_edited.png)
RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
Regenxbio Inc. (XNAS:RGNX) In-Depth Stock/Fundamental/Options Analysis Today
Primary Facts
RGNX
Name:
REGENXBIO INC. (XNAS:RGNX)
Sector:
- 66878.00K
Industry:
Biotechnology
CEO:
Mr. Kenneth Mills
Total Employees:
372
Our Technological Advancement Rating
Our Rating:
A
Technological advancement compared to industry is 158.26% higher
ANALYSIS OF ALL CRITICAL FACTORS & RISKS RELATED TO THE STOCK & FUNDAMENTAL/LONG-TERM ANALYSIS OF REGENXBIO INC.(RGNX) AS PER DATA ANALYSIS OF LAST 3 YEARS AND COMPARISON WITH COMPETITORS/PEERS, AND BIOTECHNOLOGY INDUSTRY. DATE: 07/09/2022
Primary Targets/Price Insights
Previous Close ($) :
29.62
One Month Price Target:
$29.8
Six Month Price Target :
$30.68
Likely Price in One Year's Time:
Ticker:
$31.74
Likely Trading Range Today Under (Normal Volatility)
$29.42
Price Upper limit ($) :
$29.84
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
$27.11
This week:
$24.
This month :
$18.38
Other Primary facts
Market Cap:
1.16B
Market Cap Classification:
Small Cap
Number of Shares
IPO Date:
43.23M
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
31.2%
-19.9%
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:
$41.29
$35.96
$17.95
$23.28
Medium risk (<10%) entry points
Buy Call
Sell Call
$34.22
Buy Put:
Sell Put:
$33.08
$25.00
$26.16
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
RGNX
Sharpe Ratio:
0.77%
Comparison:
RGNX, is amongst the top 60% stocks with highest risk-adjusted returns
Sharpe ratio is -60.55% lower than the industry
& is -66.34% lower than the market/S&P 500 average
Average Returns/Yield of
RGNX
Daily returns:
0.04%
Weekly returns:
0.20%
Monthly returns:
0.81%
Yearly returns:
25.22%
Comparison of returns:
Average annual returns/yield (last 3 years) is -61.28% below industry average
Classification:
RGNX, is amongst the top 60% highest yielding stocks in terms of daily returns
Results of T-Test of Returns:
0.97
Statistical test of Returns:
RGNX has yielded returns statistically similar to the market
Volatility (measured by Standard Deviation)
Daily Volatility:
4.15%
Weekly Volatility:
9.28%
Monthly Volatility:
18.56%
Yearly Volatility:
64.31%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
1.71%
Volatility in last five trading days has been -58.77% below long-term volatility
Value at Risk Analysis (VaR)
Daily VaR:
-8.48%
Weekly VaR:
-18.97%
Monthly VaR:
-37.94%
How Much Can the price of
RGNX
Decline in a Recession?
Likely price decline in a recession:
Base case (decline):
-33%
Worst case (decline):
>85%
This translates to price declining to:
$19.82
This translates to price declining to:
$4.44
Severe Crash Probability
Risk of crash in next 6/12 months: Medium (<50%)
What is Value at Risk (VaR)?
Risk Fundamentals
RGNX is a 167.81% riskier investment compared to the market/S&P 500 & is 129.43% riskier than Nasdaq (IXIC)
Risk (measured by volatility) is -12.69% below industry average
Overall, it is amongst the top 50% most risky stocks
Beta Examination of
RGNX
Beta in relation to market/S&P 500--1.06
Expected beta in 1 year's time:
0.575
Expected beta in 3 year's time:
0.813
Unlevered (debt free) Beta:
0.945
Beta in relation to Nasdaq (XNAS):
0.664
Beta in relation to all global stocks::
0.9
Beta Comparison & Analysis
Beta of competitors/peers::
1.288
Beta is -17.51% lower than peers
Average Industry Beta:
1.152
Beta is -7.73% below industry average
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
-
-
Alpha provided | Alpha Analysis
Alpha provided:
-0.007
Alpha is -104.68% below industry average alpha yield
Alpha is -42% below the market average
Analysis of Cost of Capital of
RGNX
Equity cost of capital:
0.104
Equity cost of capital is -5.53% below industry mean WACC
Unlevered (without debt) cost of capital:
9.28%
Before-tax cost of debt:
29.31%
After-tax cost of debt:
23.16%
Overall debt rating:
Non-investment grade (junk/speculative grade
Weighted average cost of capital (WACC):
23.16%
WACC is 27.00% above industry mean WACC
Key Per-Share Metrics & Analysis
Revenue per share:
$1.74
Revenue growth rate per share of (3Y):
1.86
Annual revenue growth rate is -117.46% below industry average
EPS:
$1.53
Expected Annual growth rate of EPS (3Y):
0.00%
-
Free cash flow (FCF) per share:
-
-
-
Debt per share
$1.98
EBITDA per share
-$3.84
Valuation Analysis Today of
RGNX
P/E Ratio:
22.75
P/E Ratio of Competitors/Peers:
55.73
P/E ratio is -59.17% lower than main peers & is -74.64% lower than the industry
Stock price/value with industry average P/E ratio: $137.28
RGNX is -78.42% undervalued if valued using industry average P/E ratio
-
-
P/S (Price to Sales ratio):
17.07
Price to sales ratio is -57.86% below the industry mean
