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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
OLPX
Primary Facts
Specialty Retail
Name:
-
Sector:
71.48M
Industry:
12.44
CEO:
Total Employees:
Mid Cap
Our Technological Advancement Rating
Our Rating:
0.438369773
-3.098990477
Olaplex Holdings, Inc. (XNAS:OLPX) In-Depth Stock/Fundamental/Options Analysis Today
Primary Targets/Price Insights
Previous Close ($) :
OLAPLEX HOLDINGS, INC. (XNAS:OLPX)
One Month Price Target:
Six Month Price Target :
$12.57
Likely Price in One Year's Time:
Ticker:
$13.2
Likely Trading Range Today Under (Normal Volatility)
$12.58
Price Upper limit ($) :
$13.95
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
P140
This week:
$11.31
This month :
$9.9
Other Primary facts
Market Cap:
649.09M
Market Cap Classification:
7.91B
Number of Shares
IPO Date:
A
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
-12.71%
$7.36
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:
$15.37
14.54%
$9.51
$17.72
Medium risk (<10%) entry points
Buy Call
Sell Call
$14.11
Buy Put:
Sell Put:
$7.16
$10.77
$14.61
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
Specialty Retail
Sharpe Ratio:
OLPX, is amongst the top 40% lowest yielding stocks in terms of daily returns
Comparison:
2.86%
-2.647695199
Sharpe ratio is -264.77% lower than the industry
Average Returns/Yield of
Specialty Retail
Daily returns:
1
Weekly returns:
-0.20%
Monthly returns:
-0.98%
Yearly returns:
-47.04%
Comparison of returns:
-2.34713055
Classification:
Average annual returns/yield (last 3 years) is -234.71% below industry average
Results of T-Test of Returns:
OLPX is a riskier investment compared to Nasdaq (IXIC)
Statistical test of Returns:
0.42
Volatility (measured by Standard Deviation)
Daily Volatility:
& is -306.77% lower than the market/S&P 500 average
Weekly Volatility:
4.35%
Monthly Volatility:
9.72%
Yearly Volatility:
19.44%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
84.74%
-
Value at Risk Analysis (VaR)
Daily VaR:
-
Weekly VaR:
-9.12%
Monthly VaR:
-20.40%
How Much Can the price of
Specialty Retail
Decline in a Recession?
Likely price decline in a recession:
Base case (decline):
Risk of crash in next 6/12 months: Low (<25%)
Worst case (decline):
$7.67
This translates to price declining to:
-38%
This translates to price declining to:
>85%
Severe Crash Probability
-40.80%
What is Value at Risk (VaR)?
Risk Fundamentals
146.71%
OLPX is a 187.98% riskier investment compared to the market/S&P 500 & is 146.71% riskier than Nasdaq (IXIC)
OLPX is a 187.98% riskier investment compared to the market/S&P 500
Beta Examination of
Specialty Retail
1.810
Expected beta in 1 year's time:
-0.01
Expected beta in 3 year's time:
-
Unlevered (debt free) Beta:
Beta in relation to market/S&P 500--1.81
Beta in relation to Nasdaq (XNAS):
Returns are, approximately, symmetrical
Beta in relation to all global stocks::
Beta is 26.59% above industry average
Beta Comparison & Analysis
Beta of competitors/peers::
0.955
-
Average Industry Beta:
-
0.265927414
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
WACC is 52.65% above industry mean WACC
125.78%
Alpha provided | Alpha Analysis
Alpha provided:
-
-3.848
-39.844
Analysis of Cost of Capital of
Specialty Retail
Equity cost of capital:
Alpha is -3984% below the market average
0.201
Unlevered (without debt) cost of capital:
Equity cost of capital is 20.12% above industry mean WACC
Before-tax cost of debt:
8.21%
After-tax cost of debt:
6.25%
Overall debt rating:
4.93%
Weighted average cost of capital (WACC):
6.25%
52.65%
Key Per-Share Metrics & Analysis
Revenue per share:
-
Revenue growth rate per share of (3Y):
Price to sales ratio is 226.74% above the industry mean
902.16%
EPS:
Two Hundred Twenty-Seven Million One Hundred Twenty-Four Thousand Eight Hundred Dollars
Expected Annual growth rate of EPS (3Y):
Price to free cash flow ratio is 340.75% higher than the industry
40.49%
Free cash flow (FCF) per share:
Price to book ratio is 1008.45% above the industry mean
-
-2.949876538
Debt per share
Debt repayment rate in last quarter: 54.13%
EBITDA per share
Each employee generates 1326% more EBITDA than industry average revenue per employee
