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RISK CONCERN
​Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
Urban Outfitters, Inc. (XNAS:URBN) In-Depth Stock/Fundamental/Options Analysis Today
Primary Facts
URBN
Name:
URBAN OUTFITTERS, INC. (XNAS:URBN)
Sector:
- 5483.00K
Industry:
Apparel Retail
CEO:
Mr. Richard Hayne
Total Employees:
9,660
Our Technological Advancement Rating
Our Rating:
D
Technological advancement compared to industry is -51.96% lower
ANALYSIS OF ALL CRITICAL FACTORS & RISKS RELATED TO THE STOCK & FUNDAMENTAL/LONG-TERM ANALYSIS OF URBAN OUTFITTERS, INC.(URBN) AS PER DATA ANALYSIS OF LAST 3 YEARS AND COMPARISON WITH COMPETITORS/PEERS, AND APPAREL RETAIL INDUSTRY. DATE: 07/09/2022
Primary Targets/Price Insights
Previous Close ($) :
20.57
One Month Price Target:
$20.73
Six Month Price Target :
$21.53
Likely Price in One Year's Time:
Ticker:
$22.48
Likely Trading Range Today Under (Normal Volatility)
$20.44
Price Upper limit ($) :
$20.71
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
$18.95
This week:
$16.96
This month :
$13.35
Other Primary facts
Market Cap:
1.94B
Market Cap Classification:
Small Cap
Number of Shares
IPO Date:
92.17M
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
21.39%
-14.6%
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:
$28.07
$24.64
$13.07
$16.50
Medium risk (<10%) entry points
Buy Call
Sell Call
$23.53
Buy Put:
Sell Put:
$22.80
$17.60
$18.34
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
URBN
Sharpe Ratio:
0.69%
Comparison:
URBN, is amongst the top 60% stocks with highest risk-adjusted returns
Sharpe ratio is -0.33% lower than the industry
& is -69.69% lower than the market/S&P 500 average
Average Returns/Yield of
URBN
Daily returns:
0.04%
Weekly returns:
0.18%
Monthly returns:
0.71%
Yearly returns:
8.86%
Comparison of returns:
Average annual returns/yield (last 3 years) is -4.18% below industry average
Classification:
URBN, is amongst the top 60% highest yielding stocks in terms of daily returns
Results of T-Test of Returns:
0.48
Statistical test of Returns:
URBN has yielded returns statistically similar to the market

Volatility (measured by Standard Deviation)
Daily Volatility:
3.84%
Weekly Volatility:
8.59%
Monthly Volatility:
17.18%
Yearly Volatility:
59.50%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
3.02%
Volatility in last five trading days has been -21.37% below long-term volatility
Value at Risk Analysis (VaR)
Daily VaR:
-7.85%
Weekly VaR:
-17.56%
Monthly VaR:
-35.12%
How Much Can the price of
URBN
Decline in a Recession?
Likely price decline in a recession:
Base case (decline):
-31%
Worst case (decline):
>85%
This translates to price declining to:
$14.26
This translates to price declining to:
$3.09
Severe Crash Probability
Risk of crash in next 6/12 months: Medium (<50%)
What is Value at Risk (VaR)?

Risk Fundamentals
URBN is a 147.87% riskier investment compared to the market/S&P 500 & is 112.35% riskier than Nasdaq (IXIC)
Risk (measured by volatility) is -1.02% below industry average
Overall, it is amongst the top 50% most risky stocks
Beta Examination of
URBN
Beta in relation to market/S&P 500--1.38
Expected beta in 1 year's time:
0.833
Expected beta in 3 year's time:
1.178
Unlevered (debt free) Beta:
0.904
Beta in relation to Nasdaq (XNAS):
0.551
Beta in relation to all global stocks::
0.848
Beta Comparison & Analysis
Beta of competitors/peers::
1.318
Beta is 4.94% higher than peers
Average Industry Beta:
1.366
Beta is 1.24% above industry average
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
18.56%
Sustainable growth rate is -54.55% below industry average
Alpha provided | Alpha Analysis
Alpha provided:
-0.041
Alpha is 13.35% above industry average alpha yield
Alpha is -263% below the market average
Analysis of Cost of Capital of
URBN
Equity cost of capital:
0.126
Equity cost of capital is 0.93% above industry mean WACC
Unlevered (without debt) cost of capital:
8.25%
Before-tax cost of debt:
-
After-tax cost of debt:
-
Overall debt rating:
-
Weighted average cost of capital (WACC):
-
-
Key Per-Share Metrics & Analysis
Revenue per share:
$50.70
Revenue growth rate per share of (3Y):
1.24
Annual revenue growth rate is 4.72% above the industry average
EPS:
$2.91
Expected Annual growth rate of EPS (3Y):
4.41%
Expected future EPS growth rate is -78.98% lower than the Apparel Retail industry
Free cash flow (FCF) per share:
-
-
-
Debt per share
$11.50
EBITDA per share
$5.23
Valuation Analysis Today of
URBN
P/E Ratio:
9.06
P/E Ratio of Competitors/Peers:
22.27
P/E ratio is -59.33% lower than main peers & is -34.11% lower than the industry
Stock price/value with industry average P/E ratio: $40.00
URBN is -48.58% undervalued if valued using industry average P/E ratio
-
-
P/S (Price to Sales ratio):
0.41
Price to sales ratio is -53.20% below the industry mean
P/B (Price to book value ratio):
1.24
-
Price to free cash flow ratio is 114.52% higher than the industry
Net income growth rate (3Y):
-98.69%
Net income growth rate is 59.29% higher than the average industry net income growth rate
Dividend Analysis
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Dividend History:
--$0.00
--$0.00
--$0.00
--$0.00
--$0.00
--$0.00
-
In-depth Debt & Leverage Analysis
Debt to equity ratio:
69.09%
Net debt to equity ratio:
61.40%
Debt to assets ratio:
29.62%
Net debt to assets ratio:
26.32%
Debt-to-asset ratio is -53.99% below industry average
Ability to repay debt:
Interest coverage ratio:
-
-
Looking forward:
Debt growth rate:
-2.24%
Annual debt growth is -101% 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:
0.359
Statistical significance of correlation:
URBN has a statistically significant correlation with the market
Average Correlation of the industry with the market:
0.453
Stock price is -20.78% less correlated with the market compared to the industry average correlation
R Squared (percentage of price movement explained by movement of the market):
0.453
Correlation of price movement with Nasdaq (^IXIC):
-0.012
Covariance of price movement with the market:
-0.028
Kurtosis
3.003
Returns are, approximately, normally distributed (mesokurtic)
Skewness of returns:
0.588
Returns are right (positive) skewed; mean returns are greater than median and mode returns
Fundamental Analysis & Dupont Analysis of
URBN
Gross Profit Margin Ratio:
130%
Operating Profit Margin Ratio:
8.16%
Operating profit margin is 9.98% higher than the industry
Net Profit Margin Ratio:
130%
Effective Tax Rate:
23.15%
Effective tax rate is -12.20% lower than the industry
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
18.81%
Return on equity (ROE) is -54.57% lower than the industry
Financial Leverage
Asset Turnover Ratio (ROA):
8.06%
Return on assets (ROA) is -22.91% lower than the industry
Financial Leverage:
1.4x
Current Ratio:
1.44
Current ratio is -17.56% below industry average
Cash Conversion Cycle (days):
-14.5
Cash conversion cycle is -130.21% below industry average
The remaining useful life of property plant & equipment is: 2.9 years
Stock based compensation to net income ratio:
1.58%