_edited.png)
RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
SCPL
Primary Facts
Electronic Gaming & Multimedia
Name:
-
Sector:
34.60M
Industry:
11.3
CEO:
Mr. Joshua J. Wilson
Total Employees:
Small Cap
Our Technological Advancement Rating
Our Rating:
-2.660334109
-32.57018535
Sciplay Corporation (XNAS:SCPL) In-Depth Stock/Fundamental/Options Analysis Today
Primary Targets/Price Insights
Previous Close ($) :
SCIPLAY CORPORATION (XNAS:SCPL)
One Month Price Target:
Six Month Price Target :
$11.32
Likely Price in One Year's Time:
Ticker:
$11.4
Likely Trading Range Today Under (Normal Volatility)
$11.37
Price Upper limit ($) :
$11.5
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
P65
This week:
$10.52
This month :
$9.57
Other Primary facts
Market Cap:
127.17M
Market Cap Classification:
1.42B
Number of Shares
IPO Date:
D
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
-16.47%
$7.83
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:
$13.25
20.5%
$9.35
$14.90
Medium risk (<10%) entry points
Buy Call
Sell Call
$12.36
Buy Put:
Sell Put:
$7.70
$10.24
$12.72
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
Electronic Gaming & Multimedia
Sharpe Ratio:
SCPL, is amongst the top 60% highest yielding stocks in terms of daily returns
Comparison:
2.51%
-0.609390174
Sharpe ratio is -60.94% lower than the industry
Average Returns/Yield of
Electronic Gaming & Multimedia
Daily returns:
1
Weekly returns:
0.04%
Monthly returns:
0.21%
Yearly returns:
10.02%
Comparison of returns:
-0.526235435
Classification:
Average annual returns/yield (last 3 years) is -52.62% below industry average
Results of T-Test of Returns:
SCPL is a riskier investment compared to Nasdaq (IXIC)
Statistical test of Returns:
0.72
Volatility (measured by Standard Deviation)
Daily Volatility:
& is -57.03% lower than the market/S&P 500 average
Weekly Volatility:
3.36%
Monthly Volatility:
7.51%
Yearly Volatility:
15.03%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
65.51%
-56.07%
Value at Risk Analysis (VaR)
Daily VaR:
Volatility in last five trading days has been -56.07% below long-term volatility
Weekly VaR:
-6.86%
Monthly VaR:
-15.34%
How Much Can the price of
Electronic Gaming & Multimedia
Decline in a Recession?
Likely price decline in a recession:
Base case (decline):
Risk of crash in next 6/12 months: High (50-70%)
Worst case (decline):
$8.29
This translates to price declining to:
-27%
This translates to price declining to:
>85%
Severe Crash Probability
-30.68%
What is Value at Risk (VaR)?
Risk Fundamentals
85.49%
SCPL is a 116.52% riskier investment compared to the market/S&P 500 & is 85.49% riskier than Nasdaq (IXIC)
SCPL is a 116.52% riskier investment compared to the market/S&P 500
Beta Examination of
Electronic Gaming & Multimedia
0.257
Expected beta in 1 year's time:
0.423
Expected beta in 3 year's time:
0.366
Unlevered (debt free) Beta:
Beta in relation to market/S&P 500--0.26
Beta in relation to Nasdaq (XNAS):
Returns are, approximately, symmetrical
Beta in relation to all global stocks::
Beta is -57.44% below industry average
Beta Comparison & Analysis
Beta of competitors/peers::
0.246
-0.880
Average Industry Beta:
Beta is -88.03% lower than peers
-0.574397615
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
-
83.51%
Alpha provided | Alpha Analysis
Alpha provided:
0.518
-0.631
3.254
Analysis of Cost of Capital of
Electronic Gaming & Multimedia
Equity cost of capital:
Alpha is 325% higher than market/& is unsustainably high
-0.326
Unlevered (without debt) cost of capital:
Equity cost of capital is -32.61% below industry mean WACC
Before-tax cost of debt:
4.70%
After-tax cost of debt:
-
Overall debt rating:
-
Weighted average cost of capital (WACC):
-
-
Key Per-Share Metrics & Analysis
Revenue per share:
-
Revenue growth rate per share of (3Y):
Price to sales ratio is -41.04% below the industry mean
-38.29%
EPS:
Eighteen Million Two Hundred Forty-Nine Thousand One Hundred Forty Dollars
Expected Annual growth rate of EPS (3Y):
Price to free cash flow ratio is -92.68% lower than the industry
-182.77%
Free cash flow (FCF) per share:
Price to book ratio is 72.51% above the industry mean
Growth rate in R&D investment/expenditure is 340.34% higher than the industry
-
Debt per share
Debt repayment rate in last quarter: 0.00%
EBITDA per share
Each employee generates -50% less EBITDA than industry average revenue per employee
Valuation Analysis Today of
Electronic Gaming & Multimedia
