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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
WSBF
Primary Facts
Banks�Regional
Name:
-
Sector:
142.48M
Industry:
17.14
CEO:
Mr. Douglas S. Gordon
Total Employees:
Small Cap
Our Technological Advancement Rating
Our Rating:
-
Waterstone Financial, Inc. (XNAS:WSBF) In-Depth Stock/Fundamental/Options Analysis Today
Primary Targets/Price Insights
Previous Close ($) :
WATERSTONE FINANCIAL, INC. (XNAS:WSBF)
One Month Price Target:
Six Month Price Target :
$17.18
Likely Price in One Year's Time:
Ticker:
$17.39
Likely Trading Range Today Under (Normal Volatility)
$17.19
Price Upper limit ($) :
$17.65
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
P74
This week:
$16.5
This month :
$15.7
Other Primary facts
Market Cap:
22.62M
Market Cap Classification:
377.90M
Number of Shares
IPO Date:
-
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
-9.97%
$14.27
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:
$18.76
10.14%
$15.52
$20.12
Medium risk (<10%) entry points
Buy Call
Sell Call
$18.03
Buy Put:
Sell Put:
$14.16
$16.25
$18.32
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
Banks�Regional
Sharpe Ratio:
WSBF, is amongst the top 40% lowest yielding stocks in terms of daily returns
Comparison:
1.23%
-1.25244071
Sharpe ratio is -125.24% lower than the industry
Average Returns/Yield of
Banks�Regional
Daily returns:
1
Weekly returns:
0.00%
Monthly returns:
0.02%
Yearly returns:
0.77%
Comparison of returns:
-0.9298416
Classification:
Average annual returns/yield (last 3 years) is -92.98% below industry average
Results of T-Test of Returns:
WSBF is a riskier investment compared to Nasdaq (IXIC)
Statistical test of Returns:
0.40
Volatility (measured by Standard Deviation)
Daily Volatility:
& is -113.61% lower than the market/S&P 500 average
Weekly Volatility:
1.82%
Monthly Volatility:
4.08%
Yearly Volatility:
8.16%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
35.57%
-70.85%
Value at Risk Analysis (VaR)
Daily VaR:
Volatility in last five trading days has been -70.85% below long-term volatility
Weekly VaR:
-3.74%
Monthly VaR:
-8.37%
How Much Can the price of
Banks�Regional
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):
$14.61
This translates to price declining to:
-15%
This translates to price declining to:
-58.01%
Severe Crash Probability
-16.75%
What is Value at Risk (VaR)?
Risk Fundamentals
1.25%
WSBF is a 18.19% riskier investment compared to the market/S&P 500 & is 1.25% riskier than Nasdaq (IXIC)
WSBF is a 18.19% riskier investment compared to the market/S&P 500
Beta Examination of
Banks�Regional
0.442
Expected beta in 1 year's time:
0.426
Expected beta in 3 year's time:
0.499
Unlevered (debt free) Beta:
Beta in relation to market/S&P 500--0.44
Beta in relation to Nasdaq (XNAS):
Returns are, approximately, symmetrical
Beta in relation to all global stocks::
Beta is -54.11% below industry average
Beta Comparison & Analysis
Beta of competitors/peers::
0.278
-0.456
Average Industry Beta:
Beta is -45.59% lower than peers
-0.541119268
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
WACC is -50.17% below industry mean WACC
-28.61%
Alpha provided | Alpha Analysis
Alpha provided:
0.706
-5.666
-3.446
Analysis of Cost of Capital of
Banks�Regional
Equity cost of capital:
Alpha is -345% below the market average
-0.366
Unlevered (without debt) cost of capital:
Equity cost of capital is -36.63% below industry mean WACC
Before-tax cost of debt:
3.88%
After-tax cost of debt:
4.22%
Overall debt rating:
3.34%
Weighted average cost of capital (WACC):
4.22%
-50.17%
Key Per-Share Metrics & Analysis
Revenue per share:
-
Revenue growth rate per share of (3Y):
Price to sales ratio is -59.81% below the industry mean
130.45%
EPS:
Fifty-Four Million Fifty-Five Thousand Four Hundred Fifty Dollars
Expected Annual growth rate of EPS (3Y):
Price to free cash flow ratio is -85.18% lower than the industry
140.92%
Free cash flow (FCF) per share:
Price to book ratio is -29.74% below the industry mean
-
-0.204413235
Debt per share
Debt repayment rate in last quarter: 32.98%
EBITDA per share
Each employee generates -54% less EBITDA than industry average revenue per employee
Valuation Analysis Today of
Banks�Regional
P/E Ratio:
Sustainable growth rate is -28.61% below industry average
P/E Ratio of Competitors/Peers:
8.98
-0.275923783
28.41578211
-0.396814069
$10.00
-
P/S (Price to Sales ratio):
$9.97
-0.598123822
P/B (Price to book value ratio):
Price to sales ratio is -59.81% below the industry mean
-
