COMP <GO>
CELH vs PEP // OPTIONS IMPLIED MOVE & PUT/CALL SKEW
Celsius Holdings Inc. (NASDAQ) VS. PepsiCo Inc. (NASDAQ) • 15-METRIC TALLY: CELH 4
— PEP 11
▲ OPTIONS IMPLIED MOVE & PUT/CALL SKEW LEADER: PEP
LAST: $29.12 (+3.41%) • MKT CAP: $7.13B
options-implied-move
7.20%
LAST: $137.34 (+2.65%) • MKT CAP: $182.32B
options-implied-move
6.50%
15-METRIC INSTITUTIONAL SIDE-BY-SIDE SCORECARD (CELH VS. PEP)
EMERALD CELL = QUANTITATIVE EDGE
| INSTITUTIONAL METRIC | CELH | PEP | SPREAD (A - B) | ADVANTAGE | DEDICATED URL |
|---|---|---|---|---|---|
| Gross Profit Margin | 50.40% | 54.10% | -3.70 | PEP | /gross-margins <GO> |
| Return on Invested Capital (ROIC) | 7.70% | 17.00% | -9.30 | PEP | /roic <GO> |
| EV/EBITDA & P/E Valuation | 43.1x | 14.3x | +28.80 | PEP | /valuation <GO> |
| Free Cash Flow Yield | 4.54% | 4.31% | +0.23 | CELH | /fcf-yield <GO> |
| Operating Margin | 5.60% | 12.20% | -6.60 | PEP | /operating-margins <GO> |
| Net Profit Margin | 4.30% | 8.80% | -4.50 | PEP | /net-margins <GO> |
| Revenue Growth (YoY) | 85.50% | 2.30% | +83.20 | CELH | /revenue-growth <GO> |
| Dividend Yield & FCF Payout Safety | 0.00% | 4.19% | -4.19 | PEP | /dividend-safety <GO> |
| Altman Z-Score & Debt/Equity | 2.76 | 3.38 | -0.62 | PEP | /balance-sheet <GO> |
| Piotroski F-Score Quality | 8/9 | 5/9 | +3.00 | CELH | /piotroski-score <GO> |
| Options Implied Move & Put/Call Skew ACTIVE | 7.20% | 6.50% | +0.70 | PEP | /options-implied-move <GO> |
| RSI-14 & 200D SMA Momentum | 55.3 | 61.1 | -5.81 | PEP | /rsi-technicals <GO> |
| 10Y Yield & FRED Macro Beta | 1.10 | 0.89 | +0.21 | CELH | /macro-sensitivity <GO> |
| Forward P/E Multiple | 55.4x | 20.6x | +34.80 | PEP | /forward-pe <GO> |
| Enterprise Scale & Market Cap | $7.13B | $182.32B | -$175.20B | PEP | /market-cap <GO> |
5-YEAR HISTORICAL XBRL REVENUE & MARGIN TRAJECTORY SEC FORM 10-K FY
| FISCAL YEAR | CELH REV | PEP REV | CELH GROSS % | PEP GROSS % | CELH FCF | PEP FCF |
|---|---|---|---|---|---|---|
| FY 2025 | $2.52B | $93.92B | 50.4% | 54.1% | $323.4M | $7.86B |
| FY 2024 | $1.36B | $91.85B | 50.2% | 54.6% | $239.5M | $8.37B |
| FY 2023 | $1.32B | $91.47B | 44.0% | 44.0% | $81.9M | $9.33B |
FRED MACRO REGIME CORRELATION COMPARISON PEARSON r
CELH // BETA 1.10
PEP // BETA 0.89