Understanding Micron Technology Inc (NAS:MU) - Statistical analysis

This post is a complementary post of Understanding Micron Technology Inc (NAS:MU), make sure to go and see it. 


Here I'm just going to post the variables that I have available to quickly discern what historical data have correlated the best with prices of Micron, the objective is to dig in better on the financial statements, not to predict in any way or form since pass events are not necessarily good indicators of future price movements, "correlation does not imply causation" nothing supplements critical thinking. 

Per Share Data Quarters 1989-05 to  2019-02	correlation with market cap	rank
Revenue per Share	0.85882407	2
EBITDA per Share	0.83155858	12
EBIT per Share	0.75153725	36
Earnings per Share (Diluted)	0.7754951	28
EPS without NRI	0.77816089	27
Owner Earnings per Share (TTM)	0.74074223	40
Free Cash Flow per Share	0.59979572	64
Operating Cash Flow per Share	0.84946269	7
Dividends per Share	-0.11050196	155
Book Value per Share	0.78978552	24
Tangible Book per Share	0.79380296	23
Total Debt per Share	0.58103626	67
Month End Stock Price
Ratios
ROE %	0.43029328	78
ROE % Adjusted to Book Value	0.33781719	89
ROA %	0.39526668	79
ROC (Joel Greenblatt) %	0.2603523	104
ROIC %	0.37342957	84
WACC %	-0.2670959	172
Effective Interest Rate on Debt %	0.28132276	98
Gross Margin %	0.11793055	116
Operating Margin %	0.28284017	96
Net Margin %	0.3812308	81
FCF Margin %	0.21181499	107
Debt-to-Equity	0.26128038	102
Equity-to-Asset	-0.13999062	161
Debt-to-Asset	0.24661114	105
Gross-Profit-to-Asset %	0.07668288	124
Asset Turnover	-0.00963628	138
Dividend Payout Ratio	-0.19541389	167
Days Sales Outstanding	-0.03146023	143
Days Payable	0.77499727	30
Days Inventory	0.1131265	118
Cash Conversion Cycle	0.12827823	113
Inventory Turnover	-0.13881428	160
COGS-to-Revenue	-0.11764199	156
Inventory-to-Revenue	-0.08441012	149
Income Statement
Revenue	0.85398914	4
Cost of Goods Sold	0.71624437	47
Gross Profit	0.85480807	3
Gross Margin %	0.11793055	116
Selling, General, & Admin. Expense	0.66506271	57
Impairment Of Capital Assets	-0.05549533	146
Research & Development	0.7645195	32
Restructuring And Mergern Acquisition	0.00806071	136
Other Operating Expense	-0.16799987	165
Operating Income	0.82671384	14
Operating Margin %	0.28284017	96
Interest Income	0.71009062	48
Interest Expense	-0.52067293	185
Net Interest Income	-0.40593156	180
Other Income (Expense)	-0.09543589	152
Non Operating Income	-0.09075445	151
Other Income (Minority Interest)	-0.1208511	157
Gain on Sale of Security	-0.21128487	169
Write Off	-0.02994701	141
Pretax Income	0.80600448	20
Tax Provision	-0.27531411	173
Tax Rate %	-0.10021628	154
Net Income (Continuing Operations)	0.81518382	16
Net Income (Discontinued Operations)	-0.12433213	159
Net Income	0.81394361	17
Net Margin %	0.3812308	81
Preferred Dividends
EPS (Basic)	0.78283939	26
EPS (Diluted)	0.7754951	28
Shares Outstanding (Diluted Average)	0.61373021	63
Depreciation, Depletion and Amortization	0.72929007	41
EBITDA	0.84797958	8
Balance Sheet
Cash And Cash Equivalents	0.76325808	33
Marketable Securities	0.37628049	83
Cash, Cash Equivalents, Marketable Securities	0.83903241	9
Accounts Receivable	0.86835003	1
Notes Receivable
Other Current Receivables	0.56350493	72
Total Receivables	0.85329642	5
Inventories, Raw Materials & Components	0.6566693	59
Inventories, Work In Process	0.67720698	51
Inventories, Inventories Adjustments	0.04947845	128
Inventories, Finished Goods	0.67003017	55
Inventories, Other	-0.17668723	166
Total Inventories	0.69873608	49
Other Current Assets	0.27619724	99
Total Current Assets	0.82648706	15
Investments And Advances	0.39154756	80
Land And Improvements	0.72644174	43
Buildings And Improvements	0.65667581	58
Machinery, Furniture, Equipment	0.72300296	45
Construction In Progress	0.55847144	73
Other Gross PPE	-0.15106356	164
Gross Property, Plant and Equipment	0.72132054	46
Accumulated Depreciation	-0.67256767	186
Property, Plant and Equipment	0.76103229	35
Intangible Assets	0.69428798	50
Goodwill	0.67692009	53
Other Long Term Assets	0.76107282	34
