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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
SPFI
Primary Facts
Banks�Regional
Name:
-
Sector:
69.30M
Industry:
26.75
CEO:
Mr. Curtis C. Griffith
Total Employees:
Small Cap
Our Technological Advancement Rating
Our Rating:
0.284835004
0.787121242
South Plains Financial, Inc. (XNAS:SPFI) In-Depth Stock/Fundamental/Options Analysis Today
Primary Targets/Price Insights
Previous Close ($) :
SOUTH PLAINS FINANCIAL, INC. (XNAS:SPFI)
One Month Price Target:
Six Month Price Target :
$26.84
Likely Price in One Year's Time:
Ticker:
$27.31
Likely Trading Range Today Under (Normal Volatility)
$26.91
Price Upper limit ($) :
$27.87
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
P460
This week:
$25.09
This month :
$23.04
Other Primary facts
Market Cap:
17.37M
Market Cap Classification:
461.81M
Number of Shares
IPO Date:
B
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
-21.97%
$19.33
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:
$30.89
20.02%
$22.61
$34.45
Medium risk (<10%) entry points
Buy Call
Sell Call
$28.98
Buy Put:
Sell Put:
$19.05
$24.52
$29.74
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
Banks�Regional
Sharpe Ratio:
SPFI, is amongst the top 40% highest yielding stocks in terms of daily returns
Comparison:
1.23%
1.192032871
Sharpe ratio is 119.20% higher than the industry
Average Returns/Yield of
Banks�Regional
Daily returns:
1
Weekly returns:
0.09%
Monthly returns:
0.46%
Yearly returns:
21.93%
Comparison of returns:
1.009701775
Classification:
Average annual returns/yield (last 3 years) is 100.97% above industry average
Results of T-Test of Returns:
SPFI is a riskier investment compared to Nasdaq (IXIC)
Statistical test of Returns:
0.94
Volatility (measured by Standard Deviation)
Daily Volatility:
& ratio is 18.14% higher than the market/S&P 500 average
Weekly Volatility:
3.06%
Monthly Volatility:
6.85%
Yearly Volatility:
13.70%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
59.74%
-84.90%
Value at Risk Analysis (VaR)
Daily VaR:
Volatility in last five trading days has been -84.90% below long-term volatility
Weekly VaR:
-6.20%
Monthly VaR:
-13.87%
How Much Can the price of
Banks�Regional
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):
$20.47
This translates to price declining to:
-23%
This translates to price declining to:
>85%
Severe Crash Probability
-27.74%
What is Value at Risk (VaR)?
Risk Fundamentals
67.71%
SPFI is a 95.77% riskier investment compared to the market/S&P 500 & is 67.71% riskier than Nasdaq (IXIC)
SPFI is a 95.77% riskier investment compared to the market/S&P 500
Beta Examination of
Banks�Regional
0.626
Expected beta in 1 year's time:
0.82
Expected beta in 3 year's time:
0.531
Unlevered (debt free) Beta:
Beta in relation to market/S&P 500--0.63
Beta in relation to Nasdaq (XNAS):
Returns are left (negative) skewed; mean returns are lower than median and mode returns
Beta in relation to all global stocks::
Beta is -35.09% below industry average
Beta Comparison & Analysis
Beta of competitors/peers::
0.499
-0.441
Average Industry Beta:
Beta is -44.08% lower than peers
-0.350904799
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
WACC is -35.04% below industry mean WACC
45.27%
Alpha provided | Alpha Analysis
Alpha provided:
0.751
11.492
9.226
Analysis of Cost of Capital of
Banks�Regional
Equity cost of capital:
Alpha is 923% higher than market/& is unsustainably high
-0.238
Unlevered (without debt) cost of capital:
Equity cost of capital is -23.75% below industry mean WACC
Before-tax cost of debt:
5.93%
After-tax cost of debt:
10.61%
Overall debt rating:
8.38%
Weighted average cost of capital (WACC):
10.61%
-35.04%
Key Per-Share Metrics & Analysis
Revenue per share:
-
Revenue growth rate per share of (3Y):
Price to sales ratio is -48.98% below the industry mean
64.31%
EPS:
Fifty-Five Million One Hundred Forty-Seven Thousand Four Hundred Seventy Dollars
Expected Annual growth rate of EPS (3Y):
Price to free cash flow ratio is -76.08% lower than the industry
108.57%
Free cash flow (FCF) per share:
Price to book ratio is -10.31% below the industry mean
-
-3.582475172
Debt per share
Debt repayment rate in last quarter: 0.00%
EBITDA per share
Each employee generates -32% less EBITDA than industry average revenue per employee
Valuation Analysis Today of
Banks�Regional
P/E Ratio:
Sustainable growth rate is 45.27% above industry average
P/E Ratio of Competitors/Peers:
8.17
-0.341507127
38.83903843
-0.311259983
$7.75
-
P/S (Price to Sales ratio):
$12.26
-0.489793233
P/B (Price to book value ratio):
Price to sales ratio is -48.98% below the industry mean
-
-0.760755389
Net income growth rate (3Y):
