_edited.png)
RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
Slr Investment Corp. (XNAS:SLRC) In-Depth Stock/Fundamental/Options Analysis Today
Primary Facts
SLRC
Name:
SLR INVESTMENT CORP. (XNAS:SLRC)
Sector:
304.23M
Industry:
Asset Management
CEO:
Mr. Michael Gross
Total Employees:
0
Our Technological Advancement Rating
Our Rating:
-
-
ANALYSIS OF ALL CRITICAL FACTORS & RISKS RELATED TO THE STOCK & FUNDAMENTAL/LONG-TERM ANALYSIS OF SLR INVESTMENT CORP.(SLRC) AS PER DATA ANALYSIS OF LAST 3 YEARS AND COMPARISON WITH COMPETITORS/PEERS, AND ASSET MANAGEMENT INDUSTRY. DATE: 07/09/2022
Primary Targets/Price Insights
Previous Close ($) :
14.9
One Month Price Target:
$14.99
Six Month Price Target :
$15.42
Likely Price in One Year's Time:
Ticker:
$15.95
Likely Trading Range Today Under (Normal Volatility)
$14.82
Price Upper limit ($) :
$14.98
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
$13.94
This week:
$12.76
This month :
$10.62
Other Primary facts
Market Cap:
807.90M
Market Cap Classification:
Small Cap
Number of Shares
IPO Date:
54.77M
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
43.71%
-38.11%
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:
$19.34
$17.32
$10.46
$12.48
Medium risk (<10%) entry points
Buy Call
Sell Call
$16.67
Buy Put:
Sell Put:
$16.23
$13.13
$13.57
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
SLRC
Sharpe Ratio:
-0.24%
Comparison:
SLRC, is amongst the top 40% stocks with lowest risk-adjusted returns
Sharpe ratio is -129.88% lower than the industry
& is -110.54% lower than the market/S&P 500 average
Average Returns/Yield of
SLRC
Daily returns:
0.00%
Weekly returns:
0.01%
Monthly returns:
0.03%
Yearly returns:
9.18%
Comparison of returns:
Average annual returns/yield (last 3 years) is -96.52% below industry average
Classification:
SLRC, is amongst the top 40% lowest yielding stocks in terms of daily returns
Results of T-Test of Returns:
0.99
Statistical test of Returns:
SLRC has yielded returns statistically similar to the market
Volatility (measured by Standard Deviation)
Daily Volatility:
3.13%
Weekly Volatility:
7.00%
Monthly Volatility:
13.99%
Yearly Volatility:
48.46%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
1.82%
Volatility in last five trading days has been -41.69% below long-term volatility
Value at Risk Analysis (VaR)
Daily VaR:
-6.42%
Weekly VaR:
-14.36%
Monthly VaR:
-28.73%
How Much Can the price of
SLRC
Decline in a Recession?
Likely price decline in a recession:
Base case (decline):
-25%
Worst case (decline):
>85%
This translates to price declining to:
$11.12
This translates to price declining to:
$2.24
Severe Crash Probability
Risk of crash in next 6/12 months: Low (<25%)
What is Value at Risk (VaR)?
Risk Fundamentals
SLRC is a 102.75% riskier investment compared to the market/S&P 500 & is 73.70% riskier than Nasdaq (IXIC)
Risk (measured by volatility) is 20.38% above industry average
Overall, it is amongst the top 50% most risky stocks
Beta Examination of
SLRC
Beta in relation to market/S&P 500--1.05
Expected beta in 1 year's time:
0.699
Expected beta in 3 year's time:
0.989
Unlevered (debt free) Beta:
-
Beta in relation to Nasdaq (XNAS):
0.579
Beta in relation to all global stocks::
0.923
Beta Comparison & Analysis
Beta of competitors/peers::
0.12
Beta is 774.93% higher than peers
Average Industry Beta:
1.694
Beta is -38.20% below industry average
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
0.28%
Sustainable growth rate is -99.01% below industry average
Alpha provided | Alpha Analysis
Alpha provided:
-0.100
Alpha is 79.49% above industry average alpha yield
Alpha is -637% below the market average
Analysis of Cost of Capital of
SLRC
Equity cost of capital:
0.103
Equity cost of capital is -30.05% below industry mean WACC
Unlevered (without debt) cost of capital:
-
Before-tax cost of debt:
3.83%
After-tax cost of debt:
3.03%
Overall debt rating:
Lower BB medium grade (Fifth highest grade)
Weighted average cost of capital (WACC):
3.03%
WACC is 4.20% above industry mean WACC
Key Per-Share Metrics & Analysis
Revenue per share:
$0.93
Revenue growth rate per share of (3Y):
0.99
Annual revenue growth rate is -107.74% below industry average
EPS:
$0.94
Expected Annual growth rate of EPS (3Y):
1.97%
Expected future EPS growth rate is -92.92% lower than the Asset Management industry
Free cash flow (FCF) per share:
$4.99
Balance sheet equity growth per share: 0.93%
Equity growth rate per share is -95.60% lower than the industry
Debt per share
$14.77
EBITDA per share
$1.29
Valuation Analysis Today of
SLRC
P/E Ratio:
70.91
P/E Ratio of Competitors/Peers:
13.96
P/E ratio is 407.79% higher than main peers & is 339.12% higher than the industry
Stock price/value with industry average P/E ratio: $15.18
