COMP <GO>
CSCO vs TSM // OPTIONS IMPLIED MOVE & PUT/CALL SKEW
Cisco Systems Inc. Common Stock (DE) (NASDAQ) VS. Taiwan Semiconductor Manufacturing Company Ltd. (NYSE) • 15-METRIC TALLY: CSCO 8
— TSM 6
▲ OPTIONS IMPLIED MOVE & PUT/CALL SKEW LEADER: CSCO
LAST: $104.51 (-3.76%) • MKT CAP: $428.13B
options-implied-move
7.80%
LAST: $406.13 (-5.95%) • MKT CAP: $2.24T
options-implied-move
8.30%
15-METRIC INSTITUTIONAL SIDE-BY-SIDE SCORECARD (CSCO VS. TSM)
EMERALD CELL = QUANTITATIVE EDGE
| INSTITUTIONAL METRIC | CSCO | TSM | SPREAD (A - B) | ADVANTAGE | DEDICATED URL |
|---|---|---|---|---|---|
| Gross Profit Margin | 64.90% | 62.00% | +2.90 | CSCO | /gross-margins <GO> |
| Return on Invested Capital (ROIC) | 15.10% | 14.90% | +0.20 | CSCO | /roic <GO> |
| EV/EBITDA & P/E Valuation | 35.3x | 14.9x | +20.40 | TSM | /valuation <GO> |
| Free Cash Flow Yield | 3.10% | 3.99% | -0.89 | TSM | /fcf-yield <GO> |
| Operating Margin | 20.80% | 21.10% | -0.30 | TSM | /operating-margins <GO> |
| Net Profit Margin | 18.00% | 16.40% | +1.60 | CSCO | /net-margins <GO> |
| Revenue Growth (YoY) | 5.30% | -3.30% | +8.60 | CSCO | /revenue-growth <GO> |
| Dividend Yield & FCF Payout Safety | 1.50% | 0.00% | +1.50 | CSCO | /dividend-safety <GO> |
| Altman Z-Score & Debt/Equity | 4.15 | 3.87 | +0.28 | CSCO | /balance-sheet <GO> |
| Piotroski F-Score Quality | 7/9 | 7/9 | 0.00 | TIE | /piotroski-score <GO> |
| Options Implied Move & Put/Call Skew ACTIVE | 7.80% | 8.30% | -0.50 | CSCO | /options-implied-move <GO> |
| RSI-14 & 200D SMA Momentum | 39.5 | 38.3 | +1.16 | CSCO | /rsi-technicals <GO> |
| 10Y Yield & FRED Macro Beta | 1.26 | 1.42 | -0.16 | TSM | /macro-sensitivity <GO> |
| Forward P/E Multiple | 39.2x | 20.2x | +19.00 | TSM | /forward-pe <GO> |
| Enterprise Scale & Market Cap | $428.13B | $2.24T | -$1.81T | TSM | /market-cap <GO> |
5-YEAR HISTORICAL XBRL REVENUE & MARGIN TRAJECTORY SEC FORM 10-K FY
| FISCAL YEAR | CSCO REV | TSM REV | CSCO GROSS % | TSM GROSS % | CSCO FCF | TSM FCF |
|---|---|---|---|---|---|---|
| FY 2025 | $56.65B | — | 64.9% | — | $13.29B | — |
| FY 2024 | $53.80B | — | 64.7% | — | $10.21B | — |
| FY 2023 | $57.00B | — | 44.0% | — | $17.32B | — |
FRED MACRO REGIME CORRELATION COMPARISON PEARSON r
CSCO // BETA 1.26
TSM // BETA 1.42