COMP <GO>
NBIX vs LLY // OPTIONS IMPLIED MOVE & PUT/CALL SKEW
Neurocrine Biosciences Inc. (NASDAQ) VS. Eli Lilly and Company (NYSE) • 15-METRIC TALLY: NBIX 5
— LLY 9
▲ OPTIONS IMPLIED MOVE & PUT/CALL SKEW LEADER: LLY
LAST: $146.10 (-0.19%) • MKT CAP: $14.88B
options-implied-move
7.30%
LAST: $1,417.54 (+3.19%) • MKT CAP: $1.33T
options-implied-move
6.77%
15-METRIC INSTITUTIONAL SIDE-BY-SIDE SCORECARD (NBIX VS. LLY)
EMERALD CELL = QUANTITATIVE EDGE
| INSTITUTIONAL METRIC | NBIX | LLY | SPREAD (A - B) | ADVANTAGE | DEDICATED URL |
|---|---|---|---|---|---|
| Gross Profit Margin | 96.00% | 83.64% | +12.36 | NBIX | /gross-margins <GO> |
| Return on Invested Capital (ROIC) | 15.70% | 32.36% | -16.66 | LLY | /roic <GO> |
| EV/EBITDA & P/E Valuation | 22.8x | 36.4x | -13.62 | NBIX | /valuation <GO> |
| Free Cash Flow Yield | 5.03% | 2.30% | +2.73 | NBIX | /fcf-yield <GO> |
| Operating Margin | 21.60% | 40.21% | -18.61 | LLY | /operating-margins <GO> |
| Net Profit Margin | 16.70% | 31.90% | -15.20 | LLY | /net-margins <GO> |
| Revenue Growth (YoY) | 21.40% | 45.51% | -24.11 | LLY | /revenue-growth <GO> |
| Dividend Yield & FCF Payout Safety | 0.00% | 0.49% | -0.49 | LLY | /dividend-safety <GO> |
| Altman Z-Score & Debt/Equity | 8.13 | 9.29 | -1.16 | LLY | /balance-sheet <GO> |
| Piotroski F-Score Quality | 9/9 | 9/9 | 0.00 | TIE | /piotroski-score <GO> |
| Options Implied Move & Put/Call Skew ACTIVE | 7.30% | 6.77% | +0.53 | LLY | /options-implied-move <GO> |
| RSI-14 & 200D SMA Momentum | 55.5 | 77.9 | -22.42 | LLY | /rsi-technicals <GO> |
| 10Y Yield & FRED Macro Beta | 1.13 | 0.51 | +0.62 | NBIX | /macro-sensitivity <GO> |
| Forward P/E Multiple | 26.1x | 26.3x | -0.15 | NBIX | /forward-pe <GO> |
| Enterprise Scale & Market Cap | $14.88B | $1.33T | -$1.32T | LLY | /market-cap <GO> |
5-YEAR HISTORICAL XBRL REVENUE & MARGIN TRAJECTORY SEC FORM 10-K FY
| FISCAL YEAR | NBIX REV | LLY REV | NBIX GROSS % | LLY GROSS % | NBIX FCF | LLY FCF |
|---|---|---|---|---|---|---|
| FY 2025 | $2.86B | $65.18B | 98.2% | 83.0% | $748.7M | $16.81B |
| FY 2024 | $2.36B | $45.04B | 98.6% | 81.3% | $557.2M | $8.82B |
| FY 2023 | $1.89B | $34.12B | 44.0% | 79.3% | $305.0M | $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
NBIX // BETA 1.13
LLY // BETA 0.51