_edited.png)
RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
VMEO
Primary Facts
Software�Application
Name:
-
Sector:
- 27268.00K
Industry:
5.73
CEO:
Ms. Anjali Sud
Total Employees:
Small Cap
Our Technological Advancement Rating
Our Rating:
0.051682243
-1.004989862
Vimeo, Inc. (XNAS:VMEO) In-Depth Stock/Fundamental/Options Analysis Today
Primary Targets/Price Insights
Previous Close ($) :
VIMEO, INC. (XNAS:VMEO)
One Month Price Target:
Six Month Price Target :
$5.77
Likely Price in One Year's Time:
Ticker:
$5.97
Likely Trading Range Today Under (Normal Volatility)
$5.76
Price Upper limit ($) :
$6.22
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
P8
This week:
$5.15
This month :
$4.44
Other Primary facts
Market Cap:
166.38M
Market Cap Classification:
950.05M
Number of Shares
IPO Date:
B
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
-30.07%
$3.15
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:
$7.27
15.21%
$4.19
$8.42
Medium risk (<10%) entry points
Buy Call
Sell Call
$6.65
Buy Put:
Sell Put:
$3.04
$4.81
$6.90
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
Software�Application
Sharpe Ratio:
VMEO, is amongst the top 20% lowest yielding stocks in terms of daily returns
Comparison:
0.96%
-14.25908556
Sharpe ratio is -1425.91% lower than the industry
Average Returns/Yield of
Software�Application
Daily returns:
1
Weekly returns:
-0.58%
Monthly returns:
-2.90%
Yearly returns:
-139.37%
Comparison of returns:
-15.02501259
Classification:
Average annual returns/yield (last 3 years) is -1502.50% below industry average
Results of T-Test of Returns:
VMEO is a riskier investment compared to Nasdaq (IXIC)
Statistical test of Returns:
0.01
Volatility (measured by Standard Deviation)
Daily Volatility:
& is -660.72% lower than the market/S&P 500 average
Weekly Volatility:
4.61%
Monthly Volatility:
10.31%
Yearly Volatility:
20.63%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
89.92%
-
Value at Risk Analysis (VaR)
Daily VaR:
-
Weekly VaR:
-10.05%
Monthly VaR:
-22.48%
How Much Can the price of
Software�Application
Decline in a Recession?
Likely price decline in a recession:
Base case (decline):
Risk of crash in next 6/12 months: Low (<25%)
Worst case (decline):
$3.07
This translates to price declining to:
-46%
This translates to price declining to:
>85%
Severe Crash Probability
-44.96%
What is Value at Risk (VaR)?
Risk Fundamentals
171.88%
VMEO is a 217.36% riskier investment compared to the market/S&P 500 & is 171.88% riskier than Nasdaq (IXIC)
VMEO is a 217.36% riskier investment compared to the market/S&P 500
Beta Examination of
Software�Application
1.272
Expected beta in 1 year's time:
-0.096
Expected beta in 3 year's time:
-
Unlevered (debt free) Beta:
Beta in relation to market/S&P 500--1.27
Beta in relation to Nasdaq (XNAS):
Returns are left (negative) skewed; mean returns are lower than median and mode returns
Beta in relation to all global stocks::
Beta is -4.75% below industry average
Beta Comparison & Analysis
Beta of competitors/peers::
0.722
-
Average Industry Beta:
-
-0.047545142
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
-
-
Alpha provided | Alpha Analysis
Alpha provided:
-
63.054
-96.268
Analysis of Cost of Capital of
Software�Application
Equity cost of capital:
Alpha is -9627% below the market average
-0.035
Unlevered (without debt) cost of capital:
Equity cost of capital is -3.54% below industry mean WACC
Before-tax cost of debt:
6.74%
After-tax cost of debt:
-
Overall debt rating:
-
Weighted average cost of capital (WACC):
-
-
Key Per-Share Metrics & Analysis
Revenue per share:
-
Revenue growth rate per share of (3Y):
Price to sales ratio is -79.76% below the industry mean
-17.38%
EPS:
-
Expected Annual growth rate of EPS (3Y):
Price to free cash flow ratio is 101.08% higher than the industry
-138.34%
Free cash flow (FCF) per share:
Price to book ratio is -67.14% below the industry mean
Growth rate in R&D investment/expenditure is 4110.06% higher than the industry
-
Debt per share
-
EBITDA per share
Each employee generates -671% less EBITDA than industry average revenue per employee
