COMP <GO>
MRCY vs TSM // OPTIONS IMPLIED MOVE & PUT/CALL SKEW
Mercury Systems Inc (NASDAQ) VS. Taiwan Semiconductor Manufacturing Company Ltd. (NYSE) • 15-METRIC TALLY: MRCY 7
— TSM 2
▲ OPTIONS IMPLIED MOVE & PUT/CALL SKEW LEADER: MRCY
LAST: $77.54 (-5.21%) • MKT CAP: $4.98B
options-implied-move
8.00%
LAST: $406.13 (-5.95%) • MKT CAP: $2.24T
options-implied-move
8.30%
15-METRIC INSTITUTIONAL SIDE-BY-SIDE SCORECARD (MRCY VS. TSM)
EMERALD CELL = QUANTITATIVE EDGE
| INSTITUTIONAL METRIC | MRCY | TSM | SPREAD (A - B) | ADVANTAGE | DEDICATED URL |
|---|---|---|---|---|---|
| Gross Profit Margin | 62.00% | 62.00% | 0.00 | TIE | /gross-margins <GO> |
| Return on Invested Capital (ROIC) | 14.90% | 14.90% | 0.00 | TIE | /roic <GO> |
| EV/EBITDA & P/E Valuation | 14.6x | 14.9x | -0.30 | MRCY | /valuation <GO> |
| Free Cash Flow Yield | 3.99% | 3.99% | 0.00 | TIE | /fcf-yield <GO> |
| Operating Margin | 21.10% | 21.10% | 0.00 | TIE | /operating-margins <GO> |
| Net Profit Margin | 16.40% | 16.40% | 0.00 | TIE | /net-margins <GO> |
| Revenue Growth (YoY) | 52.80% | -3.30% | +56.10 | MRCY | /revenue-growth <GO> |
| Dividend Yield & FCF Payout Safety | 0.00% | 0.00% | 0.00 | TIE | /dividend-safety <GO> |
| Altman Z-Score & Debt/Equity | 4.26 | 3.87 | +0.39 | MRCY | /balance-sheet <GO> |
| Piotroski F-Score Quality | 9/9 | 7/9 | +2.00 | MRCY | /piotroski-score <GO> |
| Options Implied Move & Put/Call Skew ACTIVE | 8.00% | 8.30% | -0.30 | MRCY | /options-implied-move <GO> |
| RSI-14 & 200D SMA Momentum | 45.4 | 38.3 | +7.07 | MRCY | /rsi-technicals <GO> |
| 10Y Yield & FRED Macro Beta | 1.33 | 1.42 | -0.09 | TSM | /macro-sensitivity <GO> |
| Forward P/E Multiple | 18.2x | 20.2x | -2.00 | MRCY | /forward-pe <GO> |
| Enterprise Scale & Market Cap | $4.98B | $2.24T | -$2.23T | TSM | /market-cap <GO> |
5-YEAR HISTORICAL XBRL REVENUE & MARGIN TRAJECTORY SEC FORM 10-K FY
| FISCAL YEAR | MRCY REV | TSM REV | MRCY GROSS % | TSM GROSS % | MRCY FCF | TSM FCF |
|---|---|---|---|---|---|---|
| FY 2025 | $0 | — | — | — | $0 | — |
| FY 2024 | $912.0M | — | 27.9% | — | $119.0M | — |
| FY 2023 | $835.3M | — | 44.0% | — | $22.8M | — |
FRED MACRO REGIME CORRELATION COMPARISON PEARSON r
MRCY // BETA 1.33
TSM // BETA 1.42