COMP <GO>
TWLO vs TSM // OPTIONS IMPLIED MOVE & PUT/CALL SKEW
Twilio Inc. (NYSE) VS. Taiwan Semiconductor Manufacturing Company Ltd. (NYSE) • 15-METRIC TALLY: TWLO 4
— TSM 10
▲ OPTIONS IMPLIED MOVE & PUT/CALL SKEW LEADER: TWLO
LAST: $205.03 (-15.24%) • MKT CAP: $37.15B
options-implied-move
7.40%
LAST: $406.13 (-5.95%) • MKT CAP: $2.24T
options-implied-move
8.30%
15-METRIC INSTITUTIONAL SIDE-BY-SIDE SCORECARD (TWLO VS. TSM)
EMERALD CELL = QUANTITATIVE EDGE
| INSTITUTIONAL METRIC | TWLO | TSM | SPREAD (A - B) | ADVANTAGE | DEDICATED URL |
|---|---|---|---|---|---|
| Gross Profit Margin | 48.90% | 62.00% | -13.10 | TSM | /gross-margins <GO> |
| Return on Invested Capital (ROIC) | 1.60% | 14.90% | -13.30 | TSM | /roic <GO> |
| EV/EBITDA & P/E Valuation | 95.0x | 14.9x | +80.10 | TSM | /valuation <GO> |
| Free Cash Flow Yield | 2.09% | 3.99% | -1.90 | TSM | /fcf-yield <GO> |
| Operating Margin | 3.10% | 21.10% | -18.00 | TSM | /operating-margins <GO> |
| Net Profit Margin | 0.70% | 16.40% | -15.70 | TSM | /net-margins <GO> |
| Revenue Growth (YoY) | 13.70% | -3.30% | +17.00 | TWLO | /revenue-growth <GO> |
| Dividend Yield & FCF Payout Safety | 0.00% | 0.00% | 0.00 | TIE | /dividend-safety <GO> |
| Altman Z-Score & Debt/Equity | 11.14 | 3.87 | +7.27 | TWLO | /balance-sheet <GO> |
| Piotroski F-Score Quality | 9/9 | 7/9 | +2.00 | TWLO | /piotroski-score <GO> |
| Options Implied Move & Put/Call Skew ACTIVE | 7.40% | 8.30% | -0.90 | TWLO | /options-implied-move <GO> |
| RSI-14 & 200D SMA Momentum | 30.2 | 38.3 | -8.12 | TSM | /rsi-technicals <GO> |
| 10Y Yield & FRED Macro Beta | 1.16 | 1.42 | -0.26 | TSM | /macro-sensitivity <GO> |
| Forward P/E Multiple | 140.0x | 20.2x | +119.80 | TSM | /forward-pe <GO> |
| Enterprise Scale & Market Cap | $37.15B | $2.24T | -$2.20T | TSM | /market-cap <GO> |
5-YEAR HISTORICAL XBRL REVENUE & MARGIN TRAJECTORY SEC FORM 10-K FY
| FISCAL YEAR | TWLO REV | TSM REV | TWLO GROSS % | TSM GROSS % | TWLO FCF | TSM FCF |
|---|---|---|---|---|---|---|
| FY 2025 | $5.07B | — | 48.9% | — | $775.2M | — |
| FY 2024 | $4.46B | — | 51.1% | — | $515.6M | — |
| FY 2023 | $4.15B | — | 44.0% | — | $227.8M | — |
FRED MACRO REGIME CORRELATION COMPARISON PEARSON r
TWLO // BETA 1.16
TSM // BETA 1.42