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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
TMO
Primary Facts
Diagnostics & Research
Name:
-
Sector:
1.56B
Industry:
543.55
CEO:
Mr. Marc Casper
Total Employees:
Large Cap
Our Technological Advancement Rating
Our Rating:
-1.149305113
-2.542643792
Thermo Fisher Scientific Inc. (XNYS:TMO) In-Depth Stock/Fundamental/Options Analysis Today
Primary Targets/Price Insights
Previous Close ($) :
THERMO FISHER SCIENTIFIC INC. (XNYS:TMO)
One Month Price Target:
Six Month Price Target :
$546.16
Likely Price in One Year's Time:
Ticker:
$559.22
Likely Trading Range Today Under (Normal Volatility)
$545.9
Price Upper limit ($) :
$574.89
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
P229
This week:
$522.08
This month :
$495.53
Other Primary facts
Market Cap:
391.79M
Market Cap Classification:
213.58B
Number of Shares
IPO Date:
D
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
-8.29%
$447.52
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:
$596.63
10.47%
$490.47
$643.07
Medium risk (<10%) entry points
Buy Call
Sell Call
$571.60
Buy Put:
Sell Put:
$444.03
$515.50
$581.52
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
Diagnostics & Research
Sharpe Ratio:
TMO, is amongst the top 40% highest yielding stocks in terms of daily returns
Comparison:
2.52%
0.784423638
Sharpe ratio is 78.44% higher than the industry
Average Returns/Yield of
Diagnostics & Research
Daily returns:
1
Weekly returns:
0.10%
Monthly returns:
0.49%
Yearly returns:
23.38%
Comparison of returns:
-0.162556565
Classification:
Average annual returns/yield (last 3 years) is -16.26% below industry average
Results of T-Test of Returns:
TMO is a riskier investment compared to Nasdaq (IXIC)
Statistical test of Returns:
0.73
Volatility (measured by Standard Deviation)
Daily Volatility:
& ratio is 97.14% higher than the market/S&P 500 average
Weekly Volatility:
1.97%
Monthly Volatility:
4.41%
Yearly Volatility:
8.81%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
38.42%
-40.60%
Value at Risk Analysis (VaR)
Daily VaR:
Volatility in last five trading days has been -40.60% below long-term volatility
Weekly VaR:
-3.95%
Monthly VaR:
-8.83%
How Much Can the price of
Diagnostics & Research
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):
$464.72
This translates to price declining to:
-15%
This translates to price declining to:
-61.20%
Severe Crash Probability
-17.67%
What is Value at Risk (VaR)?
Risk Fundamentals
6.83%
TMO is a 24.70% riskier investment compared to the market/S&P 500 & is 6.83% riskier than Nasdaq (IXIC)
TMO is a 24.70% riskier investment compared to the market/S&P 500
Beta Examination of
Diagnostics & Research
0.858
Expected beta in 1 year's time:
0.572
Expected beta in 3 year's time:
0.971
Unlevered (debt free) Beta:
Beta in relation to market/S&P 500--0.86
Beta in relation to Nasdaq (XNAS):
Returns are, approximately, symmetrical
Beta in relation to all global stocks::
Beta is -27.38% below industry average
Beta Comparison & Analysis
Beta of competitors/peers::
0.511
0.392
Average Industry Beta:
Beta is 39.23% higher than peers
-0.273769916
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
WACC is -27.80% below industry mean WACC
-63.43%
Alpha provided | Alpha Analysis
Alpha provided:
1.373
-0.139
9.136
Analysis of Cost of Capital of
Diagnostics & Research
Equity cost of capital:
Alpha is 914% higher than market/& is unsustainably high
-0.197
Unlevered (without debt) cost of capital:
Equity cost of capital is -19.71% below industry mean WACC
Before-tax cost of debt:
5.38%
After-tax cost of debt:
1.64%
Overall debt rating:
1.30%
Weighted average cost of capital (WACC):
1.64%
-27.80%
Key Per-Share Metrics & Analysis
Revenue per share:
Present value of the expected future dividends only: $28.76
Revenue growth rate per share of (3Y):
Price to sales ratio is -45.51% below the industry mean
-46.59%
EPS:
Seven Billion Five Hundred Sixteen Million Seventy Thousand Four Hundred Dollars
Expected Annual growth rate of EPS (3Y):
-
4.99%
Free cash flow (FCF) per share:
Price to book ratio is -95.87% below the industry mean
Growth rate in R&D investment/expenditure is -1158.17% lower than the industry
-29.18564544
Debt per share
Debt repayment rate in last quarter: 4.95%
EBITDA per share
Each employee generates 207% more EBITDA than industry average revenue per employee
Valuation Analysis Today of
Diagnostics & Research
P/E Ratio:
Sustainable growth rate is -63.43% below industry average
P/E Ratio of Competitors/Peers:
28.92
-0.222222231
713.7874367
-0.238498785
$17.70
Share value as per dividend discount (DDM) model: $71.60
P/S (Price to Sales ratio):
$104.96
-0.455068009
P/B (Price to book value ratio):
Price to sales ratio is -45.51% below the industry mean
-
-
