JC Penney Probability Of Bankruptcy

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Probability Of Bankruptcy Analysis

For stocks, Probability Of Bankruptcy is normalized value of Z-Score. For funds and ETFs it is derived from a multi-factor model developed by Macroaxis. The score is used to predict probability of a firm or a fund experiencing financial distress within next 24 months. Unlike Z-Score, Probability Of Bankruptcy is the value between 0 and 100 indicating the actual probability the firm will be distressed in the next 2 fiscal years.
JC Penney 
Probability Of Bankruptcy 
42 %

Distress Driver Correlations

About Probability Of Bankruptcy

Probability of Bankruptcy SHOULD NOT be confused with actual chance of a company to file for chapter 7, 11, 12 or 13 bankruptcy protection. Macroaxis simply defines Financial Distress as an operational condition where a company is having difficulty to meet its current financial obligations towards its creditors or to deliver on the expectations of its investors. Macroaxis derives these conditions on a daily bases from both public financial statements as well as analysis of stock prices reacting to market conditions or economic downturns including short term and long term historical volatility. Other factors taken into account include analysis of liquidity, revenues patterns, RND expenses, as well as public headlines and social sentiment.
Compare to competition

JC Penney Probability Of Bankruptcy Assessment

  Of Bankruptcy 
Benchmark  Embed   JC Penney Comparables 
Based on latest financial disclosure J C Penney Company Inc has Probability Of Bankruptcy of 42.0%. This is 11.14% higher than that of the Services sector, and 7.61% higher than that of Department Stores industry, The Probability Of Bankruptcy for all stocks is 6.95% lower than the firm.

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Showing first 17 of many similar equities found by Probability Of Bankruptcy
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LAME4 SAOLojas Americanas SA
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M NYQMacys Inc
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KSS NYQKohls Corp
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JCP NYQJ C Penney Company Inc
42 %
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SHLD NMSSears Holdings Corporation
40 %
MYR ASXMyer Holdings Limited
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BONT NMSBonTon Stores Inc
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DG NYQDollar General Corporation
13 %
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10 %
SCSC NMSScanSource Inc
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BIG NYQBig Lots Inc
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You can backtest this sub-set of assets as a synthetic portfolio or check its risk adjusted returns  
Peer Comparison
JC Penney Probability Of Bankruptcy Comparison
  Probability Of Bankruptcy 
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JC Penney is rated second overall in probability of bankruptcy category among related companies.
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Return On Equity(25.90) %
Return On Asset0.83 %
Profit Margin(2.93) %
Operating Margin1.02 %
Current Valuation7 B
Shares Outstanding307.73 M
Shares Owned by Insiders1.18 %
Shares Owned by Institutions85.60 %
Number of Shares Shorted79.55 M
Price to Earning454.25 times
Price to Book2.24 times
Price to Sales0.21 times
Revenue12.62 B
Gross Profit4.55 B
Net Income(370 M)
Cash and Equivalents429 M
Cash per Share1.39 times
Total Debt4.76 B
Debt to Equity3.98 times
Current Ratio1.51 times
Book Value Per Share3.89 times
Cash Flow from Operations416 M
Short Ratio5.18 times
One Year High11.99
One Year Low6.0
Earnings Per Share(1.21) times
Price to Earnings To Growth(2.01) times
Number of Employees105 K
Market Capitalization2.67 B
Total Asset9.17 B
Retained Earnings(3.13 B)
Working Capital1.3 B
Current Asset3.88 B
Current Liabilities2.57 B
Z Score1.0