COMP <GO>
DOX vs TSM // OPTIONS IMPLIED MOVE & PUT/CALL SKEW
Amdocs Limited (NASDAQ) VS. Taiwan Semiconductor Manufacturing Company Ltd. (NYSE) • 15-METRIC TALLY: DOX 9
— TSM 5
▲ OPTIONS IMPLIED MOVE & PUT/CALL SKEW LEADER: DOX
LAST: $62.83 (+0.98%) • MKT CAP: $6.72B
options-implied-move
8.20%
LAST: $406.13 (-5.95%) • MKT CAP: $2.24T
options-implied-move
8.30%
15-METRIC INSTITUTIONAL SIDE-BY-SIDE SCORECARD (DOX VS. TSM)
EMERALD CELL = QUANTITATIVE EDGE
| INSTITUTIONAL METRIC | DOX | TSM | SPREAD (A - B) | ADVANTAGE | DEDICATED URL |
|---|---|---|---|---|---|
| Gross Profit Margin | 35.10% | 62.00% | -26.90 | TSM | /gross-margins <GO> |
| Return on Invested Capital (ROIC) | 23.60% | 14.90% | +8.70 | DOX | /roic <GO> |
| EV/EBITDA & P/E Valuation | 9.7x | 14.9x | -5.20 | DOX | /valuation <GO> |
| Free Cash Flow Yield | 9.21% | 3.99% | +5.22 | DOX | /fcf-yield <GO> |
| Operating Margin | 12.60% | 21.10% | -8.50 | TSM | /operating-margins <GO> |
| Net Profit Margin | 9.90% | 16.40% | -6.50 | TSM | /net-margins <GO> |
| Revenue Growth (YoY) | 2.40% | -3.30% | +5.70 | DOX | /revenue-growth <GO> |
| Dividend Yield & FCF Payout Safety | 3.16% | 0.00% | +3.16 | DOX | /dividend-safety <GO> |
| Altman Z-Score & Debt/Equity | 4.98 | 3.87 | +1.11 | DOX | /balance-sheet <GO> |
| Piotroski F-Score Quality | 7/9 | 7/9 | 0.00 | TIE | /piotroski-score <GO> |
| Options Implied Move & Put/Call Skew ACTIVE | 8.20% | 8.30% | -0.10 | DOX | /options-implied-move <GO> |
| RSI-14 & 200D SMA Momentum | 62.3 | 38.3 | +24.00 | DOX | /rsi-technicals <GO> |
| 10Y Yield & FRED Macro Beta | 1.39 | 1.42 | -0.03 | TSM | /macro-sensitivity <GO> |
| Forward P/E Multiple | 12.6x | 20.2x | -7.60 | DOX | /forward-pe <GO> |
| Enterprise Scale & Market Cap | $6.72B | $2.24T | -$2.23T | TSM | /market-cap <GO> |
5-YEAR HISTORICAL XBRL REVENUE & MARGIN TRAJECTORY SEC FORM 10-K FY
| FISCAL YEAR | DOX REV | TSM REV | DOX GROSS % | TSM GROSS % | DOX FCF | TSM FCF |
|---|---|---|---|---|---|---|
| FY 2024 | $5.00B | — | 35.1% | — | $618.9M | — |
| FY 2023 | $4.89B | — | 44.0% | — | $602.7M | — |
FRED MACRO REGIME CORRELATION COMPARISON PEARSON r
DOX // BETA 1.39
TSM // BETA 1.42