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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
Personalis, Inc. (XNAS:PSNL) In-Depth Stock/Fundamental/Options Analysis Today
Primary Facts
PSNL
Name:
PERSONALIS, INC. (XNAS:PSNL)
Sector:
- 19991.00K
Industry:
Diagnostics & Research
CEO:
Mr. John West
Total Employees:
325
Our Technological Advancement Rating
Our Rating:
B
Technological advancement compared to industry is -2.82% lower
ANALYSIS OF ALL CRITICAL FACTORS & RISKS RELATED TO THE STOCK & FUNDAMENTAL/LONG-TERM ANALYSIS OF PERSONALIS, INC.(PSNL) AS PER DATA ANALYSIS OF LAST 3 YEARS AND COMPARISON WITH COMPETITORS/PEERS, AND DIAGNOSTICS & RESEARCH INDUSTRY. DATE: 07/09/2022
Primary Targets/Price Insights
Previous Close ($) :
3.2
One Month Price Target:
$3.22
Six Month Price Target :
$3.33
Likely Price in One Year's Time:
Ticker:
$3.47
Likely Trading Range Today Under (Normal Volatility)
$3.17
Price Upper limit ($) :
$3.23
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
$2.85
This week:
$2.42
This month :
$1.65
Other Primary facts
Market Cap:
139.59M
Market Cap Classification:
Micro Cap
Number of Shares
IPO Date:
45.92M
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
19.78%
-16.57%
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:
$4.81
$4.08
$1.59
$2.32
Medium risk (<10%) entry points
Buy Call
Sell Call
$3.84
Buy Put:
Sell Put:
$3.69
$2.55
$2.71
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
PSNL
Sharpe Ratio:
-0.58%
Comparison:
PSNL, is amongst the top 40% stocks with lowest risk-adjusted returns
Sharpe ratio is -122.94% lower than the industry
& is -125.34% lower than the market/S&P 500 average
Average Returns/Yield of
PSNL
Daily returns:
-0.02%
Weekly returns:
-0.11%
Monthly returns:
-0.43%
Yearly returns:
27.92%
Comparison of returns:
Average annual returns/yield (last 3 years) is -118.57% below industry average
Classification:
PSNL, is amongst the top 40% lowest yielding stocks in terms of daily returns
Results of T-Test of Returns:
0.08
Statistical test of Returns:
PSNL has yielded returns statistically similar to the market
Volatility (measured by Standard Deviation)
Daily Volatility:
5.27%
Weekly Volatility:
11.79%
Monthly Volatility:
23.58%
Yearly Volatility:
81.67%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
3.94%
Volatility in last five trading days has been -25.36% below long-term volatility
Value at Risk Analysis (VaR)
Daily VaR:
-10.85%
Weekly VaR:
-24.26%
Monthly VaR:
-48.52%
How Much Can the price of
PSNL
Decline in a Recession?
Likely price decline in a recession:
Base case (decline):
-43%
Worst case (decline):
>85%
This translates to price declining to:
$1.82
This translates to price declining to:
$0.48
Severe Crash Probability
Risk of crash in next 6/12 months: Low (<25%)
What is Value at Risk (VaR)?
Risk Fundamentals
PSNL is a 242.44% riskier investment compared to the market/S&P 500 & is 193.37% riskier than Nasdaq (IXIC)
Risk (measured by volatility) is 36.55% above industry average
Overall, it is amongst the top 50% most risky stocks
Beta Examination of
PSNL
Beta in relation to market/S&P 500--1.25
Expected beta in 1 year's time:
0.973
Expected beta in 3 year's time:
1.377
Unlevered (debt free) Beta:
1.051
Beta in relation to Nasdaq (XNAS):
1.449
Beta in relation to all global stocks::
0.702
Beta Comparison & Analysis
Beta of competitors/peers::
0.857
Beta is 45.74% higher than peers
Average Industry Beta:
1.181
Beta is 5.73% above industry average
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
-
-
Alpha provided | Alpha Analysis
Alpha provided:
-0.169
Alpha is -201.29% below industry average alpha yield
Alpha is -1075% below the market average
Analysis of Cost of Capital of
PSNL
Equity cost of capital:
0.117
Equity cost of capital is 4.12% above industry mean WACC
Unlevered (without debt) cost of capital:
9.85%
Before-tax cost of debt:
0.40%
After-tax cost of debt:
0.32%
Overall debt rating:
Highest AAA investment grade
Weighted average cost of capital (WACC):
0.32%
WACC is 14.36% above industry mean WACC
Key Per-Share Metrics & Analysis
Revenue per share:
$1.74
Revenue growth rate per share of (3Y):
0.51
Annual revenue growth rate is -95.25% below industry average
EPS:
-$1.81
Expected Annual growth rate of EPS (3Y):
2.34%
Expected future EPS growth rate is -91.27% lower than the Diagnostics & Research industry
Free cash flow (FCF) per share:
-
-
-
Debt per share
$1.18
EBITDA per share
-$1.62
Valuation Analysis Today of
PSNL
P/E Ratio:
-
P/E Ratio of Competitors/Peers:
215.18
-
-
PSNL is -104.76% undervalued if valued using industry average P/E ratio
-
-
P/S (Price to Sales ratio):
1.84
Price to sales ratio is -80.63% below the industry mean
P/B (Price to book value ratio):
0.51
-
-
Net income growth rate (3Y):
53.09%
