_edited.png)
RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
SIGA
Primary Facts
Biotechnology
Name:
-
Sector:
56.71M
Industry:
14.45
CEO:
Dr. Phillip Gomez
Total Employees:
Small Cap
Our Technological Advancement Rating
Our Rating:
-1.319156808
-2.465315203
Siga Technologies, Inc. (XNAS:SIGA) In-Depth Stock/Fundamental/Options Analysis Today
Primary Targets/Price Insights
Previous Close ($) :
SIGA TECHNOLOGIES, INC. (XNAS:SIGA)
One Month Price Target:
Six Month Price Target :
$14.5
Likely Price in One Year's Time:
Ticker:
$14.78
Likely Trading Range Today Under (Normal Volatility)
$14.6
Price Upper limit ($) :
$15.11
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
P98
This week:
$13.12
This month :
$11.48
Other Primary facts
Market Cap:
73.02M
Market Cap Classification:
979.98M
Number of Shares
IPO Date:
D
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
-23.09%
$8.5
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:
$17.73
43.35%
$11.17
$20.61
Medium risk (<10%) entry points
Buy Call
Sell Call
$16.17
Buy Put:
Sell Put:
$8.29
$12.73
$16.79
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
Biotechnology
Sharpe Ratio:
SIGA, is amongst the top 20% highest yielding stocks in terms of daily returns
Comparison:
1.94%
1.85141153
Sharpe ratio is 185.14% higher than the industry
Average Returns/Yield of
Biotechnology
Daily returns:
1
Weekly returns:
0.26%
Monthly returns:
1.32%
Yearly returns:
63.49%
Comparison of returns:
1.516963181
Classification:
Average annual returns/yield (last 3 years) is 151.70% above industry average
Results of T-Test of Returns:
SIGA is a riskier investment compared to Nasdaq (IXIC)
Statistical test of Returns:
0.18
Volatility (measured by Standard Deviation)
Daily Volatility:
& ratio is 143.25% higher than the market/S&P 500 average
Weekly Volatility:
4.61%
Monthly Volatility:
10.31%
Yearly Volatility:
20.62%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
89.90%
-20.19%
Value at Risk Analysis (VaR)
Daily VaR:
Volatility in last five trading days has been -20.19% below long-term volatility
Weekly VaR:
-9.21%
Monthly VaR:
-20.59%
How Much Can the price of
Biotechnology
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):
$9.63
This translates to price declining to:
-33%
This translates to price declining to:
>85%
Severe Crash Probability
-41.17%
What is Value at Risk (VaR)?
Risk Fundamentals
148.95%
SIGA is a 190.59% riskier investment compared to the market/S&P 500 & is 148.95% riskier than Nasdaq (IXIC)
SIGA is a 190.59% riskier investment compared to the market/S&P 500
Beta Examination of
Biotechnology
0.676
Expected beta in 1 year's time:
0.537
Expected beta in 3 year's time:
0.411
Unlevered (debt free) Beta:
Beta in relation to market/S&P 500--0.68
Beta in relation to Nasdaq (XNAS):
Returns are right (positive) skewed; mean returns are greater than median and mode returns
Beta in relation to all global stocks::
Beta is -41.34% below industry average
Beta Comparison & Analysis
Beta of competitors/peers::
0.557
-0.477
Average Industry Beta:
Beta is -47.65% lower than peers
-0.413411673
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
-
-73.70%
Alpha provided | Alpha Analysis
Alpha provided:
0.581
2.928
35.463
Analysis of Cost of Capital of
Biotechnology
Equity cost of capital:
Alpha is 3546% higher than market/& is unsustainably high
-0.295
Unlevered (without debt) cost of capital:
Equity cost of capital is -29.54% below industry mean WACC
Before-tax cost of debt:
6.41%
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 -81.31% below the industry mean
-117.46%
EPS:
Sixty-Four Million Four Hundred Forty-Two Thousand Two Hundred Thirty Dollars
Expected Annual growth rate of EPS (3Y):
Price to free cash flow ratio is -70.82% lower than the industry
-
Free cash flow (FCF) per share:
Price to book ratio is -67.47% below the industry mean
Growth rate in R&D investment/expenditure is 2687.33% higher than the industry
-
Debt per share
-
EBITDA per share
Each employee generates 498% more EBITDA than industry average revenue per employee
Valuation Analysis Today of
Biotechnology
P/E Ratio:
Sustainable growth rate is -73.70% below industry average
P/E Ratio of Competitors/Peers:
15.74
-0.824634808
79.85757507
-0.819052858
-
-
P/S (Price to Sales ratio):
$1.91
-0.813110599
