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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
RGEN
Primary Facts
Medical Instruments & Supplies
Name:
-
Sector:
- 5118.00K
Industry:
210.34
CEO:
Mr. Anthony Hunt
Total Employees:
Mid Cap
Our Technological Advancement Rating
Our Rating:
0.164820212
-3.128333653
Repligen Corporation (XNAS:RGEN) In-Depth Stock/Fundamental/Options Analysis Today
Primary Targets/Price Insights
Previous Close ($) :
REPLIGEN CORPORATION (XNAS:RGEN)
One Month Price Target:
Six Month Price Target :
$211.6
Likely Price in One Year's Time:
Ticker:
$217.89
Likely Trading Range Today Under (Normal Volatility)
$211.81
Price Upper limit ($) :
$225.43
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
P363
This week:
$197.29
This month :
$181.17
Other Primary facts
Market Cap:
55.49M
Market Cap Classification:
11.81B
Number of Shares
IPO Date:
D
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
-11.65%
$152.
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:
$242.50
15.25%
$178.18
$270.79
Medium risk (<10%) entry points
Buy Call
Sell Call
$227.25
Buy Put:
Sell Put:
$149.89
$193.43
$233.29
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
Medical Instruments & Supplies
Sharpe Ratio:
RGEN, is amongst the top 20% highest yielding stocks in terms of daily returns
Comparison:
1.60%
2.251114338
Sharpe ratio is 225.11% higher than the industry
Average Returns/Yield of
Medical Instruments & Supplies
Daily returns:
1
Weekly returns:
0.17%
Monthly returns:
0.85%
Yearly returns:
40.89%
Comparison of returns:
1.7850032
Classification:
Average annual returns/yield (last 3 years) is 178.50% above industry average
Results of T-Test of Returns:
RGEN is a riskier investment compared to Nasdaq (IXIC)
Statistical test of Returns:
0.28
Volatility (measured by Standard Deviation)
Daily Volatility:
& ratio is 128.39% higher than the market/S&P 500 average
Weekly Volatility:
3.10%
Monthly Volatility:
6.94%
Yearly Volatility:
13.88%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
60.49%
-65.24%
Value at Risk Analysis (VaR)
Daily VaR:
Volatility in last five trading days has been -65.24% below long-term volatility
Weekly VaR:
-6.20%
Monthly VaR:
-13.87%
How Much Can the price of
Medical Instruments & Supplies
Decline in a Recession?
Likely price decline in a recession:
Base case (decline):
Risk of crash in next 6/12 months: Very high (>70%)
Worst case (decline):
$162.87
This translates to price declining to:
-23%
This translates to price declining to:
>85%
Severe Crash Probability
-27.74%
What is Value at Risk (VaR)?
Risk Fundamentals
67.72%
RGEN is a 95.77% riskier investment compared to the market/S&P 500 & is 67.72% riskier than Nasdaq (IXIC)
RGEN is a 95.77% riskier investment compared to the market/S&P 500
Beta Examination of
Medical Instruments & Supplies
1.068
Expected beta in 1 year's time:
0.588
Expected beta in 3 year's time:
0.845
Unlevered (debt free) Beta:
Beta in relation to market/S&P 500--1.07
Beta in relation to Nasdaq (XNAS):
Returns are, approximately, symmetrical
Beta in relation to all global stocks::
Beta is 7.94% above industry average
Beta Comparison & Analysis
Beta of competitors/peers::
1.021
0.099
Average Industry Beta:
Beta is 9.87% higher than peers
0.079435884
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
WACC is 3.92% above industry mean WACC
-49.47%
Alpha provided | Alpha Analysis
Alpha provided:
1.195
5.397
19.368
Analysis of Cost of Capital of
Medical Instruments & Supplies
Equity cost of capital:
Alpha is 1937% higher than market/& is unsustainably high
0.054
Unlevered (without debt) cost of capital:
Equity cost of capital is 5.42% above industry mean WACC
Before-tax cost of debt:
10.00%
After-tax cost of debt:
2.52%
Overall debt rating:
1.99%
Weighted average cost of capital (WACC):
2.52%
3.92%
Key Per-Share Metrics & Analysis
Revenue per share:
-
Revenue growth rate per share of (3Y):
Price to sales ratio is 114.40% above the industry mean
242.97%
EPS:
One Hundred Thirty-Nine Million Six Hundred Ninety-One Thousand One Hundred Sixty Dollars
Expected Annual growth rate of EPS (3Y):
Price to free cash flow ratio is 225.57% higher than the industry
522.85%
Free cash flow (FCF) per share:
Price to book ratio is -8.45% below the industry mean
Growth rate in R&D investment/expenditure is 26867.28% higher than the industry
-
Debt per share
Debt repayment rate in last quarter: 0.01%
EBITDA per share