Total Assets	0.794551	22
Accounts Payable	0.72578083	44
Total Tax Payable	0.74101286	39
Other Current Payables	0.65426893	60
Current Accrued Expense	0.52411807	76
Accounts Payable & Accrued Expense	0.76597936	31
Short-Term Debt	0.64700697	61
Current Deferred Revenue	0.55287744	74
Current Deferred Taxes Liabilities	-0.04089061	144
Deferred Tax And Revenue	0.55285777	75
Other Current Liabilities	0.02925616	134
Total Current Liabilities	0.74838919	37
Long-Term Debt	0.56704659	71
Capital Lease Obligation	0.6314758	62
Long-Term Debt & Capital Lease Obligation	0.58079444	68
Debt-to-Equity	0.26128038	102
PensionAndRetirementBenefit
NonCurrent Deferred Liabilities	0.03836368	131
Other Long-Term Liabilities	0.57508038	69
Total Liabilities	0.67703013	52
Common Stock	0.57271699	70
Preferred Stock	0.00910768	135
Retained Earnings	0.78672897	25
Accumulated other comprehensive income (loss)	0.10801784	119
Additional Paid-In Capital	0.47825426	77
Treasury Stock	-0.39678577	179
Other Stockholders Equity	-0.37253791	178
Total Stockholders Equity	0.8335039	11
Minority Interest	0.07018971	126
Total Equity	0.80513382	21
Equity-to-Asset	-0.13999062	161
Cashflow Statement
Net Income	0.81394361	17
Net Foreign Currency Exchange Gain
Net Income From Continuing Operations	0.81360239	19
Depreciation, Depletion and Amortization	0.72929007	41
Change In Receivables	-0.25125793	171
Change In Inventory	-0.29111115	174
Change In Prepaid Assets
Change In Payables And Accrued Expense	0.11970992	115
Change In Working Capital	-0.36492882	176
Change In DeferredTax	-0.06150686	148
Stock Based Compensation	0.66585893	56
Cash Flow from Discontinued Operations
Cash Flow from Others	-0.01330012	139
Cash Flow from Operations	0.84993276	6
Purchase Of Property, Plant, Equipment	-0.75083965	188
Sale Of Property, Plant, Equipment	-0.08679772	150
Purchase Of Business
Sale Of Business
Purchase Of Investment	-0.45882744	184
Sale Of Investment	0.28863061	95
Net Intangibles Purchase And Sale
Cash From Discontinued Investing Activities	-0.04448175	145
Cash From Other Investing Activities	0.03859863	130
Cash Flow from Investing	-0.68181136	187
Issuance of Stock	0.03210436	133
Repurchase of Stock	-0.3032386	175
Net Issuance of Preferred Stock
Net Issuance of Debt	-0.40652089	181
Cash Flow for Dividends	0.07334816	125
Other Financing	0.16146529	111
Cash Flow from Financing	-0.43618085	183
Net Change in Cash	0.09492206	121
Capital Expenditure	-0.75083965	188
Free Cash Flow	0.67394029	54
Valuation Ratios
PE Ratio	-0.02947626	140
Price-to-Owner-Earnings	0.04534843	129
PB Ratio	0.32264934	92
Price-to-Tangible-Book	0.33287338	90
Price-to-Free-Cash-Flow	0.03226291	132
Price-to-Operating-Cash-Flow	0.04992524	127
PS Ratio	0.35827076	86
PEG Ratio	0.12418819	114
EV-to-Revenue	0.3381892	88
EV-to-EBITDA	-0.00693654	137
EV-to-EBIT	-0.05720572	147
Earnings Yield (Joel Greenblatt) %	0.30988468	93
Forward Rate of Return (Yacktman) %	0.26955612	101
Shiller PE Ratio	0.26992988	100
Dividend Yield %	-0.24374336	170
Valuation and Quality
Market Cap
Enterprise Value (Current M)
Enterprise Value ($M)
Month End Stock Price
Net Cash per Share	-0.37091552	177
Net Current Asset Value	0.16177371	110
Net-Net Working Capital	-0.09742304	153
Intrinsic Value: Projected FCF	0.83034308	13
Median PS Value
Median PB Value
Peter Lynch Fair Value	0.74118363	38
Graham Number	0.83517509	10
Earnings Power Value (EPV)	0.15596269	112
Altman Z-Score	0.29157371	94
Piotroski F-Score	0.3706542	85
Beneish M-Score	0.09701527	120
Scaled Net Operating Assets	-0.12358086	158
Sloan Ratio %	0.33012883	91
Current Ratio	0.17493514	109
Quick Ratio	0.20409683	108
Interest Coverage	-0.42846981	182
Highest Stock Price
Lowest Stock Price
Shares Buyback Ratio %	-0.03057036	142
YoY Rev. per Sh. Growth	-0.20222879	168
YoY EPS Growth	0.34682068	87
5-Year EBITDA Growth Rate (Per Share)	0.08732098	122
Shares Outstanding (Basic Average)	0.59596126	65
Shares Outstanding (EOP)	0.59082578	66
Beta	-0.14919021	163
Number of Shareholders	0.07901011	123
Number of Employees	0.23885088	106

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