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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
SITM
Primary Facts
Semiconductors
Name:
-
Sector:
11.99M
Industry:
99.01
CEO:
Mr. Rajesh Vashist
Total Employees:
Mid Cap
Our Technological Advancement Rating
Our Rating:
-0.707225055
-0.410584824
Sitime Corporation (XNAS:SITM) In-Depth Stock/Fundamental/Options Analysis Today
Primary Targets/Price Insights
Previous Close ($) :
SITIME CORPORATION (XNAS:SITM)
One Month Price Target:
Six Month Price Target :
$99.72
Likely Price in One Year's Time:
Ticker:
$103.28
Likely Trading Range Today Under (Normal Volatility)
$100.31
Price Upper limit ($) :
$107.56
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
P5
This week:
$88.24
This month :
$74.92
Other Primary facts
Market Cap:
21.29M
Market Cap Classification:
2.02B
Number of Shares
IPO Date:
D
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
-34.9%
$50.82
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:
$125.37
31.53%
$72.65
$148.91
Medium risk (<10%) entry points
Buy Call
Sell Call
$112.68
Buy Put:
Sell Put:
$49.11
$85.34
$117.71
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
Semiconductors
Sharpe Ratio:
SITM, is amongst the top 20% highest yielding stocks in terms of daily returns
Comparison:
3.10%
1.196060637
Sharpe ratio is 119.61% higher than the industry
Average Returns/Yield of
Semiconductors
Daily returns:
1
Weekly returns:
0.38%
Monthly returns:
1.91%
Yearly returns:
91.63%
Comparison of returns:
1.868369466
Classification:
Average annual returns/yield (last 3 years) is 186.84% above industry average
Results of T-Test of Returns:
SITM is a riskier investment compared to Nasdaq (IXIC)
Statistical test of Returns:
0.59
Volatility (measured by Standard Deviation)
Daily Volatility:
& ratio is 198.32% higher than the market/S&P 500 average
Weekly Volatility:
5.48%
Monthly Volatility:
12.26%
Yearly Volatility:
24.53%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
106.92%
-53.00%
Value at Risk Analysis (VaR)
Daily VaR:
Volatility in last five trading days has been -53.00% below long-term volatility
Weekly VaR:
-10.88%
Monthly VaR:
-24.33%
How Much Can the price of
Semiconductors
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):
$60.75
This translates to price declining to:
-39%
This translates to price declining to:
>85%
Severe Crash Probability
-48.67%
What is Value at Risk (VaR)?
Risk Fundamentals
194.27%
SITM is a 243.50% riskier investment compared to the market/S&P 500 & is 194.27% riskier than Nasdaq (IXIC)
SITM is a 243.50% riskier investment compared to the market/S&P 500
Beta Examination of
Semiconductors
1.285
Expected beta in 1 year's time:
0.956
Expected beta in 3 year's time:
0.905
Unlevered (debt free) Beta:
Beta in relation to market/S&P 500--1.29
Beta in relation to Nasdaq (XNAS):
Returns are, approximately, symmetrical
Beta in relation to all global stocks::
Beta is -8.89% below industry average
Beta Comparison & Analysis
Beta of competitors/peers::
1.268
0.103
Average Industry Beta:
Beta is 10.27% higher than peers
-0.088875521
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
-
-70.03%
Alpha provided | Alpha Analysis
Alpha provided:
1.280
3.164
50.720
Analysis of Cost of Capital of
Semiconductors
Equity cost of capital:
Alpha is 5072% higher than market/& is unsustainably high
-0.067
Unlevered (without debt) cost of capital:
Equity cost of capital is -6.70% below industry mean WACC
Before-tax cost of debt:
11.79%
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 2.28% above the industry mean
336.57%
EPS:
-
Expected Annual growth rate of EPS (3Y):
Price to free cash flow ratio is 291.76% higher than the industry
14.66%
Free cash flow (FCF) per share:
Price to book ratio is -61.51% below the industry mean
Growth rate in R&D investment/expenditure is 356.34% higher than the industry
-
Debt per share
Debt repayment rate in last quarter: 0.00%
EBITDA per share
Each employee generates -22% less EBITDA than industry average revenue per employee
Valuation Analysis Today of
