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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
Senseonics Holdings, Inc. (XNYS:SENS) In-Depth Stock/Fundamental/Options Analysis Today
Primary Facts
SENS
Name:
Senseonics Holdings, Inc. (XNYS:SENS)
Sector:
- 20296.00K
Industry:
Diagnostics & Research
CEO:
Dr. Timothy Goodnow
Total Employees:
89
Our Technological Advancement Rating
Our Rating:
A
Technological advancement compared to industry is 150.59% higher
ANALYSIS OF ALL CRITICAL FACTORS & RISKS RELATED TO THE STOCK & FUNDAMENTAL/LONG-TERM ANALYSIS OF SENSEONICS HOLDINGS, INC.(SENS) AS PER DATA ANALYSIS OF LAST 3 YEARS AND COMPARISON WITH COMPETITORS/PEERS, AND DIAGNOSTICS & RESEARCH INDUSTRY. DATE: 07/09/2022
Primary Targets/Price Insights
Previous Close ($) :
1.65
One Month Price Target:
$1.66
Six Month Price Target :
$1.7
Likely Price in One Year's Time:
Ticker:
$1.74
Likely Trading Range Today Under (Normal Volatility)
$1.63
Price Upper limit ($) :
$1.68
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
$1.39
This week:
$1.08
This month :
$.51
Other Primary facts
Market Cap:
702.83M
Market Cap Classification:
Small Cap
Number of Shares
IPO Date:
465.45M
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
80.38%
-33.7%
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:
$2.83
$2.28
$0.47
$1.02
Medium risk (<10%) entry points
Buy Call
Sell Call
$2.10
Buy Put:
Sell Put:
$1.99
$1.20
$1.31
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
SENS
Sharpe Ratio:
4.27%
Comparison:
SENS, is amongst the top 20% stocks with highest risk-adjusted returns
Sharpe ratio is 69.53% higher than the industry
& ratio is 87.29% higher than the market/S&P 500 average
Average Returns/Yield of
SENS
Daily returns:
0.34%
Weekly returns:
1.69%
Monthly returns:
6.74%
Yearly returns:
27.92%
Comparison of returns:
Average annual returns/yield (last 3 years) is 189.92% above industry average
Classification:
SENS, is amongst the top 20% highest yielding stocks in terms of daily returns
Results of T-Test of Returns:
0.27
Statistical test of Returns:
SENS has yielded returns statistically similar to the market
Volatility (measured by Standard Deviation)
Daily Volatility:
7.69%
Weekly Volatility:
17.20%
Monthly Volatility:
34.40%
Yearly Volatility:
119.18%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
4.03%
Volatility in last five trading days has been -47.65% below long-term volatility
Value at Risk Analysis (VaR)
Daily VaR:
-15.46%
Weekly VaR:
-34.57%
Monthly VaR:
-69.15%
How Much Can the price of
SENS
Decline in a Recession?
Likely price decline in a recession:
Base case (decline):
-57%
Worst case (decline):
>85%
This translates to price declining to:
$0.71
This translates to price declining to:
$0.25
Severe Crash Probability
Risk of crash in next 6/12 months: Very high (>70%)
What is Value at Risk (VaR)?
Risk Fundamentals
SENS is a 388.04% riskier investment compared to the market/S&P 500 & is 318.10% riskier than Nasdaq (IXIC)
Risk (measured by volatility) is 99.25% above industry average
Overall, it is amongst the top 50% most risky stocks
Beta Examination of
SENS
Beta in relation to market/S&P 500--0.83
Expected beta in 1 year's time:
0.656
Expected beta in 3 year's time:
0.928
Unlevered (debt free) Beta:
-
Beta in relation to Nasdaq (XNAS):
1.432
Beta in relation to all global stocks::
0.84
Beta Comparison & Analysis
Beta of competitors/peers::
1.413
Beta is -41.40% lower than peers
Average Industry Beta:
1.181
Beta is -29.92% below industry average
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
214.91%
Sustainable growth rate is 306.87% above industry average
Alpha provided | Alpha Analysis
Alpha provided:
0.721
Alpha is 332.48% above industry average alpha yield
Alpha is 4591% higher than market/& is unsustainably high
Analysis of Cost of Capital of
SENS
Equity cost of capital:
0.088
Equity cost of capital is -21.53% below industry mean WACC
Unlevered (without debt) cost of capital:
-
Before-tax cost of debt:
19.87%
After-tax cost of debt:
15.70%
Overall debt rating:
Non-investment grade (junk/speculative grade
Weighted average cost of capital (WACC):
15.70%
WACC is 28.92% above industry mean WACC
Key Per-Share Metrics & Analysis
Revenue per share:
$0.02
Revenue growth rate per share of (3Y):
-8.58
Annual revenue growth rate is -184.22% below industry average
EPS:
$0.04
Expected Annual growth rate of EPS (3Y):
5.68%
Expected future EPS growth rate is -78.83% lower than the Diagnostics & Research industry
Free cash flow (FCF) per share:
-
-
-
Debt per share
$0.10
EBITDA per share
-$0.08
Valuation Analysis Today of
SENS
P/E Ratio:
2.84
P/E Ratio of Competitors/Peers:
62.76
P/E ratio is -95.48% lower than main peers & is -92.37% lower than the industry
