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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
OLLI
Primary Facts
Discount Stores
Name:
-
Sector:
30.66M
Industry:
54.95
CEO:
Mr. John Swygert
Total Employees:
Mid Cap
Our Technological Advancement Rating
Our Rating:
-0.03060652
-1.950804302
Ollie'S Bargain Outlet Holdings, Inc. (XNAS:OLLI) In-Depth Stock/Fundamental/Options Analysis Today
Primary Targets/Price Insights
Previous Close ($) :
OLLIE'S BARGAIN OUTLET HOLDINGS, INC. (XNAS:OLLI)
One Month Price Target:
Six Month Price Target :
$55.2
Likely Price in One Year's Time:
Ticker:
$56.47
Likely Trading Range Today Under (Normal Volatility)
$55.27
Price Upper limit ($) :
$57.99
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
P530
This week:
$51.19
This month :
$46.54
Other Primary facts
Market Cap:
62.59M
Market Cap Classification:
3.46B
Number of Shares
IPO Date:
D
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
-20.47%
$38.13
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:
$64.45
15.66%
$45.45
$72.41
Medium risk (<10%) entry points
Buy Call
Sell Call
$60.15
Buy Put:
Sell Put:
$37.49
$49.75
$61.86
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
Discount Stores
Sharpe Ratio:
OLLI, is amongst the top 60% highest yielding stocks in terms of daily returns
Comparison:
2.32%
-0.821440405
Sharpe ratio is -82.14% lower than the industry
Average Returns/Yield of
Discount Stores
Daily returns:
1
Weekly returns:
0.02%
Monthly returns:
0.11%
Yearly returns:
5.45%
Comparison of returns:
-0.592033818
Classification:
Average annual returns/yield (last 3 years) is -59.20% below industry average
Results of T-Test of Returns:
OLLI is a riskier investment compared to Nasdaq (IXIC)
Statistical test of Returns:
0.62
Volatility (measured by Standard Deviation)
Daily Volatility:
& is -81.84% lower than the market/S&P 500 average
Weekly Volatility:
3.34%
Monthly Volatility:
7.48%
Yearly Volatility:
14.96%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
65.20%
-48.62%
Value at Risk Analysis (VaR)
Daily VaR:
Volatility in last five trading days has been -48.62% below long-term volatility
Weekly VaR:
-6.85%
Monthly VaR:
-15.31%
How Much Can the price of
Discount Stores
Decline in a Recession?
Likely price decline in a recession:
Base case (decline):
Risk of crash in next 6/12 months: Medium (<50%)
Worst case (decline):
$40.21
This translates to price declining to:
-27%
This translates to price declining to:
>85%
Severe Crash Probability
-30.62%
What is Value at Risk (VaR)?
Risk Fundamentals
85.13%
OLLI is a 116.10% riskier investment compared to the market/S&P 500 & is 85.13% riskier than Nasdaq (IXIC)
OLLI is a 116.10% riskier investment compared to the market/S&P 500
Beta Examination of
Discount Stores
0.825
Expected beta in 1 year's time:
0.681
Expected beta in 3 year's time:
0.675
Unlevered (debt free) Beta:
Beta in relation to market/S&P 500--0.82
Beta in relation to Nasdaq (XNAS):
Returns are, approximately, symmetrical
Beta in relation to all global stocks::
Beta is 17.62% above industry average
Beta Comparison & Analysis
Beta of competitors/peers::
0.696
0.313
Average Industry Beta:
Beta is 31.28% higher than peers
0.176175727
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
WACC is 17.72% above industry mean WACC
-32.19%
Alpha provided | Alpha Analysis
Alpha provided:
0.955
-1.621
-2.134
Analysis of Cost of Capital of
Discount Stores
Equity cost of capital:
Alpha is -213% below the market average
0.106
Unlevered (without debt) cost of capital:
Equity cost of capital is 10.64% above industry mean WACC
Before-tax cost of debt:
7.42%
After-tax cost of debt:
0.04%
Overall debt rating:
0.03%
Weighted average cost of capital (WACC):
0.04%
17.72%
Key Per-Share Metrics & Analysis
Revenue per share:
-
Revenue growth rate per share of (3Y):
Price to sales ratio is 93.78% above the industry mean
71.61%
EPS:
One Hundred Eleven Million Eight Hundred Sixty-Six Thousand Fifty Dollars
Expected Annual growth rate of EPS (3Y):
Price to free cash flow ratio is -56.36% lower than the industry
-78.83%
Free cash flow (FCF) per share:
Price to book ratio is -55.47% below the industry mean
-
-
Debt per share
Debt repayment rate in last quarter: 0.06%
EBITDA per share
Each employee generates 38% more EBITDA than industry average revenue per employee