P/B (Price to book value ratio):
Price to sales ratio is -81.31% below the industry mean
-
-0.708179605
Net income growth rate (3Y):
Annual revenue growth rate is -117.46% below industry average
-241.68%
Dividend Analysis
Net income growth rate is -241.68% lower than the industry average net income growth rate
-
$0.45
Previous Dividend: $0.45
Previous adjusted dividend: $0.45
Previous Dividend: $0.45
-
-
Average dividend payment (long-term): $0.45
-
Expected next dividend payment date: 31/08/2022
Expected next dividend record date: 15/08/2022
-
Previous dividend payment date: 06/02/2022
Previous dividend record date: 17/05/2022
Dividend History:
-
--$0.00
--$0.00
2022-05-16--$0.45
--$0.00
--$0.00
-
In-depth Debt & Leverage Analysis
Debt to equity ratio:
-91.08%
Net debt to equity ratio:
The remaining useful life of property plant & equipment is: 3.4 years
Debt to assets ratio:
-82.78%
Net debt to assets ratio:
27.22%
-49.24%
Ability to repay debt:
Interest coverage ratio:
Debt-to-asset ratio is -49.24% below industry average
-
Looking forward:
Debt growth rate:
1.3x
-97.22%
-
Analysis of Key Statistics
Correlation of price movement with the market:
3.598712973
Statistical significance of correlation:
-0.52%
Average Correlation of the industry with the market:
0.136
-59.91%
R Squared (percentage of price movement explained by movement of the market):
0.136
Correlation of price movement with Nasdaq (^IXIC):
0.019
Covariance of price movement with the market:
-0.024
Kurtosis
-0.065
26.145
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
2.693
Fundamental Analysis & Dupont Analysis of
Biotechnology
Gross Profit Margin Ratio:
107.14M
Operating Profit Margin Ratio:
Net profit margin is -111.70% lower than the industry
-115.00%
Net Profit Margin Ratio:
107.14M
Effective Tax Rate:
0.53%
2.806970794
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
Return on assets (ROA) is -285.65% lower than the industry
-172.69%
Financial Leverage
Asset Turnover Ratio (ROA):
Operating profit margin is -115.00% lower than the industry
-285.65%
Financial Leverage:
-
Current Ratio:
Return on equity (ROE) is -172.69% lower than the industry
2.021678628
Cash Conversion Cycle (days):
$0.00
2.313433691
Current ratio is 202.17% above industry average
Stock based compensation to net income ratio:
-
In-depth Efficiency Analysis
Revenue generated per employee:
Cash conversion cycle is 231.34% above industry average
1.218256666
EBITDA generated per employee:
Each employee generates 122% more revenue than industry average revenue per employee
4.977010084
Profit generated per employee:
$1.23
1301%
Free cash flow (FCF) generated per employee:
Each employee generates 1301% more net income/profit than industry average revenue per employee
8.874560229
Assets/Capital per employee
Each employee generates 887% more free cash flow than industry average revenue per employee
8.874560229
Research & Development (R&D) Analysis
-100.00%
26.87332339
Competitors/Peer firms of
Biotechnology
$18.14
CYTOMX THERAPEUTICS, INC. (XNAS:CTMX)
MAGENTA THERAPEUTICS, INC. (XNAS:MGTA)
ONTRAK, INC. (XNAS:OTRK)
EAGLE PHARMACEUTICALS, INC. (XNAS:EGRX)
Adagene Inc (XNAS:ADAG)
Inventiva SA (XNAS:IVA)
CUTERA, INC. (XNAS:CUTR)
INTERCEPT PHARMACEUTICALS, INC. (XNAS:ICPT)
Current Analyst Ratings
$0.89
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:
139.40M
32.26M
200%
-
-
16.79M
-
710.08K
49.75M
-
-
519.07K
-
19.39M
- 351.00K
-6%
19.39M
Statement of Cash Flow
Date:
Period:
- 361.05K
Differed Income Tax :
127.53K
Stock Based Compensation :
-
Change in Working Capital :
368.75K
Accounts Receivables:
56.79M
Other Working Capital:
- 1881.71K
Other Non-Cash Items:
- 4583.77K
Net Cash Provided by Operating Activities:
- 215.63K
Investments in PP&E:
56.71M
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):
Value
3/31/2022
2022
Q1
153.26M
-
153.26M
5.34M
16.28M
2.23M
177.11M
2.24M
898.33K
-
-
4.04M
265.43K
7.44M
-
184.55M
1.78M
486.75K
808.77K
793.46K
4.18M
7.24M
-
9.57M
9.57M
-
16.81M
7.26K
- 58696.99K
-
Value
17.50M
-
167.74M
184.55M
-
486.75K
-
-
-
-
-
-
- 6572.78K
-
- 12.53K
- 6585.32K
-
50.12M
153.26M
103.14M
56.71M
-
Our Proprietary Portfolio Rating
Our Rating:
-30.99776542
Price Forecast/Expected Price in Next 5 Years of
Biotechnology
2023
2024
2025
2026
2027
15.18555
$15.19
$15.87
$16.60
$17.35