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Should I Buy NYSE:CBL Stock? (22% Forecasted Return) | CBL CBL & Associates Properties Stock Forecast



We do not treat repayments of leases as debt maturities (even if International Financial Reporting Standard 16 shows them as such in the cash flow statement) because we already have reduced FFO by such lease cash outflow.When evaluating uses of liquidity, we include all debt maturities over the liquidity horizon that are either recourse to the company, or nonrecourse that we believe the company will support even in times of stress. In cases where the debt includes a put option held by debtholders, we will consider the date of the put option the effective debt maturity--i.e., we will assume the debt will need to be repaid/refinanced on the day the put can be first exercised. We estimate CBL CBL & Associates Properties stock forecast parameters by: RRS with ElasticNet Regression because of deduct goodwill and nonservicing intangibles (22% Forecasted Return)

NYSE:CBL Stock Forecast (Buy or Sell) as of 24 Jun 2022 for (n+4 weeks)

Stock: CBL CBL & Associates Properties

Time series to forecast n: 24 Jun 2022 for (n+4 weeks)

x axis:Likelihood %
y axis:Potential Impact %
z axis:Color (yellow to green) Technical Analysis %

Stock Forecast Criteria and Models for CBL CBL & Associates Properties

  • For business entities, key financial indicators generally include profitability, leverage, cash flow adequacy, liquidity, and financial flexibility. For financial institutions and insurers, other critical factors may include asset quality, reserves for losses, asset-liability management, and capital adequacy. Off-balance sheet items, such as securitizations, derivative exposures, leases, and pension liabilities, may also be part of the quantitative analysis. Cash flow analysis and liquidity assume heightened significance for firms with speculative-grade ratings ('BB+' and lower).
  • Assets under custody:We apply risk weights on AUC for a bank acting as a custodian. The higher the value of AUC, the lower the marginal risk weight (see table 13). Smaller custodians tend to be more concentrated on a few key customers than larger custodians, so an operational mistake for one key client could have a much bigger impact.
  • Based on our observations of credit losses during past economic downturns, we believe that credit losses could take three years to flow through a bank's financial statements, except for credit cards, where we look at the peak loss for a single year. The three-year normalized loss rate and the RACF capital charge combine to match the idealized loss rate for each asset class (see table 15). In our view, product pricing and provisioning are able to absorb an average, or "normal," level of annual credit losses, which we refer to as "normalized losses," and banks hold capital to absorb losses that are greater than this "normal" level.
  • We do not adjust reported capital if an M&A transaction generates negative goodwill, but we consider the implications of such a transaction when we assess an entity's business position and earnings capacity.
  • Interpolation is one of the methods we may use when we analyze the amount of credit enhancement associated with the rating levels between 'AAA' and 'B' for transactions in certain asset classes. For other asset classes, we create specific benchmarks, such as coverage multiples or simulated default rates, within a mathematical simulation model.
  • If the cost of servicing or the likelihood of redeeming the hybrid instrument would increase in response to a worsening of the issuer's creditworthiness, the hybrid is assessed as having no equity content.
  • The methodologies described for calculating TAC and determining RWAs are based on the typical Pillar 3 or U.S. GAAP disclosures for financial institutions around the globe. When Pillar 3 reports are not available outside the U.S., we typically find published accounts that follow IFRS, but some firms may present their accounts in a generally accepted format that is governed by their home jurisdictions and that may differ from both IFRS and U.S. GAAP standards.

Assumptions Underlying The Forecast Model for CBL CBL & Associates Properties

While the existence of a commercial paper (CP) program can provide companies with alternative sources of short-term funding, such a program would not be considered a committed source of liquidity. Additionally, we do not require the presence of a committed facility to back up the full size of the CP program. For liquidity to be at least adequate, an issuer would need sources of liquidity (for example, committed facility and/or cash balances) to cover at least 100% of expected intra-year debt maturities, including CP, over the next 12 months.

Frequently Asked QuestionsQ: Is CBL CBL & Associates Properties stock buy or sell?
A: We do not treat repayments of leases as debt maturities (even if International Financial Reporting Standard 16 shows them as such in the cash flow statement) because we already have reduced FFO by such lease cash outflow.
Q: Is CBL CBL & Associates Properties stock expected to go up?
A: When evaluating uses of liquidity, we include all debt maturities over the liquidity horizon that are either recourse to the company, or nonrecourse that we believe the company will support even in times of stress. In cases where the debt includes a put option held by debtholders, we will consider the date of the put option the effective debt maturity--i.e., we will assume the debt will need to be repaid/refinanced on the day the put can be first exercised.
Q: What is the forecast for CBL CBL & Associates Properties ?
A: While the existence of a commercial paper (CP) program can provide companies with alternative sources of short-term funding, such a program would not be considered a committed source of liquidity. Additionally, we do not require the presence of a committed facility to back up the full size of the CP program. For liquidity to be at least adequate, an issuer would need sources of liquidity (for example, committed facility and/or cash balances) to cover at least 100% of expected intra-year debt maturities, including CP, over the next 12 months.
Q: What is the consensus rating of CBL CBL & Associates Properties ?
A: The consensus rating for CBL CBL & Associates Properties is 89.
Q: What are the risks of investing CBL CBL & Associates Properties ?
A: We use risk analysis for CBL CBL & Associates Properties because of deduct goodwill and nonservicing intangibles


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