.60M
Operating Profit Margin Ratio:
Net profit margin is -115.53% lower than the industry
-128.70%
Net Profit Margin Ratio:
272.60M
Effective Tax Rate:
20.65%
-0.341931192
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
Return on assets (ROA) is -166.24% lower than the industry
-130.03%
Financial Leverage
Asset Turnover Ratio (ROA):
Operating profit margin is -128.70% lower than the industry
-166.24%
Financial Leverage:
Interest coverage ratio is 166.34% more than industry average
Current Ratio:
Return on equity (ROE) is -130.03% lower than the industry
-0.606938809
Cash Conversion Cycle (days):
$0.17
-0.123326659
Current ratio is -60.69% below industry average
Stock based compensation to net income ratio:
-
In-depth Efficiency Analysis
Revenue generated per employee:
Cash conversion cycle is -12.33% below industry average
-0.093505932
EBITDA generated per employee:
Each employee generates -9% less revenue than industry average revenue per employee
4.565445694
Profit generated per employee:
$1.41
-130%
Free cash flow (FCF) generated per employee:
Each employee generates -130% less net income/profit than industry average revenue per employee
-1.393998496
Assets/Capital per employee
Each employee generates -139% less free cash flow than industry average revenue per employee
-1.393998496
Research & Development (R&D) Analysis
-8.14%
61.08359963
Competitors/Peer firms of
Medical Devices
$26.68
NKARTA, INC. (XNAS:NKTX)
VAXCYTE, INC. (XNAS:PCVX)
Trean Insurance Group Inc (XNAS:TIG)
BLACK DIAMOND THERAPEUTICS, INC. (XNAS:BDTX)
IKENA ONCOLOGY, INC. (XNAS:IKNA)
Connect Biopharma Holdings Ltd (XNAS:CNTB)
AMPHASTAR PHARMACEUTICALS INC (XNAS:AMPH)
SUTRO BIOPHARMA, INC. (XNAS:STRO)
Current Analyst Ratings
-
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:
478.30M
205.70M
228%
55.49M
50.71M
167.30M
116.59M
16.83M
445.32M
86.00K
1.37M
27.51M
41%
7.18M
- 3574.00K
17%
7.18M
Statement of Cash Flow
Date:
Period:
1.90M
Differed Income Tax :
6.67M
Stock Based Compensation :
-
Change in Working Capital :
2.62M
Accounts Receivables:
- 3970.00K
Other Working Capital:
- 1957.00K
Other Non-Cash Items:
1.83M
Net Cash Provided by Operating Activities:
1.67M
Investments in PP&E:
8.90M
Net Acquisitions:
- 1062.00K
Purchases of Investments:
- 572.00K
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
84.29M
-
84.29M
103.71M
72.24M
26.53M
286.77M
29.42M
148.30M
59.82M
-
23.55M
20.23M
281.32M
-
568.08M
34.34M
4.48M
-
26.85M
47.19M
112.86M
5.76M
17.13M
24.33M
-
137.19M
359.32M
86.39M
- 14814.0K
Value
239.62M
-
430.89M
568.08M
-
10.24M
-
-
-
- 1634.00K
- 447.00K
-
-
-
2.96M
2.52M
- 1089.00K
8.69M
84.29M
75.60M
8.90M
- 1062.00K
Our Proprietary Portfolio Rating
Our Rating:
1.700052594
Price Forecast/Expected Price in Next 5 Years of
Medical Devices
2023
2024
2025
2026
2027
25.080682
$25.08
$25.47
$25.87
$26.27