_edited.png)
RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
Vimeo, Inc. (XNAS:VMEO) In-Depth Stock/Fundamental/Options Analysis Today
Primary Facts
VMEO
Name:
VIMEO, INC. (XNAS:VMEO)
Sector:
- 27268.00K
Industry:
Software�Application
CEO:
Ms. Anjali Sud
Total Employees:
1,219
Our Technological Advancement Rating
Our Rating:
D
Technological advancement compared to industry is -100.50% lower
ANALYSIS OF ALL CRITICAL FACTORS & RISKS RELATED TO THE STOCK & FUNDAMENTAL/LONG-TERM ANALYSIS OF VIMEO, INC.(VMEO) AS PER DATA ANALYSIS OF LAST 3 YEARS AND COMPARISON WITH COMPETITORS/PEERS, AND SOFTWARE�APPLICATION INDUSTRY. DATE: 07/09/2022
Primary Targets/Price Insights
Previous Close ($) :
5.73
One Month Price Target:
$5.77
Six Month Price Target :
$5.97
Likely Price in One Year's Time:
Ticker:
$6.22
Likely Trading Range Today Under (Normal Volatility)
$5.63
Price Upper limit ($) :
$5.76
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
$5.15
This week:
$4.44
This month :
$3.15
Other Primary facts
Market Cap:
950.05M
Market Cap Classification:
Small Cap
Number of Shares
IPO Date:
166.38M
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
15.21%
-30.07%
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:
$8.42
$7.27
$3.04
$4.19
Medium risk (<10%) entry points
Buy Call
Sell Call
$6.90
Buy Put:
Sell Put:
$6.65
$4.56
$4.81
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
VMEO
Sharpe Ratio:
-12.78%
Comparison:
VMEO, is amongst the top 20% stocks with lowest risk-adjusted returns
Sharpe ratio is -1425.91% lower than the industry
& is -660.72% lower than the market/S&P 500 average
Average Returns/Yield of
VMEO
Daily returns:
-0.58%
Weekly returns:
-2.90%
Monthly returns:
-11.61%
Yearly returns:
9.94%
Comparison of returns:
Average annual returns/yield (last 3 years) is -1502.50% below industry average
Classification:
VMEO, is amongst the top 20% lowest yielding stocks in terms of daily returns
Results of T-Test of Returns:
0.01
Statistical test of Returns:
VMEO has yielded a lower return than the market, the results are statistically significant
Volatility (measured by Standard Deviation)
Daily Volatility:
4.61%
Weekly Volatility:
10.31%
Monthly Volatility:
20.63%
Yearly Volatility:
71.46%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
-
-
Value at Risk Analysis (VaR)
Daily VaR:
-10.05%
Weekly VaR:
-22.48%
Monthly VaR:
-44.96%
How Much Can the price of
VMEO
Decline in a Recession?
Likely price decline in a recession:
Base case (decline):
-46%
Worst case (decline):
>85%
This translates to price declining to:
$3.07
This translates to price declining to:
$0.86
Severe Crash Probability
Risk of crash in next 6/12 months: Low (<25%)
What is Value at Risk (VaR)?
Risk Fundamentals
VMEO is a 217.36% riskier investment compared to the market/S&P 500 & is 171.88% riskier than Nasdaq (IXIC)
Risk (measured by volatility) is 28.33% above industry average
Overall, it is amongst the top 50% most risky stocks
Beta Examination of
VMEO
Beta in relation to market/S&P 500--1.27
Expected beta in 1 year's time:
-
Expected beta in 3 year's time:
-
Unlevered (debt free) Beta:
0.722
Beta in relation to Nasdaq (XNAS):
0.048
Beta in relation to all global stocks::
-0.096
Beta Comparison & Analysis
Beta of competitors/peers::
-
-
Average Industry Beta:
1.335
Beta is -4.75% below industry average
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
-
-
Alpha provided | Alpha Analysis
Alpha provided:
-1.512
Alpha is 6305.42% above industry average alpha yield
Alpha is -9627% below the market average
Analysis of Cost of Capital of
VMEO
Equity cost of capital:
0.119
Equity cost of capital is -3.54% below industry mean WACC
Unlevered (without debt) cost of capital:
6.74%
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:
$2.47
Revenue growth rate per share of (3Y):
2.66
Annual revenue growth rate is -17.38% below industry average
EPS:
-$0.51
Expected Annual growth rate of EPS (3Y):
-10.49%
Expected future EPS growth rate is -138.34% lower than the Software�Application industry
Free cash flow (FCF) per share:
-
-
-
Debt per share
$0.00
EBITDA per share
-$0.45
Valuation Analysis Today of
VMEO
P/E Ratio:
-
P/E Ratio of Competitors/Peers:
-
-
-
VMEO is -106.33% undervalued if valued using industry average P/E ratio
-
-
P/S (Price to Sales ratio):