P/E Ratio:
Sustainable growth rate is 83.51% above industry average
P/E Ratio of Competitors/Peers:
15.38
-0.537050481
24.58474526
-0.540365382
-
-
P/S (Price to Sales ratio):
$4.82
-0.410394386
P/B (Price to book value ratio):
Price to sales ratio is -41.04% below the industry mean
-
-0.926824297
Net income growth rate (3Y):
Annual revenue growth rate is -38.29% below industry average
35.03%
Dividend Analysis
Net income growth rate is 35.03% higher than the average industry net income growth rate
Dividend payout rate: 1.09%
-
-
-
-
-
-
-
-
-
-
-
-
-
Dividend History:
-
--$0.00
--$0.00
--$0.00
--$0.00
--$0.00
-
In-depth Debt & Leverage Analysis
Debt to equity ratio:
-278.56%
Net debt to equity ratio:
The remaining useful life of property plant & equipment is: 7.9 years
Debt to assets ratio:
-38.69%
Net debt to assets ratio:
4.66%
-98.46%
Ability to repay debt:
Interest coverage ratio:
Debt-to-asset ratio is -98.46% below industry average
-
Looking forward:
Debt growth rate:
1.0x
-350.36%
0.00%
Analysis of Key Statistics
Correlation of price movement with the market:
5.085380636
Statistical significance of correlation:
-0.53%
Average Correlation of the industry with the market:
0.191
-50.24%
R Squared (percentage of price movement explained by movement of the market):
0.191
Correlation of price movement with Nasdaq (^IXIC):
0.036
Covariance of price movement with the market:
-0.055
Kurtosis
-0.107
4.538
Skewness of returns:
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
0.338
Fundamental Analysis & Dupont Analysis of
Electronic Gaming & Multimedia
Gross Profit Margin Ratio:
421.90M
Operating Profit Margin Ratio:
Net profit margin is -140.64% lower than the industry
-732.65%
Net Profit Margin Ratio:
421.90M
Effective Tax Rate:
-
-0.645055437
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
Return on assets (ROA) is -150.92% lower than the industry
7759.87%
Financial Leverage
Asset Turnover Ratio (ROA):
Operating profit margin is -732.65% lower than the industry
-150.92%
Financial Leverage:
-
Current Ratio:
Return on equity (ROE) is 7759.87% higher than the industry
0.101839991
Cash Conversion Cycle (days):
$0.04
-1.199038901
Current ratio is 10.18% above industry average
Stock based compensation to net income ratio:
-
In-depth Efficiency Analysis
Revenue generated per employee:
Cash conversion cycle is -119.90% below industry average
0.434646389
EBITDA generated per employee:
Each employee generates 43% more revenue than industry average revenue per employee
-0.497585477
Profit generated per employee:
$0.32
-56%
Free cash flow (FCF) generated per employee:
Each employee generates -56% less net income/profit than industry average revenue per employee
6.641298268
Assets/Capital per employee
Each employee generates 664% more free cash flow than industry average revenue per employee
6.641298268
Research & Development (R&D) Analysis
19.22%
3.403411482
Competitors/Peer firms of
Electronic Gaming & Multimedia
$11.82
LIBERTY TRIPADVISOR HOLDINGS, INC. (XNAS:LTRPA)
TRUE
LIBERTY TRIPADVISOR HOLDINGS, INC. (XNAS:LTRPB)
WiMi Hologram Cloud Inc. (XNAS:WIMI)
Luokung Technology Corp. (XNAS:LKCO)
GENIUS BRANDS INTERNATIONAL, INC. (XNAS:GNUS)
MOTORSPORT GAMES INC. (XNAS:MSGM)
CHICKEN SOUP FOR THE SOUL ENTERTAINMENT INC. (XNAS:CSSE)
Current Analyst Ratings
$0.74
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:
613.00M
191.10M
275%
41.70M
63.40M
204.00M
140.60M
16.80M
453.60M
-
-
16.80M
27%
5.80M
- 161500.00K
82%
5.80M
Statement of Cash Flow
Date:
Period:
-
Differed Income Tax :
-
Stock Based Compensation :
-
Change in Working Capital :
-
Accounts Receivables:
-
Other Working Capital:
-
Other Non-Cash Items:
-
Net Cash Provided by Operating Activities:
36.60M
Investments in PP&E:
36.60M
Net Acquisitions:
-
Purchases of Investments:
- 106200.00K
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):
Value
3/31/2022
2022
Q1
292.00M
-
292.00M
42.80M
-
16.50M
351.30M
9.50M
222.60M
80.90M
-
76.30M
1.80M
391.10M
-
742.40M
20.60M
-
-
-
55.40M
76.00M
4.80M
104.60M
109.40M
-
185.40M
100.00K
56.60M
800.0K
Value
262.50M
-
103.10M
288.50M
-
4.80M
-
-
- 2000.00K
- 108200.00K
-
-
-
- 200.00K
- 500.00K
- 700.00K
- 100.00K
- 72400.00K
292.00M
364.40M
36.60M
- 2000.00K
Our Proprietary Portfolio Rating
Our Rating:
-382.6760035
Price Forecast/Expected Price in Next 5 Years of
Electronic Gaming & Multimedia
2023
2024
2025
2026
2027
11.03625077
$11.04
$11.23
$11.42
$11.62