_edited.png)
RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
VSCO
Primary Facts
Apparel Retail
Name:
-
Sector:
547.00M
Industry:
32.76
CEO:
Total Employees:
Mid Cap
Our Technological Advancement Rating
Our Rating:
-
Victoria'S Secret & Co. (XNYS:VSCO) In-Depth Stock/Fundamental/Options Analysis Today
Primary Targets/Price Insights
Previous Close ($) :
VICTORIA'S SECRET & CO. (XNYS:VSCO)
One Month Price Target:
Six Month Price Target :
$33.04
Likely Price in One Year's Time:
Ticker:
$34.42
Likely Trading Range Today Under (Normal Volatility)
$33.13
Price Upper limit ($) :
$36.09
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
P73
This week:
$29.93
This month :
$26.44
Other Primary facts
Market Cap:
83.08M
Market Cap Classification:
2.63B
Number of Shares
IPO Date:
-
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
-16.13%
$20.12
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:
$39.93
26.61%
$25.59
$45.89
Medium risk (<10%) entry points
Buy Call
Sell Call
$36.71
Buy Put:
Sell Put:
$19.63
$28.81
$37.99
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
Apparel Retail
Sharpe Ratio:
VSCO, is amongst the top 40% lowest yielding stocks in terms of daily returns
Comparison:
0.69%
-1.53638044
Sharpe ratio is -153.64% lower than the industry
Average Returns/Yield of
Apparel Retail
Daily returns:
1
Weekly returns:
-0.01%
Monthly returns:
-0.03%
Yearly returns:
-1.62%
Comparison of returns:
-1.183197046
Classification:
Average annual returns/yield (last 3 years) is -118.32% below industry average
Results of T-Test of Returns:
VSCO is a riskier investment compared to Nasdaq (IXIC)
Statistical test of Returns:
0.31
Volatility (measured by Standard Deviation)
Daily Volatility:
& is -116.31% lower than the market/S&P 500 average
Weekly Volatility:
4.20%
Monthly Volatility:
9.39%
Yearly Volatility:
18.78%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
81.85%
-
Value at Risk Analysis (VaR)
Daily VaR:
-
Weekly VaR:
-8.63%
Monthly VaR:
-19.30%
How Much Can the price of
Apparel Retail
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):
$21.55
This translates to price declining to:
-34%
This translates to price declining to:
>85%
Severe Crash Probability
-38.60%
What is Value at Risk (VaR)?
Risk Fundamentals
133.38%
VSCO is a 172.41% riskier investment compared to the market/S&P 500 & is 133.38% riskier than Nasdaq (IXIC)
VSCO is a 172.41% riskier investment compared to the market/S&P 500
Beta Examination of
Apparel Retail
1.512
Expected beta in 1 year's time:
0.008
Expected beta in 3 year's time:
-
Unlevered (debt free) Beta:
Beta in relation to market/S&P 500--1.51
Beta in relation to Nasdaq (XNAS):
Returns are right (positive) skewed; mean returns are greater than median and mode returns
Beta in relation to all global stocks::
Beta is 10.65% above industry average
Beta Comparison & Analysis
Beta of competitors/peers::
0.615
-
Average Industry Beta:
-
0.106522671
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
WACC is -4.29% below industry mean WACC
148.22%
Alpha provided | Alpha Analysis
Alpha provided:
-
3.149
-9.632
Analysis of Cost of Capital of
Apparel Retail
Equity cost of capital:
Alpha is -963% below the market average
0.080
Unlevered (without debt) cost of capital:
Equity cost of capital is 7.97% above industry mean WACC
Before-tax cost of debt:
5.50%
After-tax cost of debt:
-0.77%
Overall debt rating:
-0.61%
Weighted average cost of capital (WACC):
-0.77%
-4.29%
Key Per-Share Metrics & Analysis
Revenue per share:
-
Revenue growth rate per share of (3Y):
Price to sales ratio is -53.25% below the industry mean
-420.35%
EPS:
Five Hundred Eleven Million Seven Hundred Sixty-Six Thousand Six Hundred Forty Dollars
Expected Annual growth rate of EPS (3Y):
-
80.51%
Free cash flow (FCF) per share:
Price to book ratio is -48.57% below the industry mean
-
-
