COMP <GO>
A vs LLY // OPTIONS IMPLIED MOVE & PUT/CALL SKEW
Agilent Technologies Inc. (NYSE) VS. Eli Lilly and Company (NYSE) • 15-METRIC TALLY: A 4
— LLY 10
▲ OPTIONS IMPLIED MOVE & PUT/CALL SKEW LEADER: A
LAST: $174.87 (-3.47%) • MKT CAP: $51.07B
options-implied-move
6.60%
LAST: $1,417.54 (+3.19%) • MKT CAP: $1.33T
options-implied-move
6.77%
15-METRIC INSTITUTIONAL SIDE-BY-SIDE SCORECARD (A VS. LLY)
EMERALD CELL = QUANTITATIVE EDGE
| INSTITUTIONAL METRIC | A | LLY | SPREAD (A - B) | ADVANTAGE | DEDICATED URL |
|---|---|---|---|---|---|
| Gross Profit Margin | 52.40% | 83.64% | -31.24 | LLY | /gross-margins <GO> |
| Return on Invested Capital (ROIC) | 15.30% | 32.36% | -17.06 | LLY | /roic <GO> |
| EV/EBITDA & P/E Valuation | 28.4x | 36.4x | -8.02 | A | /valuation <GO> |
| Free Cash Flow Yield | 2.26% | 2.30% | -0.04 | LLY | /fcf-yield <GO> |
| Operating Margin | 21.30% | 40.21% | -18.91 | LLY | /operating-margins <GO> |
| Net Profit Margin | 18.80% | 31.90% | -13.10 | LLY | /net-margins <GO> |
| Revenue Growth (YoY) | 6.70% | 45.51% | -38.81 | LLY | /revenue-growth <GO> |
| Dividend Yield & FCF Payout Safety | 0.55% | 0.49% | +0.06 | A | /dividend-safety <GO> |
| Altman Z-Score & Debt/Equity | 6.50 | 9.29 | -2.79 | LLY | /balance-sheet <GO> |
| Piotroski F-Score Quality | 9/9 | 9/9 | 0.00 | TIE | /piotroski-score <GO> |
| Options Implied Move & Put/Call Skew ACTIVE | 6.60% | 6.77% | -0.17 | A | /options-implied-move <GO> |
| RSI-14 & 200D SMA Momentum | 54.9 | 77.9 | -22.97 | LLY | /rsi-technicals <GO> |
| 10Y Yield & FRED Macro Beta | 0.91 | 0.51 | +0.40 | A | /macro-sensitivity <GO> |
| Forward P/E Multiple | 36.5x | 26.3x | +10.25 | LLY | /forward-pe <GO> |
| Enterprise Scale & Market Cap | $51.07B | $1.33T | -$1.28T | LLY | /market-cap <GO> |
5-YEAR HISTORICAL XBRL REVENUE & MARGIN TRAJECTORY SEC FORM 10-K FY
| FISCAL YEAR | A REV | LLY REV | A GROSS % | LLY GROSS % | A FCF | LLY FCF |
|---|---|---|---|---|---|---|
| FY 2025 | $6.95B | $65.18B | 52.4% | 83.0% | $1.15B | $16.81B |
| FY 2024 | $6.51B | $45.04B | 54.3% | 81.3% | $1.37B | $8.82B |
| FY 2023 | $6.83B | $34.12B | 44.0% | 79.3% | $1.46B | $4.24B |
| FY 2022 | — | $28.54B | — | 76.8% | — | $7.59B |
| FY 2021 | — | $28.32B | — | 74.2% | — | $7.37B |
FRED MACRO REGIME CORRELATION COMPARISON PEARSON r
A // BETA 0.91
LLY // BETA 0.51