Net income growth rate (3Y):
Annual revenue growth rate is -46.59% below industry average
-173.03%
Dividend Analysis
Net income growth rate is -173.03% lower than the industry average net income growth rate
Dividend payout rate: 1.35%
$0.30
Previous Dividend: $0.30
Previous adjusted dividend: $0.30
Previous Dividend: $1.12
Expected next dividend best case: $0.33
Expected next dividend worst case: $0.27
Average dividend payment (long-term): $0.25
Average dividend increase/decrease (growth rate) % per period: 4.94%
Expected next dividend payment date: 13/10/2022
Expected next dividend record date: 13/09/2022
-
Previous dividend payment date: 15/07/2022
Previous dividend record date: 15/06/2022
Dividend History:
-
2022-03-15--$0.30
2021-09-14--$0.26
2022-06-14--$0.30
2021-12-14--$0.26
2021-06-14--$0.26
-1.403146383
In-depth Debt & Leverage Analysis
Debt to equity ratio:
74.48%
Net debt to equity ratio:
The remaining useful life of property plant & equipment is: 1.5 years
Debt to assets ratio:
32.89%
Net debt to assets ratio:
76.64%
-30.35%
Ability to repay debt:
Interest coverage ratio:
Debt-to-asset ratio is -30.35% below industry average
-1.78
Looking forward:
Debt growth rate:
1.5x
-41.72%
4.95%
Analysis of Key Statistics
Correlation of price movement with the market:
20.58785443
Statistical significance of correlation:
-0.24%
Average Correlation of the industry with the market:
0.618
26.77%
R Squared (percentage of price movement explained by movement of the market):
0.618
Correlation of price movement with Nasdaq (^IXIC):
0.382
Covariance of price movement with the market:
-0.009
Kurtosis
-0.011
3.117
Skewness of returns:
Returns are, approximately, normally distributed (mesokurtic)
0.033
Fundamental Analysis & Dupont Analysis of
Diagnostics & Research
Gross Profit Margin Ratio:
19.89B
Operating Profit Margin Ratio:
Net profit margin is -116.43% lower than the industry
-121.18%
Net Profit Margin Ratio:
19.89B
Effective Tax Rate:
1.03%
-0.39962872
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
Return on assets (ROA) is -103.04% lower than the industry
-11.64%
Financial Leverage
Asset Turnover Ratio (ROA):
Operating profit margin is -121.18% lower than the industry
-103.04%
Financial Leverage:
Interest coverage ratio is -178.04% less than industry average
Current Ratio:
Return on equity (ROE) is -11.64% lower than the industry
-0.686984943
Cash Conversion Cycle (days):
$80.12
-0.117946595
Current ratio is -68.70% below industry average
Stock based compensation to net income ratio:
Equity growth rate per share is -2918.56% lower than the industry
In-depth Efficiency Analysis
Revenue generated per employee:
Cash conversion cycle is -11.79% below industry average
-0.150693951
EBITDA generated per employee:
Each employee generates -15% less revenue than industry average revenue per employee
2.069074919
Profit generated per employee:
$30.56
266%
Free cash flow (FCF) generated per employee:
Each employee generates 266% more net income/profit than industry average revenue per employee
-6.522045398
Assets/Capital per employee
Each employee generates -652% less free cash flow than industry average revenue per employee
-6.522045398
Research & Development (R&D) Analysis
19.05%
-11.58174321
Competitors/Peer firms of
Diagnostics & Research
$1,228.50
ABBOTT LABORATORIES (XNYS:ABT)
ABBVIE INC. (XNYS:ABBV)
Novo Nordisk A/S (XNYS:NVO)
DANAHER CORPORATION (XNYS:DHR)
MERCK & CO., INC. (XNYS:MRK)
Novartis Inc. (XNYS:NVS)
ASTRAZENECA PLC (XNAS:AZN)
PFIZER INC. (XLON:0Q1N)
Current Analyst Ratings
$19.20
Strong buy�33%
Buy�25%
Hold�4%
Sell�0%
Strong sell�0%
Income Statement
Period:
4/2/2022
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:
41.12B
21.23B
194%
1.45B
-
8.46B
-
-
31.14B
49.00M
547.00M
2.83B
117%
994.00M
- 1172000.00K
84%
994.00M
Statement of Cash Flow
Date:
Period:
2.22B
Differed Income Tax :
859.00M
Stock Based Compensation :
- 339000.00K
Change in Working Capital :
78.00M
Accounts Receivables:
- 875000.00K
Other Working Capital:
-
Other Non-Cash Items:
-
Net Cash Provided by Operating Activities:
259.00M
Investments in PP&E:
2.20B
Net Acquisitions:
- 640000.00K
Purchases of Investments:
- 40000.00K
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
4/2/2022
2022
Q1
2.75B
-
2.75B
8.95B
5.48B
1.59B
18.78B
8.45B
41.72B
19.38B
-
-
4.42B
73.97B
-
92.75B
2.67B
1.87B
-
2.87B
4.67B
12.07B
31.39B
4.66B
39.55B
-
51.62B
440.00M
37.53B
- 2343000.0K
Value
9.91B
-
40.96B
92.57B
-
33.26B
-
-
10.00M
- 670000.00K
- 1634000.00K
-
- 2000000.00K
- 103000.00K
592.00M
- 3145000.00K
- 99000.00K
- 1712000.00K
2.78B
4.49B
2.20B
- 640000.00K
Our Proprietary Portfolio Rating
Our Rating:
-155.4263154
Price Forecast/Expected Price in Next 5 Years of
Diagnostics & Research
2023
2024
2025
2026
2027
981.7620886
$577.76
$1,038.36
$1,098.22
$1,161.54