Debt per share
Debt repayment rate in previous year: 10.28%
EBITDA per share
-
Valuation Analysis Today of
Apparel Retail
P/E Ratio:
Sustainable growth rate is 148.22% above industry average
P/E Ratio of Competitors/Peers:
6.21
-0.548187771
84.67930159
-0.613128599
$23.61
-
P/S (Price to Sales ratio):
$80.83
-0.532486526
P/B (Price to book value ratio):
Price to sales ratio is -53.25% below the industry mean
-
-
Net income growth rate (3Y):
Annual revenue growth rate is -420.35% below industry average
48.44%
Dividend Analysis
Net income growth rate is 48.44% higher than the average industry 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:
194.84%
Net debt to equity ratio:
The remaining useful life of property plant & equipment is: 4.1 years
Debt to assets ratio:
41.05%
Net debt to assets ratio:
185.19%
-39.39%
Ability to repay debt:
Interest coverage ratio:
Debt-to-asset ratio is -39.39% below industry average
-1.23
Looking forward:
Debt growth rate:
1.6x
-108.26%
10.28%
Analysis of Key Statistics
Correlation of price movement with the market:
-0.172665182
Statistical significance of correlation:
-1.13%
Average Correlation of the industry with the market:
-0.01
-102.28%
R Squared (percentage of price movement explained by movement of the market):
-0.01
Correlation of price movement with Nasdaq (^IXIC):
0
Covariance of price movement with the market:
-0.022
Kurtosis
-0.03
7.569
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
1.374
Fundamental Analysis & Dupont Analysis of
Apparel Retail
Gross Profit Margin Ratio:
2.61B
Operating Profit Margin Ratio:
Net profit margin is 11.01% higher than the industry
48.34%
Net Profit Margin Ratio:
2.61B
Effective Tax Rate:
4.52%
-0.193491714
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
Return on assets (ROA) is 25.03% higher than the industry
49.93%
Financial Leverage
Asset Turnover Ratio (ROA):
Operating profit margin is 48.34% higher than the industry
25.03%
Financial Leverage:
Interest coverage ratio is -123.09% less than industry average
Current Ratio:
Return on equity (ROE) is 49.93% higher than the industry
-0.54308629
Cash Conversion Cycle (days):
$19.86
-1.476522115
Current ratio is -54.31% below industry average
Stock based compensation to net income ratio:
-
In-depth Efficiency Analysis
Revenue generated per employee:
Cash conversion cycle is -147.65% below industry average
-
EBITDA generated per employee:
-
-
Profit generated per employee:
$10.09
-
Free cash flow (FCF) generated per employee:
-
-
Assets/Capital per employee
-
-
Research & Development (R&D) Analysis
-
-
Competitors/Peer firms of
Apparel Retail
$55.96
-
-
-
-
-
-
-
-
Current Analyst Ratings
$6.16
Strong buy�0%
Buy�0%
Hold�0%
Sell�0%
Strong sell�0%
Income Statement
Period:
4/30/2022
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:
6.72B
4.11B
155%
-
- 1908000.00K
- 1908000.00K
-
-
5.98B
-
- 16000.00K
153.00M
49%
148.00M
- 43000.00K
39%
148.00M
Statement of Cash Flow
Date:
Period:
- 72000.00K
Differed Income Tax :
326.00M
Stock Based Compensation :
- 64000.00K
Change in Working Capital :
25.00M
Accounts Receivables:
298.00M
Other Working Capital:
49.00M
Other Non-Cash Items:
97.00M
Net Cash Provided by Operating Activities:
161.00M
Investments in PP&E:
674.00M
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):
Value
1/31/2021
2021
FY
335.00M
-
335.00M
121.00M
701.00M
82.00M
1.24B
2.67B
-
246.00M
-
20.00M
56.00M
2.99B
-
4.23B
338.00M
421.00M
60.00M
246.00M
551.00M
1.56B
1.65B
113.00M
1.78B
-
3.34B
-
-
4.0M
Value
- 1908000.00K
-
891.00M
4.23B
-
2.07B
-
-
- 123000.00K
- 123000.00K
- 189000.00K
-
-
-
- 276000.00K
- 465000.00K
4.00M
90.00M
335.00M
245.00M
674.00M
- 127000.00K
Our Proprietary Portfolio Rating
Our Rating:
-
Price Forecast/Expected Price in Next 5 Years of
Apparel Retail
2023
2024
2025
2026
2027
37.99712711
$38.00
$41.86
$46.11
$50.80