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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
United States Lime & Minerals, Inc. (XNAS:USLM) In-Depth Stock/Fundamental/Options Analysis Today
Primary Facts
USLM
Name:
UNITED STATES LIME & MINERALS, INC. (XNAS:USLM)
Sector:
2.54M
Industry:
Building Materials
CEO:
Mr. Timothy Byrne
Total Employees:
308
Our Technological Advancement Rating
Our Rating:
D
Technological advancement compared to industry is -99.80% lower
ANALYSIS OF ALL CRITICAL FACTORS & RISKS RELATED TO THE STOCK & FUNDAMENTAL/LONG-TERM ANALYSIS OF UNITED STATES LIME & MINERALS, INC.(USLM) AS PER DATA ANALYSIS OF LAST 3 YEARS AND COMPARISON WITH COMPETITORS/PEERS, AND BUILDING MATERIALS INDUSTRY. DATE: 07/09/2022
Primary Targets/Price Insights
Previous Close ($) :
104.52
One Month Price Target:
$104.91
Six Month Price Target :
$106.87
Likely Price in One Year's Time:
Ticker:
$109.22
Likely Trading Range Today Under (Normal Volatility)
$104.06
Price Upper limit ($) :
$105.13
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
$98.11
This week:
$90.18
This month :
$75.84
Other Primary facts
Market Cap:
595.84M
Market Cap Classification:
Small Cap
Number of Shares
IPO Date:
5.67M
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
20.23%
-13.11%
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:
$134.27
$120.58
$74.77
$88.46
Medium risk (<10%) entry points
Buy Call
Sell Call
$116.13
Buy Put:
Sell Put:
$113.20
$92.88
$95.84
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
USLM
Sharpe Ratio:
2.02%
Comparison:
USLM, is amongst the top 40% stocks with highest risk-adjusted returns
Sharpe ratio is -3.95% lower than the industry
& is -11.23% lower than the market/S&P 500 average
Average Returns/Yield of
USLM
Daily returns:
0.07%
Weekly returns:
0.35%
Monthly returns:
1.40%
Yearly returns:
16.13%
Comparison of returns:
Average annual returns/yield (last 3 years) is 4.11% above industry average
Classification:
USLM, is amongst the top 40% highest yielding stocks in terms of daily returns
Results of T-Test of Returns:
0.39
Statistical test of Returns:
USLM has yielded returns statistically similar to the market
Volatility (measured by Standard Deviation)
Daily Volatility:
3.02%
Weekly Volatility:
6.76%
Monthly Volatility:
13.51%
Yearly Volatility:
46.80%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
2.27%
Volatility in last five trading days has been -24.97% below long-term volatility
Value at Risk Analysis (VaR)
Daily VaR:
-6.13%
Weekly VaR:
-13.72%
Monthly VaR:
-27.44%
How Much Can the price of
USLM
Decline in a Recession?
Likely price decline in a recession:
Base case (decline):
-23%
Worst case (decline):
>85%
This translates to price declining to:
$80.00
This translates to price declining to:
$15.68
Severe Crash Probability
Risk of crash in next 6/12 months: High (50-70%)
What is Value at Risk (VaR)?
Risk Fundamentals
USLM is a 93.64% riskier investment compared to the market/S&P 500 & is 65.89% riskier than Nasdaq (IXIC)
Risk (measured by volatility) is 9.63% above industry average
Overall, it is amongst the top 50% most risky stocks
Beta Examination of
USLM
Beta in relation to market/S&P 500--0.67
Expected beta in 1 year's time:
0.519
Expected beta in 3 year's time:
0.734
Unlevered (debt free) Beta:
0.665
Beta in relation to Nasdaq (XNAS):
0.606
Beta in relation to all global stocks::
0.92
Beta Comparison & Analysis
Beta of competitors/peers::
1.651
Beta is -59.44% lower than peers
Average Industry Beta:
0.907
Beta is -26.15% below industry average
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
17.56%
Sustainable growth rate is 18.46% above industry average
Alpha provided | Alpha Analysis
Alpha provided:
0.091
Alpha is 33.81% above industry average alpha yield
Alpha is 577% higher than market/& is unsustainably high
Analysis of Cost of Capital of
USLM
Equity cost of capital:
0.077
Equity cost of capital is -17.36% below industry mean WACC
Unlevered (without debt) cost of capital:
7.68%
Before-tax cost of debt:
7.21%
After-tax cost of debt:
5.70%
Overall debt rating:
Non-investment grade (junk/speculative grade
Weighted average cost of capital (WACC):
5.70%
WACC is 5.51% above industry mean WACC
Key Per-Share Metrics & Analysis
Revenue per share:
$34.98
Revenue growth rate per share of (3Y):
2.07
Annual revenue growth rate is 0.02% above the industry average
EPS:
$6.82
Expected Annual growth rate of EPS (3Y):
12.12%
Expected future EPS growth rate is -51.81% lower than the Building Materials industry
Free cash flow (FCF) per share:
$2.78
Balance sheet equity growth per share: -100.00%
Equity growth rate per share is 248.38% higher than the industry
Debt per share
$0.45
EBITDA per share
$11.36
Valuation Analysis Today of
USLM
P/E Ratio:
15.68
P/E Ratio of Competitors/Peers:
11.12
P/E ratio is 40.95% higher than main peers & is -28.11% lower than the industry
Stock price/value with industry average P/E ratio: $148.74
USLM is -29.73% undervalued if valued using industry average P/E ratio
-
-
P/S (Price to Sales ratio):
2.99
Price to sales ratio is -20.32% below the industry mean