2.32
Price to sales ratio is -79.76% below the industry mean
P/B (Price to book value ratio):
2.66
-
Price to free cash flow ratio is 101.08% higher than the industry
Net income growth rate (3Y):
-30.18%
Net income growth rate is -112.36% lower than the industry average 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:
75.22%
Net debt to equity ratio:
-81.30%
Debt to assets ratio:
42.93%
Net debt to assets ratio:
-46.79%
Debt-to-asset ratio is -21.76% below industry average
Ability to repay debt:
Interest coverage ratio:
-151
Interest coverage ratio is -384.25% less than industry average
Looking forward:
Debt growth rate:
-100.00%
Annual debt growth is -111% lower than industry average debt growth rate
-
Analysis of Key Statistics
Correlation of price movement with the market:
-0.013
Statistical significance of correlation:
VMEO does not have a has a statistically significant correlation with the market
Average Correlation of the industry with the market:
0.503
Stock price is -102.63% less correlated with the market compared to the industry average correlation
R Squared (percentage of price movement explained by movement of the market):
0.503
Correlation of price movement with Nasdaq (^IXIC):
-0.012
Covariance of price movement with the market:
-0.022
Kurtosis
6.136
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:
-0.849
Returns are left (negative) skewed; mean returns are lower than median and mode returns
Fundamental Analysis & Dupont Analysis of
VMEO
Gross Profit Margin Ratio:
298%
Operating Profit Margin Ratio:
-19.89%
Operating profit margin is 3.80% higher than the industry
Net Profit Margin Ratio:
298%
Effective Tax Rate:
-1.18%
Effective tax rate is -104.48% lower than the industry
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
-23.08%
Return on equity (ROE) is 76.47% higher than the industry
Financial Leverage
Asset Turnover Ratio (ROA):
-13.28%
Return on assets (ROA) is 245.84% higher than the industry
Financial Leverage:
1.8x
Current Ratio:
1.35
Current ratio is -54.78% below industry average
Cash Conversion Cycle (days):
-34.4
Cash conversion cycle is -136.27% below industry average
-
Stock based compensation to net income ratio:
-17.17%
In-depth Efficiency Analysis
Revenue generated per employee:
336.8K
Each employee generates -3% less revenue than industry average revenue per employee
EBITDA generated per employee:
- 61.3K
Each employee generates -671% less EBITDA than industry average revenue per employee
Profit generated per employee:
- 67.8K
Each employee generates 289% more net income/profit than industry average revenue per employee
Free cash flow (FCF) generated per employee:
- 22.4K
Each employee generates 188% more free cash flow than industry average revenue per employee
Assets/Capital per employee
229.5K
Each employee generates 188% more free cash flow than industry average revenue per employee
Research & Development (R&D) Analysis
Research & development (R&D) investment growth rate-- 64.37%
Growth rate in R&D investment/expenditure is 4110.06% higher than the industry
Competitors/Peer firms of
VMEO
-
-
-
-
-
-
-
-
-
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:
410.61M
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:
104.34M
306.27M
118.53M
99.21M
262.98M
163.78M
6.43M
387.95M
-
495.00K
6.43M
- 74743.00K
- 81672.00K
- 82638.00K
- 81672.00K
966.00K
- 82638.00K
Statement of Cash Flow
Date:
Period:
1.67M
Differed Income Tax :
-
Stock Based Compensation :
14.19M
Change in Working Capital :
- 20965.00K
Accounts Receivables:
- 8686.00K
Other Working Capital:
- 1110.00K
Other Non-Cash Items:
4.91M
Net Cash Provided by Operating Activities:
- 26753.00K
Investments in PP&E:
-
Net Acquisitions:
21.00K
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
291.10M
-
291.10M
34.64M
-
16.63M
342.36M
2.97M
245.05M
9.28M
-
-
22.48M
279.78M
-
622.15M
15.48M
-
-
171.75M
65.50M
252.73M
-
11.37M
11.37M
-
264.10M
1.66M
- 362334.00K
- 232.0K
718.95M
March 31, 2022 at 6:00:00 AM
492.28M
358.05M
622.15M
-
-
- 291100.0K
-
1.10M
1.12M
-
-
-
-
- 5119.00K
- 5119.00K
- 125.00K
- 30880.00K
291.47M
322.35M
- 26753.00K
- 515.00K
- 27268.00K
Our Proprietary Portfolio Rating
Our Rating:
B
Price Forecast/Expected Price in Next 5 Years of
VMEO
2023
2024
2025
2026
2027
$6.22
$6.75
$7.33
$7.96
$8.64