_edited.png)
RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
POST
Primary Facts
Packaged Foods
Name:
-
Sector:
106.10M
Industry:
87.69
CEO:
Mr. Robert Vitale
Total Employees:
Mid Cap
Our Technological Advancement Rating
Our Rating:
-4.296927073
1.412276552
Post Holdings, Inc. (XNYS:POST) In-Depth Stock/Fundamental/Options Analysis Today
Primary Targets/Price Insights
Previous Close ($) :
Post Holdings, Inc. (XNYS:POST)
One Month Price Target:
Six Month Price Target :
$87.99
Likely Price in One Year's Time:
Ticker:
$89.47
Likely Trading Range Today Under (Normal Volatility)
$88.01
Price Upper limit ($) :
$91.26
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
P215
This week:
$84.44
This month :
$80.42
Other Primary facts
Market Cap:
59.76M
Market Cap Classification:
5.20B
Number of Shares
IPO Date:
B
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
-8.94%
$73.16
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:
$95.81
8.49%
$79.57
$102.76
Medium risk (<10%) entry points
Buy Call
Sell Call
$92.06
Buy Put:
Sell Put:
$72.62
$83.32
$93.55
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
Packaged Foods
Sharpe Ratio:
POST, is amongst the top 60% highest yielding stocks in terms of daily returns
Comparison:
1.31%
0.728077839
Sharpe ratio is 72.81% higher than the industry
Average Returns/Yield of
Packaged Foods
Daily returns:
1
Weekly returns:
0.05%
Monthly returns:
0.25%
Yearly returns:
12.06%
Comparison of returns:
0.432931607
Classification:
Average annual returns/yield (last 3 years) is 43.29% above industry average
Results of T-Test of Returns:
POST is a riskier investment compared to Nasdaq (IXIC)
Statistical test of Returns:
0.91
Volatility (measured by Standard Deviation)
Daily Volatility:
& is -0.64% lower than the market/S&P 500 average
Weekly Volatility:
1.83%
Monthly Volatility:
4.09%
Yearly Volatility:
8.18%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
35.65%
-9.17%
Value at Risk Analysis (VaR)
Daily VaR:
Volatility in last five trading days has been -9.17% below long-term volatility
Weekly VaR:
-3.71%
Monthly VaR:
-8.29%
How Much Can the price of
Packaged Foods
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):
$75.35
This translates to price declining to:
-14%
This translates to price declining to:
-57.40%
Severe Crash Probability
-16.57%
What is Value at Risk (VaR)?
Risk Fundamentals
0.20%
POST is a 16.96% riskier investment compared to the market/S&P 500 & is 0.20% riskier than Nasdaq (IXIC)
POST is a 16.96% riskier investment compared to the market/S&P 500
Beta Examination of
Packaged Foods
0.605
Expected beta in 1 year's time:
0.505
Expected beta in 3 year's time:
0.693
Unlevered (debt free) Beta:
Beta in relation to market/S&P 500--0.61
Beta in relation to Nasdaq (XNAS):
Returns are, approximately, symmetrical
Beta in relation to all global stocks::
Beta is 3.33% above industry average
Beta Comparison & Analysis
Beta of competitors/peers::
0.165
-0.506
Average Industry Beta:
Beta is -50.64% lower than peers
0.033256004
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
WACC is -7.17% below industry mean WACC
-74.12%
Alpha provided | Alpha Analysis
Alpha provided:
0.979
2.797
3.034
Analysis of Cost of Capital of
Packaged Foods
Equity cost of capital:
Alpha is 303% higher than market/& is unsustainably high
0.019
Unlevered (without debt) cost of capital:
Equity cost of capital is 1.86% above industry mean WACC
Before-tax cost of debt:
1.99%
After-tax cost of debt:
4.86%
Overall debt rating:
3.84%
Weighted average cost of capital (WACC):
4.86%
-7.17%
Key Per-Share Metrics & Analysis
Revenue per share:
-
Revenue growth rate per share of (3Y):
Price to sales ratio is -64.35% below the industry mean
-90.90%
EPS:
Four Hundred Sixty-Seven Million One Hundred Twenty-Nine Thousand Fifty Dollars
Expected Annual growth rate of EPS (3Y):
-
-196.36%
Free cash flow (FCF) per share:
Price to book ratio is -57.20% below the industry mean
-
-21.59653133
Debt per share
Debt repayment rate in last quarter: 0.00%
EBITDA per share
Each employee generates 2% more EBITDA than industry average revenue per employee
Valuation Analysis Today of
Packaged Foods