P/B (Price to book value ratio):
2.07
Price to free cash flow: 37.54
Price to free cash flow ratio is -23.76% lower than the industry
Net income growth rate (3Y):
87.05%
Net income growth rate is 57.67% higher than the average industry net income growth rate
Dividend Analysis
Dividend payout rate: 2.93%
Dividend yeild: 0.69%
Previous Dividend: $0.20
Previous adjusted dividend: $0.20
Previous Dividend: $0.72
Expected next dividend best case: $1.50
Expected next dividend worst case: -$1.10
Average dividend payment (long-term): $0.64
Average dividend increase/decrease (growth rate) % per period: 344.63%
Expected next dividend payment date: 15/09/2022
Expected next dividend record date: 25/08/2022
Expected next dividend declaration date: 26/07/2022
Previous dividend payment date: 17/06/2022
Previous dividend record date: 27/05/2022
Previous dividend declaration date: 27/04/2022
Dividend History:
2022-05-26--$0.20
2021-11-18--$0.16
2021-05-20--$0.16
2022-02-24--$0.20
2021-08-19--$0.16
2021-02-18--$0.16
Dividend growth rate is -954.75% lower than the industry average
In-depth Debt & Leverage Analysis
Debt to equity ratio:
0.90%
Net debt to equity ratio:
-34.01%
Debt to assets ratio:
0.79%
Net debt to assets ratio:
-29.99%
Debt-to-asset ratio is -98.01% below industry average
Ability to repay debt:
Interest coverage ratio:
256.69
Interest coverage ratio is 388.73% more than industry average
Looking forward:
Debt growth rate:
-100.00%
Annual debt growth is -241% 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:
0.445
Statistical significance of correlation:
USLM has a statistically significant correlation with the market
Average Correlation of the industry with the market:
0.612
Stock price is -27.35% less correlated with the market compared to the industry average correlation
R Squared (percentage of price movement explained by movement of the market):
0.612
Correlation of price movement with Nasdaq (^IXIC):
-0.027
Covariance of price movement with the market:
-0.048
Kurtosis
10.561
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
Skewness of returns:
1.157
Returns are right (positive) skewed; mean returns are greater than median and mode returns
Fundamental Analysis & Dupont Analysis of
USLM
Gross Profit Margin Ratio:
125%
Operating Profit Margin Ratio:
24.44%
Operating profit margin is 48.87% higher than the industry
Net Profit Margin Ratio:
125%
Effective Tax Rate:
20.47%
Effective tax rate is -0.72% lower than the industry
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
13.51%
Return on equity (ROE) is -20.98% lower than the industry
Financial Leverage
Asset Turnover Ratio (ROA):
11.91%
Return on assets (ROA) is 33.69% higher than the industry
Financial Leverage:
1.0x
Current Ratio:
13.97
Current ratio is 851.51% above industry average
Cash Conversion Cycle (days):
0
-
The remaining useful life of property plant & equipment is: 8.9 years
Stock based compensation to net income ratio:
1.68%
In-depth Efficiency Analysis
Revenue generated per employee:
644.4K
Each employee generates 0% less revenue than industry average revenue per employee
EBITDA generated per employee:
209.2K
Each employee generates 1% more EBITDA than industry average revenue per employee
Profit generated per employee:
125.6K
Each employee generates 21% more net income/profit than industry average revenue per employee
Free cash flow (FCF) generated per employee:
8.3K
Each employee generates -43% less free cash flow than industry average revenue per employee
Assets/Capital per employee
558.4K
Each employee generates -43% less free cash flow than industry average revenue per employee
Research & Development (R&D) Analysis
-
-
Competitors/Peer firms of
USLM
NXEO
FERROGLOBE PLC (XNAS:GSM)
Hawkins, Inc. (XNAS:HWKN)
CAESARSTONE LTD (XNAS:CSTE)
PIEDMONT LITHIUM INC. (XNAS:PLL)
MERCER INTERNATIONAL INC. (XNAS:MERC)
GEVO, INC. (XNAS:GEVO)
Largo Inc. (XNAS:LGO)
ADICET BIO, INC. (XNAS:ACET)
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:
198.49M
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:
136.57M
61.92M
-
-
13.41M
-
-
13.41M
377.00K
251.00K
15.54M
64.43M
48.51M
38.68M
48.64M
9.96M
38.68M
Statement of Cash Flow
Date:
Period:
-
Differed Income Tax :
438.00K
Stock Based Compensation :
651.00K
Change in Working Capital :
- 6898.00K
Accounts Receivables:
- 5678.00K
Other Working Capital:
-
Other Non-Cash Items:
5.20M
Net Cash Provided by Operating Activities:
8.06M
Investments in PP&E:
- 5517.00K
Net Acquisitions:
- 5889.00K
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):
3/31/22
2022
Q1
100.86M
-
100.86M
32.87M
16.54M
2.49M
152.77M
171.54M
-
-
-
-
442.00K
171.98M
-
324.75M
5.47M
909.00K
-
-
4.55M
10.94M
2.57M
1.44M
27.50M
-
38.44M
669.00K
309.15M
-
-
March 31, 2022 at 6:00:00 AM
149.98M
286.31M
324.75M
-
3.48M
- 97383.0K
-
75.00K
- 11331.00K
-
-
- 86.00K
- 1133.00K
-
- 1219.00K
-
- 4491.00K
100.86M
105.36M
8.06M
- 5517.00K
2.54M
Our Proprietary Portfolio Rating
Our Rating:
D
Price Forecast/Expected Price in Next 5 Years of
USLM
2023
2024
2025
2026
2027
$119.50
$124.88
$130.50
$136.37
$142.51