_edited.png)
RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
REAL
Primary Facts
Luxury Goods
Name:
-
Sector:
- 57801.00K
Industry:
2.07
CEO:
Ms. Julie Wainwright
Total Employees:
Micro Cap
Our Technological Advancement Rating
Our Rating:
1.007893622
0.756621322
The Realreal, Inc. (XNAS:REAL) In-Depth Stock/Fundamental/Options Analysis Today
Primary Targets/Price Insights
Previous Close ($) :
THE REALREAL, INC. (XNAS:REAL)
One Month Price Target:
Six Month Price Target :
$2.09
Likely Price in One Year's Time:
Ticker:
$2.21
Likely Trading Range Today Under (Normal Volatility)
$2.09
Price Upper limit ($) :
$2.34
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
P21
This week:
$1.82
This month :
$1.51
Other Primary facts
Market Cap:
95.54M
Market Cap Classification:
184.39M
Number of Shares
IPO Date:
D
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
-27.78%
$.94
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:
$2.72
22.55%
$1.42
$3.24
Medium risk (<10%) entry points
Buy Call
Sell Call
$2.43
Buy Put:
Sell Put:
$0.90
$1.71
$2.54
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
Luxury Goods
Sharpe Ratio:
REAL, is amongst the top 40% lowest yielding stocks in terms of daily returns
Comparison:
0.87%
-3.764198635
Sharpe ratio is -376.42% lower than the industry
Average Returns/Yield of
Luxury Goods
Daily returns:
1
Weekly returns:
-0.13%
Monthly returns:
-0.66%
Yearly returns:
-31.72%
Comparison of returns:
-3.615199137
Classification:
Average annual returns/yield (last 3 years) is -361.52% below industry average
Results of T-Test of Returns:
REAL is a riskier investment compared to Nasdaq (IXIC)
Statistical test of Returns:
0.52
Volatility (measured by Standard Deviation)
Daily Volatility:
& is -205.24% lower than the market/S&P 500 average
Weekly Volatility:
5.88%
Monthly Volatility:
13.14%
Yearly Volatility:
26.29%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
114.58%
-67.95%
Value at Risk Analysis (VaR)
Daily VaR:
Volatility in last five trading days has been -67.95% below long-term volatility
Weekly VaR:
-12.20%
Monthly VaR:
-27.29%
How Much Can the price of
Luxury Goods
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):
$1.04
This translates to price declining to:
-50%
This translates to price declining to:
>85%
Severe Crash Probability
-54.58%
What is Value at Risk (VaR)?
Risk Fundamentals
229.99%
REAL is a 285.19% riskier investment compared to the market/S&P 500 & is 229.99% riskier than Nasdaq (IXIC)
REAL is a 285.19% riskier investment compared to the market/S&P 500
Beta Examination of
Luxury Goods
1.954
Expected beta in 1 year's time:
1.05
Expected beta in 3 year's time:
1.078
Unlevered (debt free) Beta:
Beta in relation to market/S&P 500--1.95
Beta in relation to Nasdaq (XNAS):
Returns are, approximately, symmetrical
Beta in relation to all global stocks::
Beta is 18.89% above industry average
Beta Comparison & Analysis
Beta of competitors/peers::
-0.262
0.551
Average Industry Beta:
Beta is 55.08% higher than peers
0.188877847
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
WACC is -4.76% below industry mean WACC
-
Alpha provided | Alpha Analysis
Alpha provided:
1.525
20.153
-30.714
Analysis of Cost of Capital of
Luxury Goods
Equity cost of capital:
Alpha is -3071% below the market average
0.148
Unlevered (without debt) cost of capital:
Equity cost of capital is 14.76% above industry mean WACC
Before-tax cost of debt:
-2.22%
After-tax cost of debt:
3.45%
Overall debt rating:
2.73%
Weighted average cost of capital (WACC):
3.45%
-4.76%
Key Per-Share Metrics & Analysis
Revenue per share:
-
Revenue growth rate per share of (3Y):
Price to sales ratio is -69.35% below the industry mean
86.35%
EPS:
-
Expected Annual growth rate of EPS (3Y):
-
-18.42%
Free cash flow (FCF) per share:
Price to book ratio is -140.41% below the industry mean
-
-
Debt per share
Debt repayment rate in last quarter: 0.00%
EBITDA per share
Each employee generates -375% less EBITDA than industry average revenue per employee
Valuation Analysis Today of
Luxury Goods
P/E Ratio:
-
P/E Ratio of Competitors/Peers:
-
-
-374.4941197
-1.005527457
-
-
P/S (Price to Sales ratio):
$5.40
-0.693503626
P/B (Price to book value ratio):
Price to sales ratio is -69.35% below the industry mean
-
-
Net income growth rate (3Y):
Annual revenue growth rate is 86.35% above the industry average
-217.25%
Dividend Analysis
Net income growth rate is -217.25% 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:
-352.55%
Net debt to equity ratio:
The remaining useful life of property plant & equipment is: 13.5 years
Debt to assets ratio:
34.99%
Net debt to assets ratio:
-845.20%
19.38%
Ability to repay debt:
Interest coverage ratio:
Debt-to-asset ratio is 19.38% above industry average
-4.16
Looking forward:
Debt growth rate:
6.2x
244.88%
0.00%
Analysis of Key Statistics
Correlation of price movement with the market:
8.189529271
Statistical significance of correlation:
-1.13%
Average Correlation of the industry with the market:
0.299
-23.18%
R Squared (percentage of price movement explained by movement of the market):
0.299
Correlation of price movement with Nasdaq (^IXIC):
0.089
Covariance of price movement with the market:
-0.039
Kurtosis
-0.134
2.555
Skewness of returns:
Returns are, approximately, normally distributed (mesokurtic)
-0.103
Fundamental Analysis & Dupont Analysis of
Luxury Goods
Gross Profit Margin Ratio:
293.76M
Operating Profit Margin Ratio:
Net profit margin is 352.65% higher than the industry
313.23%
Net Profit Margin Ratio:
293.76M
Effective Tax Rate:
-5.27%
-1.000328616
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
Return on assets (ROA) is 588.25% higher than the industry
-1129.49%
Financial Leverage
Asset Turnover Ratio (ROA):
Operating profit margin is 313.23% higher than the industry
588.25%
Financial Leverage:
Interest coverage ratio is -415.90% less than industry average
Current Ratio:
Return on equity (ROE) is -1129.49% lower than the industry
0.14961586
Cash Conversion Cycle (days):
$6.13
-0.59194099
Current ratio is 14.96% above industry average
Stock based compensation to net income ratio:
-
In-depth Efficiency Analysis
Revenue generated per employee:
Cash conversion cycle is -59.19% below industry average
-0.441509233
EBITDA generated per employee:
Each employee generates -44% less revenue than industry average revenue per employee
-3.753239028
Profit generated per employee:
-$2.01
-9261%
Free cash flow (FCF) generated per employee:
Each employee generates -9261% less net income/profit than industry average revenue per employee
0.468789476
Assets/Capital per employee
Each employee generates 47% more free cash flow than industry average revenue per employee
0.468789476
Research & Development (R&D) Analysis
-
-
Competitors/Peer firms of
Luxury Goods
$3.85
PURPLE INNOVATION, INC. (XNAS:PRPL)
DAVE & BUSTER'S ENTERTAINMENT, INC. (XNAS:PLAY)
CAVCO INDUSTRIES, INC. (XNAS:CVCO)
Smart Share Global Limited (XNAS:EM)
CANOO INC.. (XNAS:GOEV)
AMERICAN WOODMARK CORPORATION (XNAS:AMWD)
MONRO, INC. (XNAS:MNRO)
MALIBU BOATS, INC. (XNAS:MBUU)
Current Analyst Ratings
-$2.58
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:
515.58M
221.82M
229%
-
432.35M
497.50M
65.15M
-
719.32M
376.00K
20.90M
24.46M
-154%
28.00K
- 20656.00K
-191%
28.00K
Statement of Cash Flow
Date:
Period:
- 57412.00K
Differed Income Tax :
6.36M
Stock Based Compensation :
-
Change in Working Capital :
12.51M
Accounts Receivables:
- 17201.00K
Other Working Capital:
2.03M
Other Non-Cash Items:
-
Net Cash Provided by Operating Activities:
6.38M
Investments in PP&E:
- 49354.00K
Net Acquisitions:
- 5143.00K
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
361.01M
-
361.01M
8.18M
73.70M
21.38M
464.26M
230.91M
-
-
-
-
3.27M
234.17M
-
698.43M
6.29M
19.52M
8.34M
3.29M
150.68M
179.79M
585.87M
2.10M
587.97M
-
767.75M
1.00K
- 812120.00K
-
Value
497.50M
-
- 69317.00K
698.43M
-
605.39M
-
-
- 3304.00K
- 8447.00K
-
-
-
-
637.00K
637.00K
-
- 57164.00K
361.01M
418.17M
- 49354.00K
- 8447.00K
Our Proprietary Portfolio Rating
Our Rating:
-7.06429746
Price Forecast/Expected Price in Next 5 Years of
Luxury Goods
2023
2024
2025
2026
2027
2.3473476
$2.35
$2.66
$3.00
$3.40