-0.851764154
Net income growth rate (3Y):
Annual revenue growth rate is 130.45% above the industry average
185.92%
Dividend Analysis
Net income growth rate is 185.92% higher than the average industry net income growth rate
Dividend payout rate: 31.46%
$0.20
Previous Dividend: $0.20
Previous adjusted dividend: $0.20
Previous Dividend: $1.30
Expected next dividend best case: $0.35
Expected next dividend worst case: $0.05
Average dividend payment (long-term): $0.26
Average dividend increase/decrease (growth rate) % per period: 28.11%
Expected next dividend payment date: 08/01/2022
Expected next dividend record date: 07/11/2022
Expected next dividend declaration date: 13/06/2022
Previous dividend payment date: 05/03/2022
Previous dividend record date: 04/11/2022
Dividend History:
Previous dividend declaration date: 15/03/2022
2022-01-07--$0.50
2021-07-09--$0.20
2022-04-08--$0.20
2021-10-07--$0.20
2021-06-10--$0.50
0.19329722
In-depth Debt & Leverage Analysis
Debt to equity ratio:
12.72%
Net debt to equity ratio:
The remaining useful life of property plant & equipment is: 0.0 years
Debt to assets ratio:
2.62%
Net debt to assets ratio:
76.41%
-90.56%
Ability to repay debt:
Interest coverage ratio:
Debt-to-asset ratio is -90.56% below industry average
7.00
Looking forward:
Debt growth rate:
1.2x
-
32.98%
Analysis of Key Statistics
Correlation of price movement with the market:
11.31531984
Statistical significance of correlation:
-0.31%
Average Correlation of the industry with the market:
0.397
-20.65%
R Squared (percentage of price movement explained by movement of the market):
0.397
Correlation of price movement with Nasdaq (^IXIC):
0.158
Covariance of price movement with the market:
0.008
Kurtosis
0.008
6.694
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
-0.176
Fundamental Analysis & Dupont Analysis of
Banks�Regional
Gross Profit Margin Ratio:
-
Operating Profit Margin Ratio:
Net profit margin is -32.23% lower than the industry
-
Net Profit Margin Ratio:
-
Effective Tax Rate:
0.31%
0.04818477
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
Return on assets (ROA) is 18.49% higher than the industry
11.30%
Financial Leverage
Asset Turnover Ratio (ROA):
-
18.49%
Financial Leverage:
Interest coverage ratio is 699.83% more than industry average
Current Ratio:
Return on equity (ROE) is 11.30% higher than the industry
-
Cash Conversion Cycle (days):
$13.93
-
-
Stock based compensation to net income ratio:
Equity growth rate per share is -20.44% lower than the industry
In-depth Efficiency Analysis
Revenue generated per employee:
-
-0.316986934
EBITDA generated per employee:
Each employee generates -32% less revenue than industry average revenue per employee
-0.544074556
Profit generated per employee:
$3.96
-56%
Free cash flow (FCF) generated per employee:
Each employee generates -56% less net income/profit than industry average revenue per employee
0.969418074
Assets/Capital per employee
Each employee generates 97% more free cash flow than industry average revenue per employee
0.969418074
Research & Development (R&D) Analysis
-
-
Competitors/Peer firms of
Banks�Regional
$19.94
BUSINESS FIRST BANCSHARES, INC. (XNAS:BFST)
SVAC
SENIOR CONNECT ACQUISITION CORP. I (XNAS:SNRH)
ALERUS FINANCIAL CORPORATION (XNAS:ALRS)
MAAC
MARLIN TECHNOLOGY CORPORATION (XNAS:FINM)
Orion Acquisition Corp (XNAS:OHPA)
MIDWESTONE FINANCIAL GROUP, INC. (XNAS:MOFG)
Current Analyst Ratings
$2.29
Strong buy�0%
Buy�0%
Hold�4%
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:
225.54M
-
-
-
132.03M
135.64M
3.61M
-
-
66.94M
13.52M
5.38M
154%
15.97M
-
119%
15.97M
Statement of Cash Flow
Date:
Period:
5.29M
Differed Income Tax :
1.08M
Stock Based Compensation :
- 310.00K
Change in Working Capital :
170.00K
Accounts Receivables:
- 20509.00K
Other Working Capital:
- 102.00K
Other Non-Cash Items:
- 19515.00K
Net Cash Provided by Operating Activities:
156.88M
Investments in PP&E:
142.60M
Net Acquisitions:
- 121.00K
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):
Value
3/31/2022
2022
Q1
267.58M
201.95M
469.53M
-
-
-
-
21.93M
-
-
201.95M
-
-
-
2.00B
2.00B
-
5.00M
-
-
-
5.00M
315.00M
-
315.00M
1.90B
1.59B
241.00K
272.74M
- 8137.0K
Value
-
147.41M
412.25M
2.00B
403.91M
320.00M
- 47877.00K
6.38M
7.95M
- 33669.00K
- 155000.00K
-
- 13755.00K
- 17223.00K
- 21149.00K
- 207127.00K
-
- 98192.00K
278.53M
376.72M
142.60M
- 121.00K
Our Proprietary Portfolio Rating
Our Rating:
-
Price Forecast/Expected Price in Next 5 Years of
Banks�Regional
2023
2024
2025
2026
2027
17.73825
$17.74
$18.27
$18.81
$19.37