Semiconductors
P/E Ratio:
Sustainable growth rate is -70.03% below industry average
P/E Ratio of Competitors/Peers:
41.51
0.000813526
79.63537457
0.243291697
-
-
P/S (Price to Sales ratio):
$11.91
0.022803737
P/B (Price to book value ratio):
Price to sales ratio is 2.28% above the industry mean
-
2.917598026
Net income growth rate (3Y):
Annual revenue growth rate is 336.57% above the industry average
611.51%
Dividend Analysis
Net income growth rate is 611.51% 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:
-85.71%
Net debt to equity ratio:
The remaining useful life of property plant & equipment is: 13.1 years
Debt to assets ratio:
-80.28%
Net debt to assets ratio:
1.37%
-96.71%
Ability to repay debt:
Interest coverage ratio:
Debt-to-asset ratio is -96.71% below industry average
-
Looking forward:
Debt growth rate:
1.0x
-106.82%
0.00%
Analysis of Key Statistics
Correlation of price movement with the market:
15.31506019
Statistical significance of correlation:
-0.55%
Average Correlation of the industry with the market:
0.505
-19.49%
R Squared (percentage of price movement explained by movement of the market):
0.505
Correlation of price movement with Nasdaq (^IXIC):
0.255
Covariance of price movement with the market:
-0.031
Kurtosis
-0.1
5.768
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
0.074
Fundamental Analysis & Dupont Analysis of
Semiconductors
Gross Profit Margin Ratio:
165.88M
Operating Profit Margin Ratio:
Net profit margin is -29.62% lower than the industry
-28.94%
Net Profit Margin Ratio:
165.88M
Effective Tax Rate:
34.01%
-0.983310897
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
Return on assets (ROA) is -54.31% lower than the industry
-77.55%
Financial Leverage
Asset Turnover Ratio (ROA):
Operating profit margin is -28.94% lower than the industry
-54.31%
Financial Leverage:
-
Current Ratio:
Return on equity (ROE) is -77.55% lower than the industry
3.608838813
Cash Conversion Cycle (days):
$0.42
-0.446383363
Current ratio is 360.88% above industry average
Stock based compensation to net income ratio:
-
In-depth Efficiency Analysis
Revenue generated per employee:
Cash conversion cycle is -44.64% below industry average
0.466668634
EBITDA generated per employee:
Each employee generates 47% more revenue than industry average revenue per employee
-0.216540925
Profit generated per employee:
$2.39
-7%
Free cash flow (FCF) generated per employee:
Each employee generates -7% less net income/profit than industry average revenue per employee
0.548252962
Assets/Capital per employee
Each employee generates 55% more free cash flow than industry average revenue per employee
0.548252962
Research & Development (R&D) Analysis
64.62%
3.563420638
Competitors/Peer firms of
Semiconductors
$150.56
SKYE BIOSCIENCE, INC. (OTCM:SKYE)
REPAY HOLDINGS CORPORATION (XNAS:RPAY)
OSI SYSTEMS, INC. (XNAS:OSIS)
GOPRO, INC (XNAS:GPRO)
NANO DIMENSION LTD (XNAS:NNDM)
Sumo Logic Inc (XNAS:SUMO)
TTM TECHNOLOGIES, INC. (XNAS:TTMI)
INFINERA CORPORATION (XNAS:INFN)
Current Analyst Ratings
$1.92
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:
253.52M
87.64M
260%
61.52M
-
61.97M
-
-
211.13M
-
-
8.85M
76%
106.00K
- 300.00K
62%
106.00K
Statement of Cash Flow
Date:
Period:
6.14M
Differed Income Tax :
2.54M
Stock Based Compensation :
-
Change in Working Capital :
14.28M
Accounts Receivables:
- 2936.00K
Other Working Capital:
- 1515.00K
Other Non-Cash Items:
-
Net Cash Provided by Operating Activities:
-
Investments in PP&E:
20.03M
Net Acquisitions:
- 7452.00K
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
3/31/2022
2022
Q1
571.45M
-
571.45M
30.65M
30.75M
4.89M
637.75M
55.69M
-
4.39M
-
-
218.00K
60.30M
-
698.05M
12.51M
2.11M
-
-
19.46M
34.07M
8.94M
1.16M
10.10M
-
44.17M
2.00K
- 24979.00K
-
Value
123.49M
-
653.87M
698.05M
-
11.05M
-
-
- 583.00K
- 8035.00K
-
-
-
-
-
-
-
11.99M
571.45M
559.46M
20.03M
- 8035.00K
Our Proprietary Portfolio Rating
Our Rating:
-32.57718235
Price Forecast/Expected Price in Next 5 Years of
Semiconductors
2023
2024
2025
2026
2027
108.0978
$108.10
$117.43
$127.57
$138.59