P/E Ratio:
Sustainable growth rate is -74.12% below industry average
P/E Ratio of Competitors/Peers:
8
-0.792850906
297.1437908
-0.70489035
$6.81
-
P/S (Price to Sales ratio):
$106.07
-0.643520962
P/B (Price to book value ratio):
Price to sales ratio is -64.35% below the industry mean
-
-
Net income growth rate (3Y):
Annual revenue growth rate is -90.90% below industry average
-685.54%
Dividend Analysis
Net income growth rate is -685.54% 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:
245.79%
Net debt to equity ratio:
The remaining useful life of property plant & equipment is: 12.0 years
Debt to assets ratio:
50.01%
Net debt to assets ratio:
289.51%
9.28%
Ability to repay debt:
Interest coverage ratio:
Debt-to-asset ratio is 9.28% above industry average
-0.99
Looking forward:
Debt growth rate:
2.4x
-99.20%
0.00%
Analysis of Key Statistics
Correlation of price movement with the market:
19.66744074
Statistical significance of correlation:
-0.26%
Average Correlation of the industry with the market:
0.601
40.01%
R Squared (percentage of price movement explained by movement of the market):
0.601
Correlation of price movement with Nasdaq (^IXIC):
0.361
Covariance of price movement with the market:
0.055
Kurtosis
0.058
4.109
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
-0.152
Fundamental Analysis & Dupont Analysis of
Packaged Foods
Gross Profit Margin Ratio:
1.71B
Operating Profit Margin Ratio:
Net profit margin is 56.06% higher than the industry
87.27%
Net Profit Margin Ratio:
1.71B
Effective Tax Rate:
-
-0.811144672
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
Return on assets (ROA) is -15.23% lower than the industry
68.45%
Financial Leverage
Asset Turnover Ratio (ROA):
Operating profit margin is 87.27% higher than the industry
-15.23%
Financial Leverage:
Interest coverage ratio is -98.62% less than industry average
Current Ratio:
Return on equity (ROE) is 68.45% higher than the industry
-0.057063431
Cash Conversion Cycle (days):
$124.32
-0.821438413
Current ratio is -5.71% below industry average
Stock based compensation to net income ratio:
Equity growth rate per share is -2159.65% lower than the industry
In-depth Efficiency Analysis
Revenue generated per employee:
Cash conversion cycle is -82.14% below industry average
-0.249872717
EBITDA generated per employee:
Each employee generates -25% less revenue than industry average revenue per employee
0.019027239
Profit generated per employee:
$20.64
-15%
Free cash flow (FCF) generated per employee:
Each employee generates -15% less net income/profit than industry average revenue per employee
-3.655683455
Assets/Capital per employee
Each employee generates -366% less free cash flow than industry average revenue per employee
-3.655683455
Research & Development (R&D) Analysis
-
-
Competitors/Peer firms of
Packaged Foods
$140.83
PERFORMANCE FOOD GROUP COMPANY (XNYS:PFGC)
INGREDION INCORPORATED (XNYS:INGR)
US FOODS HOLDING CORP. (XNYS:USFD)
COTY INC. (XNYS:COTY)
FLOWERS FOODS, INC. (XNYS:FLO)
RLX Technology Inc. (XNYS:RLX)
BJ'S WHOLESALE CLUB HOLDINGS, INC. (XNYS:BJ)
Natura & Co Holding SA (XNYS:NTCO)
Current Analyst Ratings
$7.69
Strong buy�17%
Buy�8%
Hold�4%
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:
6.34B
4.63B
108%
-
-
966.30M
-
171.10M
5.77B
-
362.80M
344.10M
82%
49.20M
66.10M
44%
49.20M
Statement of Cash Flow
Date:
Period:
- 20800.00K
Differed Income Tax :
-
Stock Based Compensation :
-
Change in Working Capital :
-
Accounts Receivables:
- 26900.00K
Other Working Capital:
-
Other Non-Cash Items:
-
Net Cash Provided by Operating Activities:
153.80M
Investments in PP&E:
106.10M
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
12/31/2021
2022
Q1
1.16B
-
1.16B
531.80M
621.60M
123.60M
2.44B
1.77B
4.57B
3.10B
51.90M
-
693.10M
10.18B
-
12.61B
426.00M
36.10M
-
-
479.30M
941.40M
7.43B
832.50M
9.10B
-
10.04B
900.00K
326.60M
48.1M
Value
1.14B
-
2.57B
12.61B
-
7.47B
-
-
3.20M
3.20M
-
-
-
-
227.40M
227.40M
- 800.00K
227.40M
-
-
106.10M
-
Our Proprietary Portfolio Rating
Our Rating:
18.74867389
Price Forecast/Expected Price in Next 5 Years of
Packaged Foods
2023
2024
2025
2026
2027
120.0689873
$91.72
$124.95
$130.04
$135.33