COMP <GO>
LITE vs GOOGL // OPTIONS IMPLIED MOVE & PUT/CALL SKEW
Lumentum Holdings Inc. (NASDAQ) VS. Alphabet Inc. (NASDAQ) • 15-METRIC TALLY: LITE 3
— GOOGL 11
▲ OPTIONS IMPLIED MOVE & PUT/CALL SKEW LEADER: GOOGL
LAST: $840.70 (-8.57%) • MKT CAP: $83.29B
options-implied-move
7.20%
LAST: $279.84 (-1.40%) • MKT CAP: $3.42T
options-implied-move
6.49%
15-METRIC INSTITUTIONAL SIDE-BY-SIDE SCORECARD (LITE VS. GOOGL)
EMERALD CELL = QUANTITATIVE EDGE
| INSTITUTIONAL METRIC | LITE | GOOGL | SPREAD (A - B) | ADVANTAGE | DEDICATED URL |
|---|---|---|---|---|---|
| Gross Profit Margin | 41.70% | 60.86% | -19.16 | GOOGL | /gross-margins <GO> |
| Return on Invested Capital (ROIC) | 6.20% | 16.59% | -10.39 | GOOGL | /roic <GO> |
| EV/EBITDA & P/E Valuation | 91.0x | 19.9x | +71.07 | GOOGL | /valuation <GO> |
| Free Cash Flow Yield | 0.36% | 0.58% | -0.22 | GOOGL | /fcf-yield <GO> |
| Operating Margin | 17.40% | 33.32% | -15.92 | GOOGL | /operating-margins <GO> |
| Net Profit Margin | -60.00% | 50.03% | -110.03 | GOOGL | /net-margins <GO> |
| Revenue Growth (YoY) | 83.20% | 22.21% | +60.99 | LITE | /revenue-growth <GO> |
| Dividend Yield & FCF Payout Safety | 0.00% | 0.31% | -0.31 | GOOGL | /dividend-safety <GO> |
| Altman Z-Score & Debt/Equity | 13.01 | 8.30 | +4.71 | LITE | /balance-sheet <GO> |
| Piotroski F-Score Quality | 6/9 | 6/9 | 0.00 | TIE | /piotroski-score <GO> |
| Options Implied Move & Put/Call Skew ACTIVE | 7.20% | 6.49% | +0.71 | GOOGL | /options-implied-move <GO> |
| RSI-14 & 200D SMA Momentum | 44.6 | 21.4 | +23.19 | LITE | /rsi-technicals <GO> |
| 10Y Yield & FRED Macro Beta | 1.08 | 1.22 | -0.14 | GOOGL | /macro-sensitivity <GO> |
| Forward P/E Multiple | 36.0x | 21.4x | +14.61 | GOOGL | /forward-pe <GO> |
| Enterprise Scale & Market Cap | $83.29B | $3.42T | -$3.34T | GOOGL | /market-cap <GO> |
5-YEAR HISTORICAL XBRL REVENUE & MARGIN TRAJECTORY SEC FORM 10-K FY
| FISCAL YEAR | LITE REV | GOOGL REV | LITE GROSS % | GOOGL GROSS % | LITE FCF | GOOGL FCF |
|---|---|---|---|---|---|---|
| FY 2025 | $3.01B | $402.84B | 41.7% | 59.6% | $300.1M | $73.27B |
| FY 2024 | $1.65B | $350.02B | 28.0% | 58.2% | -$104.7M | $72.76B |
| FY 2023 | $1.77B | $307.39B | 44.0% | 56.6% | $100.3M | $69.50B |
| FY 2022 | — | $282.84B | — | 55.4% | — | $60.01B |
| FY 2021 | — | $257.64B | — | 56.9% | — | $67.01B |
FRED MACRO REGIME CORRELATION COMPARISON PEARSON r
LITE // BETA 1.08
GOOGL // BETA 1.22