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RISK CONCERN
Investment Strategy, Risk Analysis, and Insights by Chartered Professionals
XRAY
Primary Facts
Medical Instruments & Supplies
Name:
-
Sector:
49.00M
Industry:
31.8
CEO:
Mr. Donald Casey
Total Employees:
Mid Cap
Our Technological Advancement Rating
Our Rating:
-2.563848443
32.10713451
Dentsply Sirona Inc. (XNAS:XRAY) In-Depth Stock/Fundamental/Options Analysis Today
Primary Targets/Price Insights
Previous Close ($) :
DENTSPLY SIRONA INC. (XNAS:XRAY)
One Month Price Target:
Six Month Price Target :
$31.96
Likely Price in One Year's Time:
Ticker:
$32.79
Likely Trading Range Today Under (Normal Volatility)
$31.91
Price Upper limit ($) :
$33.77
Price Lower limit ($) :
Crash Risk Prep/Key Price Levels (High Volatility/Risk)
Price, as per data analysis, isn't likely to fall below:
Today:
P478
This week:
$30.23
This month :
$28.29
Other Primary facts
Market Cap:
215.45M
Market Cap Classification:
6.69B
Number of Shares
IPO Date:
D
Best/Worst Daily Performance (Last 3+ Years)
Highest Daily Appreciation:
-13.38%
$24.77
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:
$35.82
12.57%
$27.78
$39.10
Medium risk (<10%) entry points
Buy Call
Sell Call
$34.06
Buy Put:
Sell Put:
$24.50
$29.54
$34.76
These entry points can be used for other strategies, such as butterflies, straddles, etc.
Risk-Adjusted returns (Sharpe Ratio) of
Medical Instruments & Supplies
Sharpe Ratio:
XRAY, is amongst the top 40% lowest yielding stocks in terms of daily returns
Comparison:
1.60%
-2.70310053
Sharpe ratio is -270.31% lower than the industry
Average Returns/Yield of
Medical Instruments & Supplies
Daily returns:
1
Weekly returns:
-0.06%
Monthly returns:
-0.28%
Yearly returns:
-13.45%
Comparison of returns:
-1.915716877
Classification:
Average annual returns/yield (last 3 years) is -191.57% below industry average
Results of T-Test of Returns:
XRAY is a riskier investment compared to Nasdaq (IXIC)
Statistical test of Returns:
0.44
Volatility (measured by Standard Deviation)
Daily Volatility:
& is -219.64% lower than the market/S&P 500 average
Weekly Volatility:
2.38%
Monthly Volatility:
5.32%
Yearly Volatility:
10.64%
Volitlilty of last five days (Measured by Standard Deviation)
Average Volatility of this Week:
46.37%
-72.56%
Value at Risk Analysis (VaR)
Daily VaR:
Volatility in last five trading days has been -72.56% below long-term volatility
Weekly VaR:
-4.94%
Monthly VaR:
-11.05%
How Much Can the price of
Medical Instruments & Supplies
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):
$25.38
This translates to price declining to:
-20%
This translates to price declining to:
-76.55%
Severe Crash Probability
-22.10%
What is Value at Risk (VaR)?
Risk Fundamentals
33.62%
XRAY is a 55.97% riskier investment compared to the market/S&P 500 & is 33.62% riskier than Nasdaq (IXIC)
XRAY is a 55.97% riskier investment compared to the market/S&P 500
Beta Examination of
Medical Instruments & Supplies
0.924
Expected beta in 1 year's time:
0.673
Expected beta in 3 year's time:
0.677
Unlevered (debt free) Beta:
Beta in relation to market/S&P 500--0.92
Beta in relation to Nasdaq (XNAS):
Returns are, approximately, symmetrical
Beta in relation to all global stocks::
Beta is -6.64% below industry average
Beta Comparison & Analysis
Beta of competitors/peers::
0.705
-0.227
Average Industry Beta:
Beta is -22.67% lower than peers
-0.066422902
Sustainable Growth Rate Analysis
Sustainable growth rate for this stock/firm:
WACC is -14.30% below industry mean WACC
-56.17%
Alpha provided | Alpha Analysis
Alpha provided:
0.958
-5.820
-14.591
Analysis of Cost of Capital of
Medical Instruments & Supplies
Equity cost of capital:
Alpha is -1459% below the market average
-0.045
Unlevered (without debt) cost of capital:
Equity cost of capital is -4.53% below industry mean WACC
Before-tax cost of debt:
7.24%
After-tax cost of debt:
2.23%
Overall debt rating:
1.76%
Weighted average cost of capital (WACC):
2.23%
-14.30%
Key Per-Share Metrics & Analysis
Revenue per share:
Present value of the expected future dividends only: $6.76
Revenue growth rate per share of (3Y):
Price to sales ratio is -77.95% below the industry mean
-82.12%
EPS:
Three Hundred Sixty-One Million Nine Hundred Fifty-Nine Thousand Three Hundred Sixty Dollars
Expected Annual growth rate of EPS (3Y):
Price to free cash flow ratio is -67.80% lower than the industry
50.58%
Free cash flow (FCF) per share:
Price to book ratio is -80.65% below the industry mean
-
75.36095999
Debt per share
Debt repayment rate in last quarter: 0.10%
EBITDA per share
Each employee generates -47% less EBITDA than industry average revenue per employee
Valuation Analysis Today of
Medical Instruments & Supplies
P/E Ratio:
Sustainable growth rate is -56.17% below industry average
P/E Ratio of Competitors/Peers:
18.92
-0.620709461
83.81473495
