COMP <GO>
SAIC vs TSM // OPTIONS IMPLIED MOVE & PUT/CALL SKEW
Science Applications International Corporation (NASDAQ) VS. Taiwan Semiconductor Manufacturing Company Ltd. (NYSE) • 15-METRIC TALLY: SAIC 5
— TSM 9
■ METRIC PARITY
LAST: $151.86 (+0.67%) • MKT CAP: $6.32B
options-implied-move
8.30%
LAST: $406.13 (-5.95%) • MKT CAP: $2.24T
options-implied-move
8.30%
15-METRIC INSTITUTIONAL SIDE-BY-SIDE SCORECARD (SAIC VS. TSM)
EMERALD CELL = QUANTITATIVE EDGE
| INSTITUTIONAL METRIC | SAIC | TSM | SPREAD (A - B) | ADVANTAGE | DEDICATED URL |
|---|---|---|---|---|---|
| Gross Profit Margin | 12.00% | 62.00% | -50.00 | TSM | /gross-margins <GO> |
| Return on Invested Capital (ROIC) | 10.90% | 14.90% | -4.00 | TSM | /roic <GO> |
| EV/EBITDA & P/E Valuation | 15.7x | 14.9x | +0.80 | TSM | /valuation <GO> |
| Free Cash Flow Yield | 9.13% | 3.99% | +5.14 | SAIC | /fcf-yield <GO> |
| Operating Margin | 7.20% | 21.10% | -13.90 | TSM | /operating-margins <GO> |
| Net Profit Margin | 4.90% | 16.40% | -11.50 | TSM | /net-margins <GO> |
| Revenue Growth (YoY) | -2.90% | -3.30% | +0.40 | SAIC | /revenue-growth <GO> |
| Dividend Yield & FCF Payout Safety | 1.11% | 0.00% | +1.11 | SAIC | /dividend-safety <GO> |
| Altman Z-Score & Debt/Equity | 3.59 | 3.87 | -0.28 | TSM | /balance-sheet <GO> |
| Piotroski F-Score Quality | 5/9 | 7/9 | -2.00 | TSM | /piotroski-score <GO> |
| Options Implied Move & Put/Call Skew ACTIVE | 8.30% | 8.30% | 0.00 | TIE | /options-implied-move <GO> |
| RSI-14 & 200D SMA Momentum | 77.8 | 38.3 | +39.50 | SAIC | /rsi-technicals <GO> |
| 10Y Yield & FRED Macro Beta | 1.40 | 1.42 | -0.02 | TSM | /macro-sensitivity <GO> |
| Forward P/E Multiple | 16.5x | 20.2x | -3.70 | SAIC | /forward-pe <GO> |
| Enterprise Scale & Market Cap | $6.32B | $2.24T | -$2.23T | TSM | /market-cap <GO> |
5-YEAR HISTORICAL XBRL REVENUE & MARGIN TRAJECTORY SEC FORM 10-K FY
| FISCAL YEAR | SAIC REV | TSM REV | SAIC GROSS % | TSM GROSS % | SAIC FCF | TSM FCF |
|---|---|---|---|---|---|---|
| FY 2025 | $7.26B | — | 12.0% | — | $577.0M | — |
| FY 2024 | $7.48B | — | 11.9% | — | $458.0M | — |
| FY 2023 | $7.44B | — | 44.0% | — | $61.0M | — |
FRED MACRO REGIME CORRELATION COMPARISON PEARSON r
SAIC // BETA 1.40
TSM // BETA 1.42