P/B (Price to book value ratio):
1.86
-
-
Net income growth rate (3Y):
-100.00%
Net income growth rate is -241.68% 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:
12.41%
Net debt to equity ratio:
-15.11%
Debt to assets ratio:
8.35%
Net debt to assets ratio:
-10.16%
Debt-to-asset ratio is -80.21% below industry average
Ability to repay debt:
Interest coverage ratio:
-6.46
Interest coverage ratio is -94.54% less than industry average
Looking forward:
Debt growth rate:
21.72%
Annual debt growth is -84% lower 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:
0.302
Statistical significance of correlation:
RGNX has a statistically significant correlation with the market
Average Correlation of the industry with the market:
0.34
Stock price is -11.15% less correlated with the market compared to the industry average correlation
R Squared (percentage of price movement explained by movement of the market):
0.34
Correlation of price movement with Nasdaq (^IXIC):
-0.02
Covariance of price movement with the market:
-0.049
Kurtosis
7.194
Returns have a significant fat-tails (leptokurtic), i.e., returns considerably higher or lower than the mean returns are more probable, compared to assets with normally distributed returns
Skewness of returns:
0.206
Returns are, approximately, symmetrical
Fundamental Analysis & Dupont Analysis of
RGNX
Gross Profit Margin Ratio:
139%
Operating Profit Margin Ratio:
176.60%
Operating profit margin is -141.20% lower than the industry
Net Profit Margin Ratio:
139%
Effective Tax Rate:
0.02%
Effective tax rate is -99.63% lower than the industry
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
-27.95%
Return on equity (ROE) is -51.25% lower than the industry
Financial Leverage
Asset Turnover Ratio (ROA):
-18.80%
Return on assets (ROA) is -7.86% lower than the industry
Financial Leverage:
1.1x
Current Ratio:
3.73
Current ratio is -53.97% below industry average
Cash Conversion Cycle (days):
-55
Cash conversion cycle is -110.32% below industry average
The remaining useful life of property plant & equipment is: 4.5 years
Stock based compensation to net income ratio:
-5.60%
In-depth Efficiency Analysis
Revenue generated per employee:
201.7K
Each employee generates -87% less revenue than industry average revenue per employee
EBITDA generated per employee:
- 446.2K
Each employee generates -216% less EBITDA than industry average revenue per employee
Profit generated per employee:
- 518.2K
Each employee generates -505% less net income/profit than industry average revenue per employee
Free cash flow (FCF) generated per employee:
- 179.8K
Each employee generates -222% less free cash flow than industry average revenue per employee
Assets/Capital per employee
1.6M
Each employee generates -222% less free cash flow than industry average revenue per employee
Research & Development (R&D) Analysis
Research & development (R&D) investment growth rate-- -100.00%
Growth rate in R&D investment/expenditure is 2687.33% higher than the industry
Competitors/Peer firms of
RGNX
ADDUS HOMECARE CORPORATION (XNAS:ADUS)
ALLOVIR, INC. (XNAS:ALVR)
SUPERNUS PHARMACEUTICALS, INC. (XNAS:SUPN)
Design Therapeutics Inc (XNAS:DSGN)
PULMONX CORPORATION (XNAS:LUNG)
SANGAMO THERAPEUTICS, INC. (XNAS:SGMO)
KRYSTAL BIOTECH, INC. (XNAS:KRYS)
CASTLE BIOSCIENCES, INC. (XNAS:CSTL)
PMV PHARMACEUTICALS, INC. (XNAS:PMVP)
Current Analyst Ratings
Strong buy�4%
Buy�17%
Hold�0%
Sell�0%
Strong sell�0%
Overall analyst sentiment is: Buy
Income Statement
Period:
TTM
Date:
3/31/22
Revenue:
75.03M
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:
39.64M
35.39M
149.36M
61.77M
83.81M
-
5.35M
216.49M
765.00K
25.71M
7.62M
- 165983.00K
132.50M
- 192767.00K
- 192808.00K
- 41.00K
- 192767.00K
Statement of Cash Flow
Date:
Period:
2.59M
Differed Income Tax :
-
Stock Based Compensation :
10.80M
Change in Working Capital :
6.04M
Accounts Receivables:
5.69M
Other Working Capital:
-
Other Non-Cash Items:
1.38M
Net Cash Provided by Operating Activities:
- 55911.00K
Investments in PP&E:
- 10967.00K
Net Acquisitions:
-
Purchases of Investments:
- 129486.00K
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
191.87M
202.26M
394.13M
27.02M
-
25.72M
446.88M
195.19M
-
-
370.66M
-
12.64M
578.49M
-
1.03B
24.71M
2.12M
12.67M
3.33M
89.78M
119.94M
85.57M
130.19M
215.76M
-
335.70M
4.00K
- 237955.00K
- 11950.0K
939.57M
March 31, 2022 at 6:00:00 AM
256.13M
689.67M
1.03B
572.92M
87.69M
- 104184.0K
49.86M
-
- 90591.00K
-
-
-
-
- 6834.00K
- 6834.00K
-
- 153336.00K
193.90M
347.24M
- 55911.00K
- 10967.00K
- 66878.00K
Our Proprietary Portfolio Rating
Our Rating:
A+
Price Forecast/Expected Price in Next 5 Years of
RGNX
2023
2024
2025
2026
2027
$31.90
$53.42
$57.23
$61.32
$65.70