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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
Schneider National, Inc. (XNYS:SNDR) In-Depth Stock/Fundamental/Options Analysis Today
Primary Facts
SNDR
Name:
SCHNEIDER NATIONAL, INC. (XNYS:SNDR)
Sector:
39.90M
Industry:
Trucking
CEO:
Mr. Mark Rourke
Total Employees:
16,050
Our Technological Advancement Rating
Our Rating:
D
Technological advancement compared to industry is -235.96% lower
ANALYSIS OF ALL CRITICAL FACTORS & RISKS RELATED TO THE STOCK & FUNDAMENTAL/LONG-TERM ANALYSIS OF SCHNEIDER NATIONAL, INC.(SNDR) AS PER DATA ANALYSIS OF LAST 3 YEARS AND COMPARISON WITH COMPETITORS/PEERS, AND TRUCKING INDUSTRY. DATE: 07/09/2022
Primary Targets/Price Insights
Previous Close ($) :
22.52
One Month Price Target:
$22.65
Six Month Price Target :
$23.28
Likely Price in One Year's Time:
Ticker:
$24.04
Likely Trading Range Today Under (Normal Volatility)
$22.45
Price Upper limit ($) :
$22.6
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
$21.61
This week:
$20.48
This month :
$18.43
Other Primary facts
Market Cap:
3.93B
Market Cap Classification:
Mid Cap
Number of Shares
IPO Date:
178.01M
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
8.14%
-11.4%
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:
$26.76
$24.82
$18.28
$20.22
Medium risk (<10%) entry points
Buy Call
Sell Call
$24.19
Buy Put:
Sell Put:
$23.78
$20.84
$21.26
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
SNDR
Sharpe Ratio:
0.64%
Comparison:
SNDR, is amongst the top 60% stocks with highest risk-adjusted returns
Sharpe ratio is -79.93% lower than the industry
& is -71.78% lower than the market/S&P 500 average
Average Returns/Yield of
SNDR
Daily returns:
0.02%
Weekly returns:
0.11%
Monthly returns:
0.43%
Yearly returns:
31.49%
Comparison of returns:
Average annual returns/yield (last 3 years) is -83.51% below industry average
Classification:
SNDR, is amongst the top 60% highest yielding stocks in terms of daily returns
Results of T-Test of Returns:
0.59
Statistical test of Returns:
SNDR has yielded returns statistically similar to the market
Volatility (measured by Standard Deviation)
Daily Volatility:
1.99%
Weekly Volatility:
4.44%
Monthly Volatility:
8.89%
Yearly Volatility:
30.78%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
1.48%
Volatility in last five trading days has been -25.62% below long-term volatility
Value at Risk Analysis (VaR)
Daily VaR:
-4.06%
Weekly VaR:
-9.08%
Monthly VaR:
-18.15%
How Much Can the price of
SNDR
Decline in a Recession?
Likely price decline in a recession:
Base case (decline):
-16%
Worst case (decline):
-62.89%
This translates to price declining to:
$18.96
This translates to price declining to:
$8.36
Severe Crash Probability
Risk of crash in next 6/12 months: Medium (<50%)
What is Value at Risk (VaR)?