Valuation Analysis Today of
Specialty Retail
P/E Ratio:
Sustainable growth rate is 125.78% above industry average
P/E Ratio of Competitors/Peers:
31.24
0.452195139
7.528495799
0.652388516
$0.36
-
P/S (Price to Sales ratio):
$0.94
2.267402257
P/B (Price to book value ratio):
Price to sales ratio is 226.74% above the industry mean
-
3.407494424
Net income growth rate (3Y):
Annual revenue growth rate is 902.16% above the industry average
-153.99%
Dividend Analysis
Net income growth rate is -153.99% 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:
88.57%
Net debt to equity ratio:
The remaining useful life of property plant & equipment is: 15.1 years
Debt to assets ratio:
33.56%
Net debt to assets ratio:
111.77%
-41.47%
Ability to repay debt:
Interest coverage ratio:
Debt-to-asset ratio is -41.47% below industry average
-0.64
Looking forward:
Debt growth rate:
1.7x
-103.17%
54.13%
Analysis of Key Statistics
Correlation of price movement with the market:
1.325871072
Statistical significance of correlation:
-1.48%
Average Correlation of the industry with the market:
0.087
-81.71%
R Squared (percentage of price movement explained by movement of the market):
0.087
Correlation of price movement with Nasdaq (^IXIC):
0.008
Covariance of price movement with the market:
0.021
Kurtosis
0.029
0.268
Skewness of returns:
Returns are more concentrated around the mean (platykurtic), compared to a normal distribution
0.023
Fundamental Analysis & Dupont Analysis of
Specialty Retail
Gross Profit Margin Ratio:
475.24M
Operating Profit Margin Ratio:
Net profit margin is 460.19% higher than the industry
771.88%
Net Profit Margin Ratio:
475.24M
Effective Tax Rate:
0.77%
-0.116110766
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
Return on assets (ROA) is 52.96% higher than the industry
2540.55%
Financial Leverage
Asset Turnover Ratio (ROA):
Operating profit margin is 771.88% higher than the industry
52.96%
Financial Leverage:
Interest coverage ratio is -64.47% less than industry average
Current Ratio:
Return on equity (ROE) is 2540.55% higher than the industry
1.178613752
Cash Conversion Cycle (days):
$1.01
0.58591627
Current ratio is 117.86% above industry average
Stock based compensation to net income ratio:
Equity growth rate per share is -294.99% lower than the industry
In-depth Efficiency Analysis
Revenue generated per employee:
Cash conversion cycle is 58.59% above industry average
6.781349255
EBITDA generated per employee:
Each employee generates 678% more revenue than industry average revenue per employee
13.26280281
Profit generated per employee:
$0.56
1308%
Free cash flow (FCF) generated per employee:
Each employee generates 1308% more net income/profit than industry average revenue per employee
15.30707574
Assets/Capital per employee
Each employee generates 1531% more free cash flow than industry average revenue per employee
15.30707574
Research & Development (R&D) Analysis
-
-
Competitors/Peer firms of
Specialty Retail
$21.65
-
-
-
-
-
-
-
-
Current Analyst Ratings
$0.35
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:
607.51M
132.28M
314%
-
-
90.01M
-
37.26M
259.54M
-
41.54M
47.64M
239%
55.09M
- 68019.00K
181%
55.09M
Statement of Cash Flow
Date:
Period:
61.96M
Differed Income Tax :
12.11M
Stock Based Compensation :
- 1712.00K
Change in Working Capital :
1.70M
Accounts Receivables:
- 25359.00K
Other Working Capital:
9.84M
Other Non-Cash Items:
-
Net Cash Provided by Operating Activities:
23.27M
Investments in PP&E:
71.97M
Net Acquisitions:
- 68.00K
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
3/31/2022
2022
Q1
143.35M
-
143.35M
68.91M
117.47M
8.20M
337.93M
740.00K
168.30M
1.03B
-
10.06M
6.36M
1.22B
-
1.55B
29.01M
6.75M
-
5.00M
41.41M
82.17M
658.32M
225.12M
883.44M
-
965.61M
648.00K
282.75M
-
Value
127.26M
305.62M
589.02M
1.55B
-
665.07M
-
-
- 421.00K
- 489.00K
- 777005.00K
-
-
-
662.48M
- 114521.00K
-
- 43041.00K
143.35M
186.39M
71.97M
- 489.00K
Our Proprietary Portfolio Rating
Our Rating:
137.4770847
Price Forecast/Expected Price in Next 5 Years of
Specialty Retail
2023
2024
2025
2026
2027
13.6767222
$13.68
$15.34
$17.21
$19.30