Annual revenue growth rate is 64.31% above the industry average
75.54%
Dividend Analysis
Net income growth rate is 75.54% higher than the average industry net income growth rate
Dividend payout rate: 3.38%
$0.11
Previous Dividend: $0.11
Previous adjusted dividend: $0.11
Previous Dividend: $0.40
Expected next dividend best case: $0.14
Expected next dividend worst case: $0.08
Average dividend payment (long-term): $0.06
Average dividend increase/decrease (growth rate) % per period: 15.75%
Expected next dividend payment date: 15/08/2022
Expected next dividend record date: 08/01/2022
Expected next dividend declaration date: 20/07/2022
Previous dividend payment date: 16/05/2022
Previous dividend record date: 05/02/2022
Dividend History:
Previous dividend declaration date: 21/04/2022
2022-01-28--$0.11
2021-07-30--$0.09
2022-04-29--$0.11
2021-10-29--$0.09
2021-04-30--$0.07
-0.331396968
In-depth Debt & Leverage Analysis
Debt to equity ratio:
-104.99%
Net debt to equity ratio:
The remaining useful life of property plant & equipment is: 11.1 years
Debt to assets ratio:
-10.16%
Net debt to assets ratio:
31.57%
-98.16%
Ability to repay debt:
Interest coverage ratio:
Debt-to-asset ratio is -98.16% below industry average
7.68
Looking forward:
Debt growth rate:
1.0x
-12092.59%
0.00%
Analysis of Key Statistics
Correlation of price movement with the market:
10.80568819
Statistical significance of correlation:
-0.43%
Average Correlation of the industry with the market:
0.382
-23.74%
R Squared (percentage of price movement explained by movement of the market):
0.382
Correlation of price movement with Nasdaq (^IXIC):
0.146
Covariance of price movement with the market:
0.024
Kurtosis
0.042
10.945
Skewness of returns:
Returns have a significant fat-tails (leptokurtic), i.e., returns considerably higher or lower than the mean returns are more probable, compared to assets with normally distributed returns
-0.596
Fundamental Analysis & Dupont Analysis of
Banks�Regional
Gross Profit Margin Ratio:
54.38M
Operating Profit Margin Ratio:
Net profit margin is -24.29% lower than the industry
-4.11%
Net Profit Margin Ratio:
54.38M
Effective Tax Rate:
0.91%
-0.07888328
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
Return on assets (ROA) is -37.37% lower than the industry
25.03%
Financial Leverage
Asset Turnover Ratio (ROA):
Operating profit margin is -4.11% lower than the industry
-37.37%
Financial Leverage:
Interest coverage ratio is 767.70% more than industry average
Current Ratio:
Return on equity (ROE) is 25.03% higher than the industry
-0.146486422
Cash Conversion Cycle (days):
$7.04
-
Current ratio is -14.65% below industry average
Stock based compensation to net income ratio:
Equity growth rate per share is -358.25% lower than the industry
In-depth Efficiency Analysis
Revenue generated per employee:
-
-0.078847699
EBITDA generated per employee:
Each employee generates -8% less revenue than industry average revenue per employee
-0.322161305
Profit generated per employee:
$5.37
-33%
Free cash flow (FCF) generated per employee:
Each employee generates -33% less net income/profit than industry average revenue per employee
0.36839054
Assets/Capital per employee
Each employee generates 37% more free cash flow than industry average revenue per employee
0.36839054
Research & Development (R&D) Analysis
-
-
Competitors/Peer firms of
Banks�Regional
$1,981.34
AST SPACEMOBILE, INC. (XNAS:ASTS)
GLOBAL INDEMNITY GROUP, LLC (XNYS:GBLI)
CNB FINANCIAL CORPORATION (XNAS:CCNE)
THCB
CORE SCIENTIFIC, INC. (XNAS:CORZ)
FCAC
International General Insurance Holdings Ltd. (XNAS:IGIC)
GORES HOLDINGS VIII, INC. (XNAS:GIIX)
Current Analyst Ratings
$3.13
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:
212.92M
-
100%
-
94.77M
98.15M
3.38M
- 21549.00K
-
135.13M
12.97M
8.26M
175%
14.30M
- 54876.00K
135%
14.30M
Statement of Cash Flow
Date:
Period:
14.28M
Differed Income Tax :
2.77M
Stock Based Compensation :
2.62M
Change in Working Capital :
528.00K
Accounts Receivables:
11.26M
Other Working Capital:
-
Other Non-Cash Items:
-
Net Cash Provided by Operating Activities:
39.16M
Investments in PP&E:
70.62M
Net Acquisitions:
- 1316.00K
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
528.61M
793.40M
1.32B
10.51M
-
-
-
57.39M
19.51M
30.93M
793.40M
-
-
901.23M
4.90B
4.00B
-
-
-
-
-
-
122.21M
-
122.21M
3.73B
3.61B
17.67M
255.08M
- 16301.0K
Value
1.07M
-
387.07M
4.00B
1.59B
122.21M
- 132412.00K
17.62M
- 16488.00K
- 132598.00K
-
-
- 3017.00K
- 1950.00K
108.74M
103.77M
-
41.79M
528.61M
486.82M
70.62M
- 1316.00K
Our Proprietary Portfolio Rating
Our Rating:
15.23389821
Price Forecast/Expected Price in Next 5 Years of
Banks�Regional
2023
2024
2025
2026
2027
1680.471813
$28.01
$1,751.11
$1,824.71
$1,901.41