SLRC is -1.84% undervalued if valued using industry average P/E ratio
Share value as per dividend discount (DDM) model: $17.44
Present value of the expected future dividends only: $4.71
P/S (Price to Sales ratio):
16.02
Price to sales ratio is 133.78% above the industry mean
P/B (Price to book value ratio):
0.99
Price to free cash flow: 2.99
-
Net income growth rate (3Y):
-10.93%
Net income growth rate is -107.52% lower than the industry average net income growth rate
Dividend Analysis
Dividend payout rate: 87.69%
Dividend yeild: 5.51%
Previous Dividend: $0.14
Previous adjusted dividend: $0.14
Previous Dividend: $0.82
Expected next dividend best case: $0.24
Expected next dividend worst case: $0.03
Average dividend payment (long-term): $0.34
Average dividend increase/decrease (growth rate) % per period: -6.05%
Expected next dividend payment date: 10/03/2022
Expected next dividend record date: 21/09/2022
-
Previous dividend payment date: 07/05/2022
Previous dividend record date: 23/06/2022
-
Dividend History:
2022-06-22--$0.14
2022-04-20--$0.14
2021-12-15--$0.41
2022-05-18--$0.14
2022-03-17--$0.41
2021-09-22--$0.41
Dividend growth rate is -209.57% lower than the industry average
In-depth Debt & Leverage Analysis
Debt to equity ratio:
97.88%
Net debt to equity ratio:
26.62%
Debt to assets ratio:
36.22%
Net debt to assets ratio:
9.85%
Debt-to-asset ratio is -30.70% below industry average
Ability to repay debt:
Interest coverage ratio:
2.28
Interest coverage ratio is -96.17% less than industry average
Looking forward:
Debt growth rate:
20.94%
Annual debt growth is -403% lower than industry average debt growth rate
Debt repayment rate in last quarter: 19.51%
Analysis of Key Statistics
Correlation of price movement with the market:
0.395
Statistical significance of correlation:
SLRC has a statistically significant correlation with the market
Average Correlation of the industry with the market:
0.576
Stock price is -31.45% less correlated with the market compared to the industry average correlation
R Squared (percentage of price movement explained by movement of the market):
0.576
Correlation of price movement with Nasdaq (^IXIC):
-0.006
Covariance of price movement with the market:
-0.012
Kurtosis
94.5
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:
1.663
Returns are right (positive) skewed; mean returns are greater than median and mode returns
Fundamental Analysis & Dupont Analysis of
SLRC
Gross Profit Margin Ratio:
40%
Operating Profit Margin Ratio:
253.94%
Operating profit margin is 439.88% higher than the industry
Net Profit Margin Ratio:
40%
Effective Tax Rate:
-
-
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
4.78%
Return on equity (ROE) is -81.08% lower than the industry
Financial Leverage
Asset Turnover Ratio (ROA):
1.77%
Return on assets (ROA) is -69.68% lower than the industry
Financial Leverage:
1.6x
Current Ratio:
0
-
Cash Conversion Cycle (days):
0
-
The remaining useful life of property plant & equipment is: 7.3 years
Stock based compensation to net income ratio:
-
In-depth Efficiency Analysis
Revenue generated per employee:
-
-
EBITDA generated per employee:
-
-
Profit generated per employee:
-
-
Free cash flow (FCF) generated per employee:
-
-
Assets/Capital per employee
-
-
Research & Development (R&D) Analysis
-
-
Competitors/Peer firms of
SLRC
GREAT SOUTHERN BANCORP, INC. (XNAS:GSBC)
FIRST MID BANCSHARES, INC. (XNAS:FMBH)
ALTEROLA BIOTECH INC. (OTCM:ABTI)
NICOLET BANKSHARES, INC. (XNYS:NIC)
HORIZON BANCORP, INC. (XNAS:HBNC)
COMMUNITY TRUST BANCORP, INC. (XNAS:CTBI)
Calamos Dyn Cv and Inc (XNAS:CCD)
STATE AUTO FINANCIAL CORPORATION (XNAS:STFC)
UNITED FIRE GROUP, INC. (XNAS:UFCS)
Current Analyst Ratings
Strong buy�17%
Buy�4%
Hold�13%
Sell�0%
Strong sell�0%
Overall analyst sentiment is: Strong buy
Income Statement
Period:
TTM
Date:
3/31/22
Revenue:
50.95M
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:
5.58M
3.67M
-
11.43M
11.43M
-
-
11.43M
96.98M
30.98M
-
70.49M
129.39M
39.52M
39.52M
-
39.52M
Statement of Cash Flow
Date:
Period:
-
Differed Income Tax :
-
Stock Based Compensation :
-
Change in Working Capital :
258.66M
Accounts Receivables:
-
Other Working Capital:
-
Other Non-Cash Items:
44.11M
Net Cash Provided by Operating Activities:
304.23M
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
588.90M
-
588.90M
16.98M
-
-
-
-
-
-
1.63B
-
-
-
2.23B
2.23B
587.93M
-
-
-
-
-
808.86M
-
808.86M
2.22B
1.41B
423.00K
- 111005.00K
-
-
March 31, 2022 at 6:00:00 AM
78.43M
826.42M
2.23B
-
808.86M
220.0M
-
-
-
- 196000.00K
-
-
- 34654.00K
192.39M
- 38261.00K
-
265.97M
588.90M
322.94M
304.23M
-
304.23M
Our Proprietary Portfolio Rating
Our Rating:
-
Price Forecast/Expected Price in Next 5 Years of
SLRC
2023
2024
2025
2026
2027
$16.03
$32.44
$34.72
$37.16
$39.78