-0.620591773
$2.47
Share value as per dividend discount (DDM) model: $60.98
P/S (Price to Sales ratio):
$19.44
-0.779453247
P/B (Price to book value ratio):
Price to sales ratio is -77.95% below the industry mean
-
-0.678006739
Net income growth rate (3Y):
Annual revenue growth rate is -82.12% below industry average
34.95%
Dividend Analysis
Net income growth rate is 34.95% higher than the average industry net income growth rate
Dividend payout rate: 6.50%
$0.13
Previous Dividend: $0.13
Previous adjusted dividend: $0.13
Previous Dividend: $0.47
Expected next dividend best case: $0.13
Expected next dividend worst case: $0.12
Average dividend payment (long-term): $0.11
Average dividend increase/decrease (growth rate) % per period: 2.36%
Expected next dividend payment date: 10/06/2022
Expected next dividend record date: 22/09/2022
-
Previous dividend payment date: 07/08/2022
Previous dividend record date: 24/06/2022
Dividend History:
-
2022-03-24--$0.13
2021-09-23--$0.11
2022-06-23--$0.13
2021-12-30--$0.11
2021-06-24--$0.11
-2.194742528
In-depth Debt & Leverage Analysis
Debt to equity ratio:
40.81%
Net debt to equity ratio:
The remaining useful life of property plant & equipment is: 0.0 years
Debt to assets ratio:
21.86%
Net debt to assets ratio:
41.36%
-38.29%
Ability to repay debt:
Interest coverage ratio:
Debt-to-asset ratio is -38.29% below industry average
-0.76
Looking forward:
Debt growth rate:
1.3x
-101.37%
0.10%
Analysis of Key Statistics
Correlation of price movement with the market:
18.3220486
Statistical significance of correlation:
-0.46%
Average Correlation of the industry with the market:
0.573
13.57%
R Squared (percentage of price movement explained by movement of the market):
0.573
Correlation of price movement with Nasdaq (^IXIC):
0.329
Covariance of price movement with the market:
0.002
Kurtosis
0.003
6.473
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
0.029
Fundamental Analysis & Dupont Analysis of
Medical Instruments & Supplies
Gross Profit Margin Ratio:
2.30B
Operating Profit Margin Ratio:
Net profit margin is -34.19% lower than the industry
0.05%
Net Profit Margin Ratio:
2.30B
Effective Tax Rate:
2.98%
-0.234675188
Dupont Method
Net Profit Margin
Return on Equity Ratio (ROE):
×
ROA
=
×
Return on assets (ROA) is -43.75% lower than the industry
-116.50%
Financial Leverage
Asset Turnover Ratio (ROA):
Operating profit margin is 0.05% higher than the industry
-43.75%
Financial Leverage:
Interest coverage ratio is -76.38% less than industry average
Current Ratio:
Return on equity (ROE) is -116.50% lower than the industry
-0.603600769
Cash Conversion Cycle (days):
$9.42
-0.309935498
Current ratio is -60.36% below industry average
Stock based compensation to net income ratio:
Equity growth rate per share is 7536.10% higher than the industry
In-depth Efficiency Analysis
Revenue generated per employee:
Cash conversion cycle is -30.99% below industry average
-0.21025688
EBITDA generated per employee:
Each employee generates -21% less revenue than industry average revenue per employee
-0.468318642
Profit generated per employee:
$4.12
-68%
Free cash flow (FCF) generated per employee:
Each employee generates -68% less net income/profit than industry average revenue per employee
-1.567625582
Assets/Capital per employee
Each employee generates -157% less free cash flow than industry average revenue per employee
-1.567625582
Research & Development (R&D) Analysis
-
-
Competitors/Peer firms of
Medical Instruments & Supplies
$156.57
EXACT SCIENCES CORPORATION (XNAS:EXAS)
REPLIGEN CORPORATION (XNAS:RGEN)
BRUKER CORPORATION (XNAS:BRKR)
XLRN
Grifols SA (XNAS:GRFS)
MASIMO CORPORATION (XNAS:MASI)
GOODRX HOLDINGS, INC. (XNAS:GDRX)
10X GENOMICS, INC. (XNAS:TXG)
Current Analyst Ratings
$1.68
Strong buy�21%
Buy�13%
Hold�17%
Sell�4%
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:
4.19B
1.89B
219%
179.00M
-
1.54B
-
-
3.61B
-
53.00M
342.00M
85%
124.00M
- 68000.00K
47%
124.00M
Statement of Cash Flow
Date:
Period:
65.00M
Differed Income Tax :
84.00M
Stock Based Compensation :
- 13000.00K
Change in Working Capital :
11.00M
Accounts Receivables:
- 54000.00K
Other Working Capital:
18.00M
Other Non-Cash Items:
-
Net Cash Provided by Operating Activities:
-
Investments in PP&E:
93.00M
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
3/31/2022
2022
Q1
374.00M
-
374.00M
707.00M
541.00M
264.00M
1.89B
975.00M
3.94B
2.23B
-
-
127.00M
7.27B
-
9.16B
285.00M
347.00M
53.00M
-
671.00M
1.30B
2.03B
516.00M
2.95B
-
4.25B
-
1.65B
-
Value
1.72B
3.26B
4.91B
9.16B
-
2.38B
-
-
- 43000.00K
- 43000.00K
- 2000.00K
-
-
- 24000.00K
16.00M
- 10000.00K
- 5000.00K
35.00M
374.00M
339.00M
93.00M
- 44000.00K
Our Proprietary Portfolio Rating
Our Rating:
-1019.959357
Price Forecast/Expected Price in Next 5 Years of
Medical Instruments & Supplies
2023
2024
2025
2026
2027
123.0572829
$33.94
$130.69
$138.81
$147.42