Valuation Analysis Today of
Discount Stores
P/E Ratio:
Sustainable growth rate is -32.19% below industry average
P/E Ratio of Competitors/Peers:
36.79
0.586069825
41.52346318
0.323348194
-
-
P/S (Price to Sales ratio):
$27.28
0.937751455
P/B (Price to book value ratio):
Price to sales ratio is 93.78% above the industry mean
-
-0.563636807
Net income growth rate (3Y):
Annual revenue growth rate is 71.61% above the industry average
62.39%
Dividend Analysis
Net income growth rate is 62.39% 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:
-5.35%
Net debt to equity ratio:
The remaining useful life of property plant & equipment is: 1.5 years
Debt to assets ratio:
-3.63%
Net debt to assets ratio:
24.23%
-74.85%
Ability to repay debt:
Interest coverage ratio:
Debt-to-asset ratio is -74.85% below industry average
3.55
Looking forward:
Debt growth rate:
1.2x
596.52%
0.06%
Analysis of Key Statistics
Correlation of price movement with the market:
13.57972099
Statistical significance of correlation:
-0.55%
Average Correlation of the industry with the market:
0.461
-6.56%
R Squared (percentage of price movement explained by movement of the market):
0.461
Correlation of price movement with Nasdaq (^IXIC):
0.212
Covariance of price movement with the market:
-0.048
Kurtosis
-0.093
4.628
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
-0.360
Fundamental Analysis & Dupont Analysis of
Discount Stores
Gross Profit Margin Ratio:
639.96M
Operating Profit Margin Ratio:
Net profit margin is 31.67% higher than the industry
72.70%
Net Profit Margin Ratio:
639.96M
Effective Tax Rate:
1.76%
-0.11023197
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
Return on assets (ROA) is -27.73% lower than the industry
-65.74%
Financial Leverage
Asset Turnover Ratio (ROA):
Operating profit margin is 72.70% higher than the industry
-27.73%
Financial Leverage:
Interest coverage ratio is 355.16% more than industry average
Current Ratio:
Return on equity (ROE) is -65.74% lower than the industry
1.494239903
Cash Conversion Cycle (days):
$5.37
-1.035457264
Current ratio is 149.42% above industry average
Stock based compensation to net income ratio:
-
In-depth Efficiency Analysis
Revenue generated per employee:
Cash conversion cycle is -103.55% below industry average
-0.026013065
EBITDA generated per employee:
Each employee generates -3% less revenue than industry average revenue per employee
0.383518744
Profit generated per employee:
$2.81
58%
Free cash flow (FCF) generated per employee:
Each employee generates 58% more net income/profit than industry average revenue per employee
5.090847773
Assets/Capital per employee
Each employee generates 509% more free cash flow than industry average revenue per employee
5.090847773
Research & Development (R&D) Analysis
-
-
Competitors/Peer firms of
Discount Stores
$84.25
INTER PARFUMS, INC. (XNAS:IPAR)
J & J SNACK FOODS CORP. (XNAS:JJSF)
KRISPY KREME, INC. (XNAS:DNUT)
HOSTESS BRANDS, INC. (XNAS:TWNK)
GRAND CANYON EDUCATION, INC. (XNAS:LOPE)
Grocery Outlet Holding Corp. (XNAS:GO)
CENTRAL GARDEN & PET COMPANY (XNAS:CENT)
CENTRAL GARDEN & PET COMPANY (XNAS:CENTA)
Current Analyst Ratings
$1.79
Strong buy�13%
Buy�17%
Hold�17%
Sell�0%
Strong sell�0%
Income Statement
Period:
4/30/2022
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:
1.71B
1.07B
150%
-
-
459.52M
-
22.02M
1.55B
-
147.00K
25.70M
41%
35.42M
- 343.00K
34%
35.42M
Statement of Cash Flow
Date:
Period:
55.22M
Differed Income Tax :
5.86M
Stock Based Compensation :
753.00K
Change in Working Capital :
2.02M
Accounts Receivables:
- 23766.00K
Other Working Capital:
- 27311.00K
Other Non-Cash Items:
578.23M
Net Cash Provided by Operating Activities:
37.00K
Investments in PP&E:
40.12M
Net Acquisitions:
- 9463.00K
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
4/30/2021
2022
Q1
472.17M
-
472.17M
363.00K
355.19M
5.53M
833.25M
532.47M
444.85M
230.56M
-
-
2.37M
1.21B
-
2.04B
90.38M
61.92M
34.06M
10.35M
92.38M
255.02M
336.01M
4.00K
401.83M
-
656.85M
66.00K
781.49M
- 104236.0K
Value
481.54M
709.33M
1.39B
2.04B
-
397.92M
-
-
51.00K
- 9412.00K
- 191.00K
-
- 9579.00K
-
4.10M
- 5670.00K
-
25.04M
472.17M
447.13M
40.12M
- 9463.00K
Our Proprietary Portfolio Rating
Our Rating:
-360.5566195
Price Forecast/Expected Price in Next 5 Years of
Discount Stores
2023
2024
2025
2026
2027
67.90097743
$67.90
$71.66
$75.63
$79.83