Risk Fundamentals
SNDR is a 28.13% riskier investment compared to the market/S&P 500 & is 9.77% riskier than Nasdaq (IXIC)
Risk (measured by volatility) is -38.97% below industry average
Overall, it is amongst the top 50% most risky stocks
Beta Examination of
SNDR
Beta in relation to market/S&P 500--1.00
Expected beta in 1 year's time:
0.753
Expected beta in 3 year's time:
1.066
Unlevered (debt free) Beta:
0.943
Beta in relation to Nasdaq (XNAS):
0.479
Beta in relation to all global stocks::
0.446
Beta Comparison & Analysis
Beta of competitors/peers::
1.23
Beta is -18.56% lower than peers
Average Industry Beta:
1.38
Beta is -27.45% below industry average
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
21.56%
Sustainable growth rate is -4.05% below industry average
Alpha provided | Alpha Analysis
Alpha provided:
-0.048
Alpha is -125.53% below industry average alpha yield
Alpha is -307% below the market average
Analysis of Cost of Capital of
SNDR
Equity cost of capital:
0.100
Equity cost of capital is -20.59% below industry mean WACC
Unlevered (without debt) cost of capital:
9.42%
Before-tax cost of debt:
5.62%
After-tax cost of debt:
4.44%
Overall debt rating:
Lower BB medium grade (Fifth highest grade)
Weighted average cost of capital (WACC):
4.44%
WACC is -1.11% below industry mean WACC
Key Per-Share Metrics & Analysis
Revenue per share:
$33.71
Revenue growth rate per share of (3Y):
1.6
Annual revenue growth rate is -84.13% below industry average
EPS:
$2.48
Expected Annual growth rate of EPS (3Y):
40.05%
Expected future EPS growth rate is 3.53% higher than the Trucking industry
Free cash flow (FCF) per share:
$0.02
Balance sheet equity growth per share: 21.39%
Equity growth rate per share is -83.28% lower than the industry
Debt per share
$1.18
EBITDA per share
$5.12
Valuation Analysis Today of
SNDR
P/E Ratio:
8.61
P/E Ratio of Competitors/Peers:
15.64
P/E ratio is -44.92% lower than main peers & is -47.91% lower than the industry
Stock price/value with industry average P/E ratio: $41.01
SNDR is -45.09% undervalued if valued using industry average P/E ratio
-
-
P/S (Price to Sales ratio):
0.67
Price to sales ratio is -96.35% below the industry mean
P/B (Price to book value ratio):
1.6
Price to free cash flow: 923.72
-
Net income growth rate (3Y):
50.17%
Net income growth rate is 779.74% higher than the average industry net income growth rate
Dividend Analysis
Dividend payout rate: 2.91%
Dividend yeild: 1.33%
Previous Dividend: $0.08
Previous adjusted dividend: $0.08
Previous Dividend: $0.30
Expected next dividend best case: $0.56
Expected next dividend worst case: -$0.40
Average dividend payment (long-term): $0.25
Average dividend increase/decrease (growth rate) % per period: 264.59%
Expected next dividend payment date: 10/10/2022
Expected next dividend record date: 09/08/2022
-
Previous dividend payment date: 07/11/2022
Previous dividend record date: 06/10/2022
-
Dividend History:
2022-06-09--$0.08
2021-12-09--$0.07
2021-06-10--$0.07
2022-03-10--$0.08
2021-09-09--$0.07
2021-03-11--$0.07
Dividend growth rate is 467.99% higher than the average industry
In-depth Debt & Leverage Analysis
Debt to equity ratio:
8.38%
Net debt to equity ratio:
-2.43%
Debt to assets ratio:
5.14%
Net debt to assets ratio:
-1.49%
Debt-to-asset ratio is -89.24% below industry average
Ability to repay debt:
Interest coverage ratio:
76.6
Interest coverage ratio is -47.75% less than industry average
Looking forward:
Debt growth rate:
-11.90%
Annual debt growth is -115% lower than industry average debt growth rate
Debt repayment rate in last quarter: 22.35%
Analysis of Key Statistics
Correlation of price movement with the market:
0.518
Statistical significance of correlation:
SNDR has a statistically significant correlation with the market