Each employee generates 12% more EBITDA than industry average revenue per employee
Valuation Analysis Today of
Medical Instruments & Supplies
P/E Ratio:
Sustainable growth rate is -49.47% below industry average
P/E Ratio of Competitors/Peers:
75.9
0.521331351
125.7221024
0.673055063
$0.75
-
P/S (Price to Sales ratio):
$13.23
1.14400958
P/B (Price to book value ratio):
Price to sales ratio is 114.40% above the industry mean
-
2.255674461
Net income growth rate (3Y):
Annual revenue growth rate is 242.97% above the industry average
-586.59%
Dividend Analysis
Net income growth rate is -586.59% 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:
-10.82%
Net debt to equity ratio:
The remaining useful life of property plant & equipment is: 2.5 years
Debt to assets ratio:
-8.01%
Net debt to assets ratio:
5.69%
-88.26%
Ability to repay debt:
Interest coverage ratio:
Debt-to-asset ratio is -88.26% below industry average
-0.67
Looking forward:
Debt growth rate:
1.0x
-70.08%
0.01%
Analysis of Key Statistics
Correlation of price movement with the market:
13.7167927
Statistical significance of correlation:
-0.36%
Average Correlation of the industry with the market:
0.464
-8.07%
R Squared (percentage of price movement explained by movement of the market):
0.464
Correlation of price movement with Nasdaq (^IXIC):
0.215
Covariance of price movement with the market:
-0.05
Kurtosis
-0.09
2.185
Skewness of returns:
Returns are more concentrated around the mean (platykurtic), compared to a normal distribution
0.118
Fundamental Analysis & Dupont Analysis of
Medical Instruments & Supplies
Gross Profit Margin Ratio:
432.21M
Operating Profit Margin Ratio:
Net profit margin is 48.38% higher than the industry
94.24%
Net Profit Margin Ratio:
432.21M
Effective Tax Rate:
5.43%
-0.430626365
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
Return on assets (ROA) is -14.60% lower than the industry
-118.10%
Financial Leverage
Asset Turnover Ratio (ROA):
Operating profit margin is 94.24% higher than the industry
-14.60%
Financial Leverage:
Interest coverage ratio is -67.09% less than industry average
Current Ratio:
Return on equity (ROE) is -118.10% lower than the industry
-0.390233513
Cash Conversion Cycle (days):
$1.81
0.44255896
Current ratio is -39.02% below industry average
Stock based compensation to net income ratio:
-
In-depth Efficiency Analysis
Revenue generated per employee:
Cash conversion cycle is 44.26% above industry average
0.120931869
EBITDA generated per employee:
Each employee generates 12% more revenue than industry average revenue per employee
0.120727337
Profit generated per employee:
$4.16
1%
Free cash flow (FCF) generated per employee:
Each employee generates 1% more net income/profit than industry average revenue per employee
-0.519806322
Assets/Capital per employee
Each employee generates -52% less free cash flow than industry average revenue per employee
-0.519806322
Research & Development (R&D) Analysis
69.82%
268.6727504
Competitors/Peer firms of
Medical Instruments & Supplies
$506.00
BRUKER CORPORATION (XNAS:BRKR)
JAZZ PHARMACEUTICALS PUBLIC LIMITED COMPANY (XNAS:JAZZ)
Maravai LifeSciences Holdings Inc (XNAS:MRVI)
HENRY SCHEIN, INC. (XNAS:HSIC)
NATERA, INC. (XNAS:NTRA)
UNITED THERAPEUTICS CORPORATION (XNAS:UTHR)
SYNEOS HEALTH, INC. (XNAS:SYNH)
NEUROCRINE BIOSCIENCES, INC. (XNAS:NBIX)
Current Analyst Ratings
$2.52
Strong buy�17%
Buy�4%
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:
734.10M
301.89M
236%
38.82M
-
199.07M
-
-
539.78M
-
9.90M
41.84M
126%
33.56M
- 11497.00K
98%
33.56M
Statement of Cash Flow
Date:
Period:
46.96M
Differed Income Tax :
11.83M
Stock Based Compensation :
1.05M
Change in Working Capital :
7.92M
Accounts Receivables:
- 42759.00K
Other Working Capital:
2.20M
Other Non-Cash Items:
-
Net Cash Provided by Operating Activities:
- 1886.00K
Investments in PP&E:
23.11M
Net Acquisitions:
- 27204.00K
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
584.64M
-
584.64M
122.44M
213.78M
23.94M
944.79M
247.38M
859.49M
329.93M
-
1.61M
631.00K
1.44B
-
2.38B
38.28M
293.15M
5.91M
20.08M
72.83M
424.33M
100.44M
66.80M
193.09M
-
617.42M
554.00K
258.28M
- 21574.0K
Value
237.89M
1.53B
1.77B
2.38B
-
393.58M
-
-
- 1010.00K
- 28214.00K
- 6.00K
-
-
-
- 12015.00K
- 12021.00K
- 2052.00K
- 19174.00K
584.64M
603.81M
23.11M
- 28231.00K
Our Proprietary Portfolio Rating
Our Rating:
-473.6501464
Price Forecast/Expected Price in Next 5 Years of
Medical Instruments & Supplies
2023
2024
2025
2026
2027
383.491948
$226.56
$411.01
$440.51
$472.12