Stock price/value with industry average P/E ratio: $1.49
SENS is 10.96% overvalued if valued using industry average P/E ratio
-
-
P/S (Price to Sales ratio):
82.56
Price to sales ratio is 768.79% above the industry mean
P/B (Price to book value ratio):
-8.58
-
-
Net income growth rate (3Y):
-100.00%
Net income growth rate is -56.25% 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:
-53.69%
Net debt to equity ratio:
-28.25%
Debt to assets ratio:
25.54%
Net debt to assets ratio:
13.44%
Debt-to-asset ratio is -47.45% below industry average
Ability to repay debt:
Interest coverage ratio:
-2.9
Interest coverage ratio is -89.66% less than industry average
Looking forward:
Debt growth rate:
97.95%
Annual debt growth is -6% lower than industry average debt growth rate
Debt repayment rate in last quarter: 4.37%
Analysis of Key Statistics
Correlation of price movement with the market:
0.304
Statistical significance of correlation:
SENS has a statistically significant correlation with the market
Average Correlation of the industry with the market:
0.488
Stock price is -37.74% less correlated with the market compared to the industry average correlation
R Squared (percentage of price movement explained by movement of the market):
0.488
Correlation of price movement with Nasdaq (^IXIC):
0.03
Covariance of price movement with the market:
0.133
Kurtosis
24.605
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
Skewness of returns:
3.181
Returns are right (positive) skewed; mean returns are greater than median and mode returns
Fundamental Analysis & Dupont Analysis of
SENS
Gross Profit Margin Ratio:
-2%
Operating Profit Margin Ratio:
-656.05%
Operating profit margin is 483.14% higher than the industry
Net Profit Margin Ratio:
-2%
Effective Tax Rate:
-
-
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
-37.73%
Return on equity (ROE) is -279.60% lower than the industry
Financial Leverage
Asset Turnover Ratio (ROA):
17.95%
Return on assets (ROA) is -106.65% lower than the industry
Financial Leverage:
1.3x
Current Ratio:
5.1
Current ratio is 2.63% above industry average
Cash Conversion Cycle (days):
14.4
Cash conversion cycle is -71.04% below industry average
The remaining useful life of property plant & equipment is: 3.1 years
Stock based compensation to net income ratio:
5.14%
In-depth Efficiency Analysis
Revenue generated per employee:
104.5K
Each employee generates -72% less revenue than industry average revenue per employee
EBITDA generated per employee:
- 416.1K
Each employee generates -1487% less EBITDA than industry average revenue per employee
Profit generated per employee:
379.3K
Each employee generates 2272% more net income/profit than industry average revenue per employee
Free cash flow (FCF) generated per employee:
- 228.0K
Each employee generates 10381% more free cash flow than industry average revenue per employee
Assets/Capital per employee
309.2K
Each employee generates 10381% more 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 5454.24% higher than the industry
Competitors/Peer firms of
SENS
NATIONAL HEALTHCARE CORPORATION (XNYS:NHC)
STEREOTAXIS, INC. (XNYS:STXS)
22ND CENTURY GROUP, INC. (XNAS:XXII)
INFUSYSTEM HOLDINGS, INC. (XNYS:INFU)
Zomedica Corp (XNYS:ZOM)
CEL-SCI CORPORATION (XNYS:CVM)
ASENSUS SURGICAL, INC. (XNYS:ASXC)
RETRACTABLE TECHNOLOGIES, INC. (XNYS:RVP)
MATINAS BIOPHARMA HOLDINGS, INC. (XNYS:MTNB)
Current Analyst Ratings
Strong buy�13%
Buy�4%
Hold�0%
Sell�0%
Strong sell�0%
Overall analyst sentiment is: Strong buy
Income Statement
Period:
TTM
Date:
3/31/22
Revenue:
9.30M
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:
14.12M
- 327.00K
22.11M
19.02M
30.45M
5.62M
7.66M
60.22M
327.00K
12.77M
865.00K
- 37036.00K
- 61026.00K
33.76M
- 50674.00K
-
33.76M
Statement of Cash Flow
Date:
Period:
263.00K
Differed Income Tax :
-
Stock Based Compensation :
1.74M
Change in Working Capital :
- 5348.00K
Accounts Receivables:
- 2056.00K
Other Working Capital:
-
Other Non-Cash Items:
- 103528.00K
Net Cash Provided by Operating Activities:
- 20159.00K
Investments in PP&E:
-
Net Acquisitions:
-
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):
3/31/22
2022
Q1
39.01M
102.76M
141.77M
4.37M
7.15M
7.29M
160.58M
1.32M
-
-
25.15M
-
1.06M
27.52M
-
188.10M
2.09M
16.25M
-
-
13.15M
31.48M
48.04M
198.05M
246.08M
-
277.57M
463.00K
- 864267.00K
- 837.0K
-
March 31, 2022 at 6:00:00 AM
74.34M
- 89469.00K
188.10M
127.90M
64.28M
25.3M
19.80M
- 137.00K
19.67M
- 2194.00K
-
-
-
8.24M
6.04M
-
5.55M
39.01M
33.46M
- 20159.00K
- 137.00K
- 20296.00K
Our Proprietary Portfolio Rating
Our Rating:
A+
Price Forecast/Expected Price in Next 5 Years of
SENS
2023
2024
2025
2026
2027
$1.78
$1.88
$1.98
$2.10
$2.21