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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
SPWH
Primary Facts
Specialty Retail
Name:
-
Sector:
- 9625.00K
Industry:
8.72
CEO:
Mr. Jon Barker
Total Employees:
Small Cap
Our Technological Advancement Rating
Our Rating:
0.455382775
-3.180451679
Sportsman'S Warehouse Holdings, Inc. (XNAS:SPWH) In-Depth Stock/Fundamental/Options Analysis Today
Primary Targets/Price Insights
Previous Close ($) :
SPORTSMAN'S WAREHOUSE HOLDINGS, INC. (XNAS:SPWH)
One Month Price Target:
Six Month Price Target :
$8.76
Likely Price in One Year's Time:
Ticker:
$8.99
Likely Trading Range Today Under (Normal Volatility)
$8.78
Price Upper limit ($) :
$9.25
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
P378
This week:
$8.07
This month :
$7.26
Other Primary facts
Market Cap:
38.87M
Market Cap Classification:
350.20M
Number of Shares
IPO Date:
D
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
-19.66%
$5.8
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:
$10.36
39.6%
$7.08
$11.75
Medium risk (<10%) entry points
Buy Call
Sell Call
$9.61
Buy Put:
Sell Put:
$5.69
$7.83
$9.90
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
Specialty Retail
Sharpe Ratio:
SPWH, is amongst the top 40% highest yielding stocks in terms of daily returns
Comparison:
2.86%
-0.310026232
Sharpe ratio is -31.00% lower than the industry
Average Returns/Yield of
Specialty Retail
Daily returns:
1
Weekly returns:
0.08%
Monthly returns:
0.41%
Yearly returns:
19.57%
Comparison of returns:
-0.439520771
Classification:
Average annual returns/yield (last 3 years) is -43.95% below industry average
Results of T-Test of Returns:
SPWH is a riskier investment compared to Nasdaq (IXIC)
Statistical test of Returns:
0.91
Volatility (measured by Standard Deviation)
Daily Volatility:
& is -13.42% lower than the market/S&P 500 average
Weekly Volatility:
3.68%
Monthly Volatility:
8.24%
Yearly Volatility:
16.48%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
71.82%
125.59%
Value at Risk Analysis (VaR)
Daily VaR:
Volatility in last five trading days has been 125.59% above long-term volatility
Weekly VaR:
-7.48%
Monthly VaR:
-16.74%
How Much Can the price of
Specialty Retail
Decline in a Recession?
Likely price decline in a recession:
Base case (decline):
Risk of crash in next 6/12 months: High (50-70%)
Worst case (decline):
$6.22
This translates to price declining to:
-29%
This translates to price declining to:
>85%
Severe Crash Probability
-33.47%
What is Value at Risk (VaR)?
Risk Fundamentals
102.39%
SPWH is a 136.25% riskier investment compared to the market/S&P 500 & is 102.39% riskier than Nasdaq (IXIC)
SPWH is a 136.25% riskier investment compared to the market/S&P 500
Beta Examination of
Specialty Retail
0.913
Expected beta in 1 year's time:
0.632
Expected beta in 3 year's time:
0.692
Unlevered (debt free) Beta:
Beta in relation to market/S&P 500--0.91
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 -36.16% below industry average
Beta Comparison & Analysis
Beta of competitors/peers::
0.509
-0.412
Average Industry Beta:
Beta is -41.22% lower than peers
-0.361580915
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
WACC is -15.45% below industry mean WACC
5.88%
Alpha provided | Alpha Analysis
Alpha provided:
0.978
-0.537
6.474
Analysis of Cost of Capital of
Specialty Retail
Equity cost of capital:
Alpha is 647% higher than market/& is unsustainably high
-0.274
Unlevered (without debt) cost of capital:
Equity cost of capital is -27.36% below industry mean WACC
Before-tax cost of debt:
5.24%
After-tax cost of debt:
0.66%
Overall debt rating:
0.52%
Weighted average cost of capital (WACC):
0.66%
-15.45%
Key Per-Share Metrics & Analysis
Revenue per share:
-
Revenue growth rate per share of (3Y):
Price to sales ratio is -94.40% below the industry mean
154.31%
EPS:
Ninety-Eight Million Eight Hundred Thirty-One Thousand Forty Dollars
Expected Annual growth rate of EPS (3Y):
-
82.62%
Free cash flow (FCF) per share:
Price to book ratio is 28.15% above the industry mean
-
-
Debt per share
Debt repayment rate in last quarter: 0.00%
EBITDA per share
Each employee generates -80% less EBITDA than industry average revenue per employee
Valuation Analysis Today of
Specialty Retail
P/E Ratio:
