COMP <GO>
NVS vs AZN // OPTIONS IMPLIED MOVE & PUT/CALL SKEW
Novartis AG (NYSE) VS. AstraZeneca PLC (NYSE) • 15-METRIC TALLY: NVS 3
— AZN 1
■ METRIC PARITY
LAST: $161.10 (+3.22%) • MKT CAP: $307.40B
options-implied-move
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LAST: $174.40 (+2.89%) • MKT CAP: $270.45B
options-implied-move
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15-METRIC INSTITUTIONAL SIDE-BY-SIDE SCORECARD (NVS VS. AZN)
EMERALD CELL = QUANTITATIVE EDGE
| INSTITUTIONAL METRIC | NVS | AZN | SPREAD (A - B) | ADVANTAGE | DEDICATED URL |
|---|---|---|---|---|---|
| Gross Profit Margin | — | — | — | TIE | /gross-margins <GO> |
| Return on Invested Capital (ROIC) | 9.90% | 9.90% | 0.00 | TIE | /roic <GO> |
| EV/EBITDA & P/E Valuation | 21.0x | 21.0x | 0.00 | TIE | /valuation <GO> |
| Free Cash Flow Yield | 2.21% | 2.21% | 0.00 | TIE | /fcf-yield <GO> |
| Operating Margin | 13.90% | 13.90% | 0.00 | TIE | /operating-margins <GO> |
| Net Profit Margin | 10.90% | 10.90% | 0.00 | TIE | /net-margins <GO> |
| Revenue Growth (YoY) | 15.40% | 22.00% | -6.60 | AZN | /revenue-growth <GO> |
| Dividend Yield & FCF Payout Safety | 0.00% | 0.00% | 0.00 | TIE | /dividend-safety <GO> |
| Altman Z-Score & Debt/Equity | 3.74 | 3.74 | 0.00 | TIE | /balance-sheet <GO> |
| Piotroski F-Score Quality | 8/9 | 8/9 | 0.00 | TIE | /piotroski-score <GO> |
| Options Implied Move & Put/Call Skew ACTIVE | — | — | — | TIE | /options-implied-move <GO> |
| RSI-14 & 200D SMA Momentum | 69.1 | 56.8 | +12.30 | NVS | /rsi-technicals <GO> |
| 10Y Yield & FRED Macro Beta | 1.05 | 0.91 | +0.14 | NVS | /macro-sensitivity <GO> |
| Forward P/E Multiple | 27.6x | 27.6x | 0.00 | TIE | /forward-pe <GO> |
| Enterprise Scale & Market Cap | $307.40B | $270.45B | $36.96B | NVS | /market-cap <GO> |
5-YEAR HISTORICAL XBRL REVENUE & MARGIN TRAJECTORY SEC FORM 10-K FY
| FISCAL YEAR | NVS REV | AZN REV | NVS GROSS % | AZN GROSS % | NVS FCF | AZN FCF |
|---|---|---|---|---|---|---|
| INSPECT INDIVIDUAL XBRL MODELS AT NVS FA <GO> AND AZN FA <GO>. | ||||||
FRED MACRO REGIME CORRELATION COMPARISON PEARSON r
NVS // BETA 1.05
AZN // BETA 0.91