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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
SAM
Primary Facts
Beverages�Brewers
Name:
-
Sector:
- 64773.00K
Industry:
330.8
CEO:
Mr. David Burwick
Total Employees:
Mid Cap
Our Technological Advancement Rating
Our Rating:
0.052917247
-1.88738E-15
The Boston Beer Company, Inc. (XNYS:SAM) In-Depth Stock/Fundamental/Options Analysis Today
Primary Targets/Price Insights
Previous Close ($) :
THE BOSTON BEER COMPANY, INC. (XNYS:SAM)
One Month Price Target:
Six Month Price Target :
$332.6
Likely Price in One Year's Time:
Ticker:
$341.61
Likely Trading Range Today Under (Normal Volatility)
$332.69
Price Upper limit ($) :
$352.43
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
P299
This week:
$309.31
This month :
$282.75
Other Primary facts
Market Cap:
12.29M
Market Cap Classification:
4.07B
Number of Shares
IPO Date:
B
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
-26.02%
$234.69
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:
$384.97
25.65%
$276.63
$430.55
Medium risk (<10%) entry points
Buy Call
Sell Call
$360.41
Buy Put:
Sell Put:
$231.05
$301.19
$370.14
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
Beverages�Brewers
Sharpe Ratio:
SAM, is amongst the top 60% highest yielding stocks in terms of daily returns
Comparison:
0.78%
-0.083716192
Sharpe ratio is -8.37% lower than the industry
Average Returns/Yield of
Beverages�Brewers
Daily returns:
1
Weekly returns:
0.03%
Monthly returns:
0.16%
Yearly returns:
7.58%
Comparison of returns:
0.052186491
Classification:
Average annual returns/yield (last 3 years) is 5.22% above industry average
Results of T-Test of Returns:
SAM is a riskier investment compared to Nasdaq (IXIC)
Statistical test of Returns:
0.62
Volatility (measured by Standard Deviation)
Daily Volatility:
& is -68.64% lower than the market/S&P 500 average
Weekly Volatility:
3.18%
Monthly Volatility:
7.11%
Yearly Volatility:
14.22%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
61.96%
-70.14%
Value at Risk Analysis (VaR)
Daily VaR:
Volatility in last five trading days has been -70.14% below long-term volatility
Weekly VaR:
-6.50%
Monthly VaR:
-14.53%
How Much Can the price of
Beverages�Brewers
Decline in a Recession?
Likely price decline in a recession:
Base case (decline):
Risk of crash in next 6/12 months: Medium (<50%)
Worst case (decline):
$247.00
This translates to price declining to:
-25%
This translates to price declining to:
>85%
Severe Crash Probability
-29.05%
What is Value at Risk (VaR)?
Risk Fundamentals
75.67%
SAM is a 105.06% riskier investment compared to the market/S&P 500 & is 75.67% riskier than Nasdaq (IXIC)
SAM is a 105.06% riskier investment compared to the market/S&P 500
Beta Examination of
Beverages�Brewers
0.973
Expected beta in 1 year's time:
0.666
Expected beta in 3 year's time:
0.788
Unlevered (debt free) Beta:
Beta in relation to market/S&P 500--0.97
Beta in relation to Nasdaq (XNAS):
Returns are, approximately, symmetrical
Beta in relation to all global stocks::
Beta is 5.46% above industry average
Beta Comparison & Analysis
Beta of competitors/peers::
0.927
0.320
Average Industry Beta:
Beta is 32.00% higher than peers
0.054634146
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
WACC is 13.54% above industry mean WACC
0.00%
Alpha provided | Alpha Analysis
Alpha provided:
1.114
-0.013
-1.425
Analysis of Cost of Capital of
Beverages�Brewers
Equity cost of capital:
Alpha is -143% below the market average
0.036
Unlevered (without debt) cost of capital:
Equity cost of capital is 3.65% above industry mean WACC
Before-tax cost of debt:
9.35%
After-tax cost of debt:
0.12%
Overall debt rating:
0.09%
Weighted average cost of capital (WACC):
0.12%
13.54%
Key Per-Share Metrics & Analysis
Revenue per share:
-
Revenue growth rate per share of (3Y):
Price to sales ratio is 33.39% above the industry mean
110.53%
EPS:
-
Expected Annual growth rate of EPS (3Y):
-
-1043.93%
Free cash flow (FCF) per share:
Price to book ratio is 51.13% above the industry mean
-
-
Debt per share
Debt repayment rate in last quarter: 18.83%
EBITDA per share
Each employee generates -98% less EBITDA than industry average revenue per employee
Valuation Analysis Today of
Beverages�Brewers
P/E Ratio:
Sustainable growth rate is 0.00% below industry average
P/E Ratio of Competitors/Peers:
0
-1362.615109
-1.242768481
-
-
P/S (Price to Sales ratio):
$158.02
0.333892753
P/B (Price to book value ratio):
Price to sales ratio is 33.39% above the industry mean
-
-
Net income growth rate (3Y):
Annual revenue growth rate is 110.53% above the industry average
78.46%
Dividend Analysis
Net income growth rate is 78.46% higher than the average industry 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:
6.02%
Net debt to equity ratio:
The remaining useful life of property plant & equipment is: 21.1 years
Debt to assets ratio:
4.27%
Net debt to assets ratio:
6.77%
-88.12%
Ability to repay debt:
Interest coverage ratio:
Debt-to-asset ratio is -88.12% below industry average
-1.45
Looking forward:
Debt growth rate:
1.1x
-19.00%
18.83%
Analysis of Key Statistics
Correlation of price movement with the market:
12.02808043
Statistical significance of correlation:
-0.51%
Average Correlation of the industry with the market:
0.418
-11.05%
R Squared (percentage of price movement explained by movement of the market):
0.418
Correlation of price movement with Nasdaq (^IXIC):
0.174
Covariance of price movement with the market:
-0.103
Kurtosis
-0.191
15.095
Skewness of returns:
Returns have severe fat-tails (leptokurtic), i.e., returns considerably higher or lower than the mean returns are considerably more likely, compared to assets with normally distributed returns
0.306
Fundamental Analysis & Dupont Analysis of
Beverages�Brewers
Gross Profit Margin Ratio:
721.11M
Operating Profit Margin Ratio:
Net profit margin is -5183.98% lower than the industry
-6891.37%
Net Profit Margin Ratio:
721.11M
Effective Tax Rate:
-5.52%
0.373111858
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
Return on assets (ROA) is -247.45% lower than the industry
-273.29%
Financial Leverage
Asset Turnover Ratio (ROA):
Operating profit margin is -6891.37% lower than the industry
-247.45%
Financial Leverage:
Interest coverage ratio is -145.05% less than industry average
Current Ratio:
Return on equity (ROE) is -273.29% lower than the industry
0.272272088
Cash Conversion Cycle (days):
$5.42
-1.409561871
Current ratio is 27.23% above industry average
Stock based compensation to net income ratio:
-
In-depth Efficiency Analysis
Revenue generated per employee:
Cash conversion cycle is -140.96% below industry average
-0.030643358
EBITDA generated per employee:
Each employee generates -3% less revenue than industry average revenue per employee
-0.983181779
Profit generated per employee:
$0.23
-193%
Free cash flow (FCF) generated per employee:
Each employee generates -193% less net income/profit than industry average revenue per employee
0.55358386
Assets/Capital per employee
Each employee generates 55% more free cash flow than industry average revenue per employee
0.55358386
Research & Development (R&D) Analysis
-
-
Competitors/Peer firms of
Beverages�Brewers
$380.26
Natura & Co Holding SA (XNYS:NTCO)
BUNGE LIMITED (XNYS:BG)
TAP-A
THE J. M. SMUCKER COMPANY (XNYS:SJM)
CAMPBELL SOUP COMPANY (XNYS:CPB)
CHEGG, INC. (XNYS:CHGG)
DARLING INGREDIENTS INC. (XNYS:DAR)
LAMB WESTON HOLDINGS, INC. (XNYS:LW)
Current Analyst Ratings
-$4.31
Strong buy�0%
Buy�0%
Hold�25%
Sell�17%
Strong sell�0%
Income Statement
Period:
3/26/2022
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:
1.94B
1.22B
145%
-
141.38M
738.13M
596.75M
-
1.96B
-
88.00K
74.73M
-6%
- 18974.00K
- 1186.00K
-22%
- 18974.00K
Statement of Cash Flow
Date:
Period:
- 1955.00K
Differed Income Tax :
19.63M
Stock Based Compensation :
21.00K
Change in Working Capital :
2.92M
Accounts Receivables:
- 63729.00K
Other Working Capital:
26.80M
Other Non-Cash Items:
-
Net Cash Provided by Operating Activities:
2.10M
Investments in PP&E:
- 41006.00K
Net Acquisitions:
- 23767.00K
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
3/26/2022
2022
Q1
15.77M
-
15.77M
154.16M
162.59M
24.01M
356.53M
719.66M
112.53M
103.61M
-
-
97.67M
1.03B
-
1.39B
112.71M
8.37M
-
-
124.46M
245.53M
66.69M
5.33M
159.54M
-
405.07M
123.00K
369.90M
- 144.0K
Value
738.13M
-
984.92M
1.39B
-
75.06M
-
-
66.00K
- 23701.00K
- 15475.00K
-
-
-
29.63M
14.16M
-
- 50552.00K
15.77M
66.32M
- 41006.00K
- 23767.00K
Our Proprietary Portfolio Rating
Our Rating:
-2.24593E-13
Price Forecast/Expected Price in Next 5 Years of
Beverages�Brewers
2023
2024
2025
2026
2027
295.1647839
$295.16
$314.46
$335.02
$356.92