COMP <GO>
HAE vs LLY // OPTIONS IMPLIED MOVE & PUT/CALL SKEW
Haemonetics Corporation (NYSE) VS. Eli Lilly and Company (NYSE) • 15-METRIC TALLY: HAE 3
— LLY 10
■ METRIC PARITY
LAST: $119.79 (+1.24%) • MKT CAP: $5.45B
options-implied-move
—
LAST: $1,373.70 (+6.63%) • MKT CAP: $1.29T
options-implied-move
6.77%
15-METRIC INSTITUTIONAL SIDE-BY-SIDE SCORECARD (HAE VS. LLY)
EMERALD CELL = QUANTITATIVE EDGE
| INSTITUTIONAL METRIC | HAE | LLY | SPREAD (A - B) | ADVANTAGE | DEDICATED URL |
|---|---|---|---|---|---|
| Gross Profit Margin | 59.00% | 83.64% | -24.64 | LLY | /gross-margins <GO> |
| Return on Invested Capital (ROIC) | 8.40% | 32.36% | -23.96 | LLY | /roic <GO> |
| EV/EBITDA & P/E Valuation | 32.5x | 36.4x | -3.92 | HAE | /valuation <GO> |
| Free Cash Flow Yield | 4.78% | 2.30% | +2.48 | HAE | /fcf-yield <GO> |
| Operating Margin | 11.70% | 40.21% | -28.51 | LLY | /operating-margins <GO> |
| Net Profit Margin | 0.00% | 31.90% | -31.90 | LLY | /net-margins <GO> |
| Revenue Growth (YoY) | -2.00% | 45.51% | -47.51 | LLY | /revenue-growth <GO> |
| Dividend Yield & FCF Payout Safety | 0.00% | 0.49% | -0.49 | LLY | /dividend-safety <GO> |
| Altman Z-Score & Debt/Equity | 3.89 | 9.29 | -5.40 | LLY | /balance-sheet <GO> |
| Piotroski F-Score Quality | 7/9 | 9/9 | -2.00 | LLY | /piotroski-score <GO> |
| Options Implied Move & Put/Call Skew ACTIVE | — | 6.77% | — | TIE | /options-implied-move <GO> |
| RSI-14 & 200D SMA Momentum | 63.6 | 66.6 | -3.00 | LLY | /rsi-technicals <GO> |
| 10Y Yield & FRED Macro Beta | 1.00 | 0.51 | +0.49 | HAE | /macro-sensitivity <GO> |
| Forward P/E Multiple | — | 26.3x | — | TIE | /forward-pe <GO> |
| Enterprise Scale & Market Cap | $5.45B | $1.29T | -$1.29T | LLY | /market-cap <GO> |
5-YEAR HISTORICAL XBRL REVENUE & MARGIN TRAJECTORY SEC FORM 10-K FY
| FISCAL YEAR | HAE REV | LLY REV | HAE GROSS % | LLY GROSS % | HAE FCF | LLY FCF |
|---|---|---|---|---|---|---|
| FY 2025 | $1.33B | $65.18B | 59.0% | 83.0% | $260.4M | $16.81B |
| FY 2024 | $1.36B | $45.04B | 55.0% | 81.3% | $142.4M | $8.82B |
| FY 2023 | $1.31B | $34.12B | — | 79.3% | $122.8M | $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
HAE // BETA 1.00
LLY // BETA 0.51