Sustainable growth rate is 5.88% above industry average
P/E Ratio of Competitors/Peers:
3.99
-0.814672142
48.18237311
-0.819020952
-
-
P/S (Price to Sales ratio):
$38.30
-0.944028127
P/B (Price to book value ratio):
Price to sales ratio is -94.40% below the industry mean
-
-
Net income growth rate (3Y):
Annual revenue growth rate is 154.31% above the industry average
-185.12%
Dividend Analysis
Net income growth rate is -185.12% lower than the industry average 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:
94.87%
Net debt to equity ratio:
The remaining useful life of property plant & equipment is: 40.4 years
Debt to assets ratio:
28.74%
Net debt to assets ratio:
105.78%
-55.71%
Ability to repay debt:
Interest coverage ratio:
Debt-to-asset ratio is -55.71% below industry average
2.82
Looking forward:
Debt growth rate:
1.5x
-147.74%
0.00%
Analysis of Key Statistics
Correlation of price movement with the market:
10.37891542
Statistical significance of correlation:
-0.54%
Average Correlation of the industry with the market:
0.369
-22.44%
R Squared (percentage of price movement explained by movement of the market):
0.369
Correlation of price movement with Nasdaq (^IXIC):
0.136
Covariance of price movement with the market:
-0.083
Kurtosis
-0.177
22.920
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
1.625
Fundamental Analysis & Dupont Analysis of
Specialty Retail
Gross Profit Margin Ratio:
485.34M
Operating Profit Margin Ratio:
Net profit margin is 3.35% higher than the industry
-17.34%
Net Profit Margin Ratio:
485.34M
Effective Tax Rate:
1.02%
0.106454378
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
Return on assets (ROA) is 52.29% higher than the industry
3187.68%
Financial Leverage
Asset Turnover Ratio (ROA):
Operating profit margin is -17.34% lower than the industry
52.29%
Financial Leverage:
Interest coverage ratio is 282.09% more than industry average
Current Ratio:
Return on equity (ROE) is 3187.68% higher than the industry
-0.274855691
Cash Conversion Cycle (days):
$5.82
-1.095068351
Current ratio is -27.49% below industry average
Stock based compensation to net income ratio:
-
In-depth Efficiency Analysis
Revenue generated per employee:
Cash conversion cycle is -109.51% below industry average
-0.387558098
EBITDA generated per employee:
Each employee generates -39% less revenue than industry average revenue per employee
-0.795874697
Profit generated per employee:
$4.19
-80%
Free cash flow (FCF) generated per employee:
Each employee generates -80% less net income/profit than industry average revenue per employee
-1.070531677
Assets/Capital per employee
Each employee generates -107% less free cash flow than industry average revenue per employee
-1.070531677
Research & Development (R&D) Analysis
-
-
Competitors/Peer firms of
Specialty Retail
$126.85
MASTERCRAFT BOAT HOLDINGS, INC. (XNAS:MCFT)
KURA SUSHI USA, INC. (XNAS:KRUS)
FOSSIL GROUP, INC. (XNAS:FOSL)
UFP TECHNOLOGIES, INC. (XNAS:UFPT)
BLUE BIRD CORPORATION (XNAS:BLBD)
DULUTH HOLDINGS INC. (XNAS:DLTH)
CARPARTS.COM, INC. (XNAS:PRTS)
CHUY'S HOLDINGS, INC. (XNAS:CHUY)
Current Analyst Ratings
$2.24
Strong buy�13%
Buy�8%
Hold�17%
Sell�0%
Strong sell�0%
Income Statement
Period:
4/30/2022
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:
1.49B
1.00B
130%
-
-
405.34M
-
-
1.41B
-
1.72M
27.86M
41%
33.26M
53.28M
33%
33.26M
Statement of Cash Flow
Date:
Period:
10.45M
Differed Income Tax :
5.78M
Stock Based Compensation :
- 56.00K
Change in Working Capital :
1.02M
Accounts Receivables:
- 22649.00K
Other Working Capital:
34.13M
Other Non-Cash Items:
2.96M
Net Cash Provided by Operating Activities:
1.45M
Investments in PP&E:
- 4010.00K
Net Acquisitions:
- 5615.00K
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
5/1/2021
2022
Q1
59.72M
-
59.72M
574.00K
287.08M
15.96M
363.33M
340.77M
1.50M
280.00K
-
-
-
342.55M
-
705.87M
113.05M
36.39M
15.59M
39.20M
76.79M
265.42M
226.22M
-
226.60M
-
492.02M
438.00K
124.86M
-
Value
405.34M
88.56M
213.86M
705.87M
-
262.61M
-
-
-
- 5615.00K
-
-
- 2269.00K
-
6.09M
3.82M
-
- 5806.00K
59.72M
65.53M
- 4010.00K
- 5615.00K
Our Proprietary Portfolio Rating
Our Rating:
-12.34667352
Price Forecast/Expected Price in Next 5 Years of
Specialty Retail
2023
2024
2025
2026
2027
99.97184359
$9.30
$106.10
$112.61
$119.52