Net income growth rate is -123.23% lower than the industry average net income growth rate
Dividend Analysis
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Dividend History:
--$0.00
--$0.00
--$0.00
--$0.00
--$0.00
--$0.00
-
In-depth Debt & Leverage Analysis
Debt to equity ratio:
18.86%
Net debt to equity ratio:
-11.00%
Debt to assets ratio:
14.21%
Net debt to assets ratio:
-8.28%
Debt-to-asset ratio is -70.76% below industry average
Ability to repay debt:
Interest coverage ratio:
-306.58
Interest coverage ratio is 993.00% more than industry average
Looking forward:
Debt growth rate:
430.96%
Annual debt growth is 316% higher than industry average debt growth rate
Debt repayment rate in last quarter: 0.00%
Analysis of Key Statistics
Correlation of price movement with the market:
0.395
Statistical significance of correlation:
PSNL has a statistically significant correlation with the market
Average Correlation of the industry with the market:
0.488
Stock price is -19.01% less correlated with the market compared to the industry average correlation
R Squared (percentage of price movement explained by movement of the market):
0.488
Correlation of price movement with Nasdaq (^IXIC):
-0.084
Covariance of price movement with the market:
-0.257
Kurtosis
0.841
Returns are more concentrated around the mean (platykurtic), compared to a normal distribution
Skewness of returns:
0.195
Returns are, approximately, symmetrical
Fundamental Analysis & Dupont Analysis of
PSNL
Gross Profit Margin Ratio:
141%
Operating Profit Margin Ratio:
-101.66%
Operating profit margin is -9.63% lower than the industry
Net Profit Margin Ratio:
141%
Effective Tax Rate:
-0.03%
Effective tax rate is -100.15% lower than the industry
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
-28.26%
Return on equity (ROE) is -234.52% lower than the industry
Financial Leverage
Asset Turnover Ratio (ROA):
-21.29%
Return on assets (ROA) is -92.11% lower than the industry
Financial Leverage:
1.2x
Current Ratio:
7.38
Current ratio is 48.49% above industry average
Cash Conversion Cycle (days):
25.7
Cash conversion cycle is -48.22% below industry average
The remaining useful life of property plant & equipment is: 15.2 years
Stock based compensation to net income ratio:
-5.94%
In-depth Efficiency Analysis
Revenue generated per employee:
245.7K
Each employee generates -34% less revenue than industry average revenue per employee
EBITDA generated per employee:
- 229.2K
Each employee generates -864% less EBITDA than industry average revenue per employee
Profit generated per employee:
- 249.3K
Each employee generates -1659% less net income/profit than industry average revenue per employee
Free cash flow (FCF) generated per employee:
- 61.5K
Each employee generates 2727% more free cash flow than industry average revenue per employee
Assets/Capital per employee
266.5K
Each employee generates 2727% more free cash flow than industry average revenue per employee
Research & Development (R&D) Analysis
Research & development (R&D) investment growth rate-- 72.61%
Growth rate in R&D investment/expenditure is -4133.08% lower than the industry
Competitors/Peer firms of
PSNL
Kiniksa Pharmaceuticals, Ltd. (XNAS:KNSA)
PHATHOM PHARMACEUTICALS, INC. (XNAS:PHAT)
CNST
Apria Inc (XNAS:APR)
TRANSFORMERS AND RECTIFIERS (INDIA) LIMITED (XNSE:TRIL)
DERMTECH, INC. (XNAS:DMTK)
Silverback Therapeutics Inc (XNAS:SBTX)
ENANTA PHARMACEUTICALS, INC. (XNAS:ENTA)
RADIUS HEALTH, INC. (XNAS:RDUS)
Current Analyst Ratings
Strong buy�0%
Buy�0%
Hold�0%
Sell�0%
Strong sell�0%
Overall analyst sentiment is: -
Income Statement
Period:
TTM
Date:
3/31/22
Revenue:
79.84M
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:
51.33M
28.51M
56.91M
-
52.76M
-
-
109.68M
416.00K
243.00K
6.27M
- 74499.00K
- 81169.00K
- 81031.00K
- 81007.00K
24.00K
- 81031.00K
Statement of Cash Flow
Date:
Period:
1.77M
Differed Income Tax :
-
Stock Based Compensation :
4.82M
Change in Working Capital :
7.78M
Accounts Receivables:
4.95M
Other Working Capital:
- 522.00K
Other Non-Cash Items:
2.49M
Net Cash Provided by Operating Activities:
- 11357.00K
Investments in PP&E:
- 8634.00K
Net Acquisitions:
-
Purchases of Investments:
- 59702.00K
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):
3/31/22
2022
Q1
91.59M
174.95M
266.54M
13.52M
4.82M
9.15M
294.03M
82.33M
-
-
-
-
4.29M
86.62M
-
380.65M
12.28M
5.97M
535.00K
3.49M
18.11M
39.84M
54.08M
8.00K
54.09M
-
93.93M
5.00K
- 275304.00K
- 875.0K
562.89M
March 31, 2022 at 6:00:00 AM
161.01M
286.72M
380.65M
-
60.05M
- 31533.0K
65.18M
-
- 3161.00K
-
-
-
-
515.00K
515.00K
4.00K
- 13999.00K
93.38M
107.38M
- 11357.00K
- 8634.00K
- 19991.00K
Our Proprietary Portfolio Rating
Our Rating:
B
Price Forecast/Expected Price in Next 5 Years of
PSNL
2023
2024
2025
2026
2027
$3.48
$3.77
$4.09
$4.43
$4.81