Valuation Analysis Today of
Software�Application
P/E Ratio:
-
P/E Ratio of Competitors/Peers:
-
-
-90.57478257
-1.063262642
-
-
P/S (Price to Sales ratio):
$2.47
-0.797584536
P/B (Price to book value ratio):
Price to sales ratio is -79.76% below the industry mean
-
1.010761012
Net income growth rate (3Y):
Annual revenue growth rate is -17.38% below industry average
-112.36%
Dividend Analysis
Net income growth rate is -112.36% lower than the industry average net income growth rate
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Dividend History:
-
--$0.00
--$0.00
--$0.00
--$0.00
--$0.00
-
In-depth Debt & Leverage Analysis
Debt to equity ratio:
-81.30%
Net debt to equity ratio:
-
Debt to assets ratio:
-46.79%
Net debt to assets ratio:
75.22%
-21.76%
Ability to repay debt:
Interest coverage ratio:
Debt-to-asset ratio is -21.76% below industry average
-3.84
Looking forward:
Debt growth rate:
1.8x
-110.68%
-
Analysis of Key Statistics
Correlation of price movement with the market:
-0.238354755
Statistical significance of correlation:
-1.73%
Average Correlation of the industry with the market:
-0.013
-102.63%
R Squared (percentage of price movement explained by movement of the market):
-0.013
Correlation of price movement with Nasdaq (^IXIC):
0
Covariance of price movement with the market:
-0.012
Kurtosis
-0.022
6.136
Skewness of returns:
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
-0.849
Fundamental Analysis & Dupont Analysis of
Software�Application
Gross Profit Margin Ratio:
306.27M
Operating Profit Margin Ratio:
Net profit margin is 5.03% higher than the industry
3.80%
Net Profit Margin Ratio:
306.27M
Effective Tax Rate:
-17.17%
-1.044840257
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
Return on assets (ROA) is 245.84% higher than the industry
76.47%
Financial Leverage
Asset Turnover Ratio (ROA):
Operating profit margin is 3.80% higher than the industry
245.84%
Financial Leverage:
Interest coverage ratio is -384.25% less than industry average
Current Ratio:
Return on equity (ROE) is 76.47% higher than the industry
-0.547764811
Cash Conversion Cycle (days):
$0.00
-1.36265382
Current ratio is -54.78% below industry average
Stock based compensation to net income ratio:
-
In-depth Efficiency Analysis
Revenue generated per employee:
Cash conversion cycle is -136.27% below industry average
-0.025883651
EBITDA generated per employee:
Each employee generates -3% less revenue than industry average revenue per employee
-6.70501068
Profit generated per employee:
-$0.45
289%
Free cash flow (FCF) generated per employee:
Each employee generates 289% more net income/profit than industry average revenue per employee
1.879696244
Assets/Capital per employee
Each employee generates 188% more free cash flow than industry average revenue per employee
1.879696244
Research & Development (R&D) Analysis
64.37%
41.10061922
Competitors/Peer firms of
Software�Application
$8.64
-
-
-
-
-
-
-
-
Current Analyst Ratings
-$0.51
Strong buy�0%
Buy�0%
Hold�0%
Sell�0%
Strong sell�0%
Income Statement
Period:
3/31/2022
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:
410.61M
104.34M
298%
118.53M
99.21M
262.98M
163.78M
6.43M
492.28M
-
495.00K
6.43M
-72%
966.00K
-
-79%
966.00K
Statement of Cash Flow
Date:
Period:
- 26558.00K
Differed Income Tax :
1.67M
Stock Based Compensation :
-
Change in Working Capital :
14.19M
Accounts Receivables:
- 20965.00K
Other Working Capital:
- 11507.00K
Other Non-Cash Items:
- 1110.00K
Net Cash Provided by Operating Activities:
4.91M
Investments in PP&E:
- 26753.00K
Net Acquisitions:
-
Purchases of Investments:
21.00K
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
3/31/2022
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
Value
387.95M
718.95M
358.05M
622.15M
-
-
-
-
1.10M
1.12M
-
-
-
-
- 5119.00K
- 5119.00K
- 125.00K
- 30880.00K
291.47M
322.35M
- 26753.00K
- 515.00K
Our Proprietary Portfolio Rating
Our Rating:
-0.307499855
Price Forecast/Expected Price in Next 5 Years of
Software�Application
2023
2024
2025
2026
2027
6.219895616
$6.22
$6.75
$7.33
$7.96