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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
Travelcenters Of America Inc. (XNAS:TANNI) In-Depth Stock/Fundamental/Options Analysis Today
Primary Facts
TANNI
Name:
TRAVELCENTERS OF AMERICA INC. (XNAS:TANNI)
Sector:
9.07M
Industry:
Retail Apparel & Specialty
CEO:
None
Total Employees:
14,250
Our Technological Advancement Rating
Our Rating:
-
-
ANALYSIS OF ALL CRITICAL FACTORS & RISKS RELATED TO THE STOCK & FUNDAMENTAL/LONG-TERM ANALYSIS OF TRAVELCENTERS OF AMERICA INC.(TANNI) AS PER DATA ANALYSIS OF LAST 3 YEARS AND COMPARISON WITH COMPETITORS/PEERS, AND RETAIL APPAREL & SPECIALTY INDUSTRY. DATE: 07/09/2022
Primary Targets/Price Insights
Previous Close ($) :
26.15
One Month Price Target:
$26.42
Six Month Price Target :
$27.77
Likely Price in One Year's Time:
Ticker:
$29.39
Likely Trading Range Today Under (Normal Volatility)
$26.03
Price Upper limit ($) :
$26.29
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
$24.62
This week:
$22.74
This month :
$19.32
Other Primary facts
Market Cap:
806.53M
Market Cap Classification:
Small Cap
Number of Shares
IPO Date:
14.86M
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
35.14%
-27.89%
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:
$33.24
$29.99
$19.06
$22.31
Medium risk (<10%) entry points
Buy Call
Sell Call
$28.93
Buy Put:
Sell Put:
$28.24
$23.36
$24.06
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
TANNI
Sharpe Ratio:
1.23%
Comparison:
TANNI, is amongst the top 60% stocks with highest risk-adjusted returns
Sharpe ratio is 0.00% lower than the industry
& is -45.92% lower than the market/S&P 500 average
Average Returns/Yield of
TANNI
Daily returns:
0.04%
Weekly returns:
0.22%
Monthly returns:
0.88%
Yearly returns:
10.60%
Comparison of returns:
Average annual returns/yield (last 3 years) is 0.00% below industry average
Classification:
TANNI, is amongst the top 60% highest yielding stocks in terms of daily returns
Results of T-Test of Returns:
0.75
Statistical test of Returns:
TANNI has yielded returns statistically similar to the market
Volatility (measured by Standard Deviation)
Daily Volatility:
2.86%
Weekly Volatility:
6.41%
Monthly Volatility:
12.81%
Yearly Volatility:
44.38%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
-
-
Value at Risk Analysis (VaR)
Daily VaR:
-5.84%
Weekly VaR:
-13.06%
Monthly VaR:
-26.11%
How Much Can the price of
TANNI
Decline in a Recession?
Likely price decline in a recession:
Base case (decline):
-23%
Worst case (decline):
-90.45%
This translates to price declining to:
$20.24
This translates to price declining to:
$2.50
Severe Crash Probability
Risk of crash in next 6/12 months: Low (<25%)
What is Value at Risk (VaR)?
Risk Fundamentals
TANNI is a 84.29% riskier investment compared to the market/S&P 500 & is 57.88% riskier than Nasdaq (IXIC)
Risk (measured by volatility) is 0.00% below industry average
Overall, it is amongst the top 50% most risky stocks
Beta Examination of
TANNI
Beta in relation to market/S&P 500--1.84
Expected beta in 1 year's time:
0.957
Expected beta in 3 year's time:
1.354
Unlevered (debt free) Beta:
0.414
Beta in relation to Nasdaq (XNAS):
0.533
Beta in relation to all global stocks::
0.859
Beta Comparison & Analysis
Beta of competitors/peers::
1.879
Beta is -2.01% lower than peers
Average Industry Beta:
1.841
Beta is 0.00% below industry average
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
-
-
Alpha provided | Alpha Analysis
Alpha provided:
-0.052
Alpha is 0.00% below industry average alpha yield
Alpha is -329% below the market average
Analysis of Cost of Capital of
TANNI
Equity cost of capital:
0.158
Equity cost of capital is 0.00% below industry mean WACC
Unlevered (without debt) cost of capital:
3.54%
Before-tax cost of debt:
1.54%
After-tax cost of debt:
1.22%
Overall debt rating:
Highest AAA investment grade
Weighted average cost of capital (WACC):
1.22%
WACC is 0.00% below industry mean WACC
Key Per-Share Metrics & Analysis
Revenue per share:
$874.89
Revenue growth rate per share of (3Y):
0.54
FALSE
EPS:
-
Expected Annual growth rate of EPS (3Y):
0.00%
-
Free cash flow (FCF) per share:
$1.46
-
-
Debt per share
$145.22
EBITDA per share
$15.77
Valuation Analysis Today of
TANNI
P/E Ratio:
-
P/E Ratio of Competitors/Peers:
11.14
-
-
-
Share value as per dividend discount (DDM) model: $18.44
Present value of the expected future dividends only: $13.09
P/S (Price to Sales ratio):
0.03
Price to sales ratio is -54.52% below the industry mean
P/B (Price to book value ratio):
0.54
Price to free cash flow: 17.91
FALSE
Net income growth rate (3Y):
-313.47%
Net income growth rate is 0.00% lower than the industry average net income growth rate
Dividend Analysis
-
Dividend yeild: 7.89%
Previous Dividend: $0.52