Average Correlation of the industry with the market:
0.451
Stock price is 14.68% more correlated with the market, compared to the industry average correlation
R Squared (percentage of price movement explained by movement of the market):
0.451
Correlation of price movement with Nasdaq (^IXIC):
0.001
Covariance of price movement with the market:
0.001
Kurtosis
3.683
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
Skewness of returns:
-0.53
Returns are left (negative) skewed; mean returns are lower than median and mode returns
Fundamental Analysis & Dupont Analysis of
SNDR
Gross Profit Margin Ratio:
59%
Operating Profit Margin Ratio:
9.88%
Operating profit margin is -100.88% lower than the industry
Net Profit Margin Ratio:
59%
Effective Tax Rate:
25.31%
Effective tax rate is 12.04% higher than the industry
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
17.67%
Return on equity (ROE) is 6.02% higher than the industry
Financial Leverage
Asset Turnover Ratio (ROA):
10.83%
Return on assets (ROA) is 59.18% higher than the industry
Financial Leverage:
1.1x
Current Ratio:
1.92
Current ratio is -53.94% below industry average
Cash Conversion Cycle (days):
13
Cash conversion cycle is -55.22% below industry average
The remaining useful life of property plant & equipment is: 3.0 years
Stock based compensation to net income ratio:
1.31%
In-depth Efficiency Analysis
Revenue generated per employee:
373.9K
Each employee generates 42% more revenue than industry average revenue per employee
EBITDA generated per employee:
56.8K
Each employee generates 12% more EBITDA than industry average revenue per employee
Profit generated per employee:
27.6K
Each employee generates 17% more net income/profit than industry average revenue per employee
Free cash flow (FCF) generated per employee:
2.5K
Each employee generates -54% less free cash flow than industry average revenue per employee
Assets/Capital per employee
167.6K
Each employee generates -54% less free cash flow than industry average revenue per employee
Research & Development (R&D) Analysis
-
-
Competitors/Peer firms of
SNDR
HERC HOLDINGS INC. (XNYS:HRI)
COLFAX UNT (XNYS:CFXA)
MSC INDUSTRIAL DIRECT CO., INC. (XNYS:MSM)
JOHN BEAN TECHNOLOGIES CORPORATION (XNYS:JBT)
BWX TECHNOLOGIES, INC. (XNYS:BWXT)
GATES INDUSTRIAL CORPORATION PLC (XNYS:GTES)
MAXIMUS, INC. (XNYS:MMS)
NAMVIET JOINT - STOCK COMPANY (XSTC:NAV)
AIR LEASE CORPORATION (XNYS:AL)
Current Analyst Ratings
Strong buy�21%
Buy�17%
Hold�13%
Sell�0%
Strong sell�0%
Overall analyst sentiment is: Strong buy
Income Statement
Period:
TTM
Date:
3/31/22
Revenue:
6.00B
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:
5.11B
890.90M
-
287.70M
287.70M
-
-
287.70M
1.70M
11.90M
306.90M
911.50M
592.60M
442.70M
592.70M
150.00M
442.70M
Statement of Cash Flow
Date:
Period:
83.80M
Differed Income Tax :
29.70M
Stock Based Compensation :
5.80M
Change in Working Capital :
- 37400.00K
Accounts Receivables:
-
Other Working Capital:
9.10M
Other Non-Cash Items:
- 38400.00K
Net Cash Provided by Operating Activities:
135.60M
Investments in PP&E:
- 95700.00K
Net Acquisitions:
- 3200.00K
Purchases of Investments:
- 7600.00K
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
272.60M
48.50M
321.10M
925.50M
31.30M
119.40M
1.40B
2.05B
245.00M
235.20M
-
-
161.00M
2.69B
-
4.09B
400.20M
1.80M
-
-
323.90M
725.90M
209.90M
165.70M
855.80M
-
1.58B
-
935.00M
- 1500.0K
-
March 31, 2022 at 6:00:00 AM
5.40B
2.50B
4.09B
-
211.70M
- 60900.0K
2.20M
69.90M
- 34400.00K
- 60400.00K
-
-
- 12900.00K
- 100.00K
- 73400.00K
-
27.80M
272.60M
244.80M
135.60M
- 95700.00K
39.90M
Our Proprietary Portfolio Rating
Our Rating:
D
Price Forecast/Expected Price in Next 5 Years of
SNDR
2023
2024
2025
2026
2027
$24.16
$38.51
$41.10
$43.87
$46.82