Previous adjusted dividend: $0.52
Previous Dividend: $2.06
Expected next dividend best case: $0.52
Expected next dividend worst case: $0.52
Average dividend payment (long-term): $0.52
Average dividend increase/decrease (growth rate) % per period: 0.00%
Expected next dividend payment date: 14/07/2022
Expected next dividend record date: 30/06/2022
-
Previous dividend payment date: 15/04/2022
Previous dividend record date: 04/01/2022
-
Dividend History:
2022-03-31--$0.52
2021-09-30--$0.52
2021-03-31--$0.52
2021-12-30--$0.52
2021-06-30--$0.52
2020-12-30--$0.52
-
In-depth Debt & Leverage Analysis
Debt to equity ratio:
299.50%
Net debt to equity ratio:
240.74%
Debt to assets ratio:
59.33%
Net debt to assets ratio:
47.69%
Debt-to-asset ratio is -26.53% below industry average
Ability to repay debt:
Interest coverage ratio:
6.66
Interest coverage ratio is -1439.49% less than industry average
Looking forward:
Debt growth rate:
558.05%
Annual debt growth is 0% lower than industry average debt growth rate
Debt repayment rate in last quarter: 0.00%
Analysis of Key Statistics
Correlation of price movement with the market:
0.413
Statistical significance of correlation:
TANNI has a statistically significant correlation with the market
Average Correlation of the industry with the market:
0.413
Stock price is 0.00% less correlated with the market compared to the industry average correlation
R Squared (percentage of price movement explained by movement of the market):
0.413
Correlation of price movement with Nasdaq (^IXIC):
-0.01
Covariance of price movement with the market:
-0.016
Kurtosis
70.47
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:
2.492
Returns are right (positive) skewed; mean returns are greater than median and mode returns
Fundamental Analysis & Dupont Analysis of
TANNI
Gross Profit Margin Ratio:
-86%
Operating Profit Margin Ratio:
1.55%
Operating profit margin is 405.98% higher than the industry
Net Profit Margin Ratio:
-86%
Effective Tax Rate:
-15.26%
-
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
13.56%
Return on equity (ROE) is 63.54% higher than the industry
Financial Leverage
Asset Turnover Ratio (ROA):
2.69%
Return on assets (ROA) is 132.37% higher than the industry
Financial Leverage:
2.5x
Current Ratio:
1.54
Current ratio is -8.21% below industry average
Cash Conversion Cycle (days):
-0.7
Cash conversion cycle is -115.78% below industry average
The remaining useful life of property plant & equipment is: 2.8 years
Stock based compensation to net income ratio:
-
In-depth Efficiency Analysis
Revenue generated per employee:
912.1K
Each employee generates 0% less revenue than industry average revenue per employee
EBITDA generated per employee:
16.4K
Each employee generates 0% less EBITDA than industry average revenue per employee
Profit generated per employee:
6.9K
Each employee generates 0% less net income/profit than industry average revenue per employee
Free cash flow (FCF) generated per employee:
0.6K
Each employee generates 0% less free cash flow than industry average revenue per employee
Assets/Capital per employee
184.8K
Each employee generates 0% less free cash flow than industry average revenue per employee
Research & Development (R&D) Analysis
-
-
Competitors/Peer firms of
TANNI
GOLDEN NUGGET ONLINE GAMING, INC.. (XNAS:GNOG)
THE LOVESAC COMPANY (XNAS:LOVE)
AMERICA'S CAR-MART, INC. (XNAS:CRMT)
DENNY'S CORPORATION (XNAS:DENN)
ONESPAWORLD HOLDINGS Ltd (XNAS:OSW)
RUTH'S HOSPITALITY GROUP, INC. (XNAS:RUTH)
SHOE CARNIVAL, INC. (XNAS:SCVL)
WESTPORT FUEL SYSTEMS INC. (XNAS:WPRT)
ZUMIEZ INC. (XNAS:ZUMZ)
Current Analyst Ratings
Strong buy�0%
Buy�0%
Hold�0%
Sell�0%
Strong sell�0%
Overall analyst sentiment is: -
Income Statement
Period:
TTM
Date:
3/31/22
Revenue:
13.00B
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:
15.20B
- 2206223.00K
-
-
269.18M
-
599.44M
868.63M
-
35.19M
120.74M
234.29M
201.23M
97.70M
126.74M
- 19343.00K
97.70M
Statement of Cash Flow
Date:
Period:
24.23M
Differed Income Tax :
4.80M
Stock Based Compensation :
-
Change in Working Capital :
13.78M
Accounts Receivables:
- 90503.00K
Other Working Capital:
-
Other Non-Cash Items:
-
Net Cash Provided by Operating Activities:
59.12M
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
544.15M
-
544.15M
-
221.41M
238.00M
1.00B
2.50B
22.21M
10.81M
-
-
103.97M
2.63B
-
3.64B
334.45M
120.90M
-
-
196.10M
651.45M
2.16B
107.21M
2.26B
-
2.92B
14.00K
- 66256.00K
- 224.0K
786.80M
March 31, 2022 at 6:00:00 AM
16.07B
720.33M
3.64B
-
2.28B
1.7B
-
- 49220.00K
- 49220.00K
-
-
-
-
- 1784.00K
- 1784.00K
36.00K
8.15M
544.15M
536.00M
59.12M
- 50053.00K
9.07M
Our Proprietary Portfolio Rating
Our Rating:
-
Price Forecast/Expected Price in Next 5 Years of
TANNI
2023
2024
2025
2026
2027
$22.04
$24.77
$27.83
$31.28
$35.14