COMP <GO>
U vs TSM // OPTIONS IMPLIED MOVE & PUT/CALL SKEW
Unity Software Inc. (NYSE) VS. Taiwan Semiconductor Manufacturing Company Ltd. (NYSE) • 15-METRIC TALLY: U 4
— TSM 8
▲ OPTIONS IMPLIED MOVE & PUT/CALL SKEW LEADER: U
LAST: $37.70 (-4.00%) • MKT CAP: $17.28B
options-implied-move
7.90%
LAST: $406.13 (-5.95%) • MKT CAP: $2.24T
options-implied-move
8.30%
15-METRIC INSTITUTIONAL SIDE-BY-SIDE SCORECARD (U VS. TSM)
EMERALD CELL = QUANTITATIVE EDGE
| INSTITUTIONAL METRIC | U | TSM | SPREAD (A - B) | ADVANTAGE | DEDICATED URL |
|---|---|---|---|---|---|
| Gross Profit Margin | 74.20% | 62.00% | +12.20 | U | /gross-margins <GO> |
| Return on Invested Capital (ROIC) | -14.60% | 14.90% | -29.50 | TSM | /roic <GO> |
| EV/EBITDA & P/E Valuation | — | 14.9x | — | TIE | /valuation <GO> |
| Free Cash Flow Yield | 2.34% | 3.99% | -1.65 | TSM | /fcf-yield <GO> |
| Operating Margin | -25.90% | 21.10% | -47.00 | TSM | /operating-margins <GO> |
| Net Profit Margin | -21.80% | 16.40% | -38.20 | TSM | /net-margins <GO> |
| Revenue Growth (YoY) | 2.00% | -3.30% | +5.30 | U | /revenue-growth <GO> |
| Dividend Yield & FCF Payout Safety | 0.00% | 0.00% | 0.00 | TIE | /dividend-safety <GO> |
| Altman Z-Score & Debt/Equity | 2.52 | 3.87 | -1.35 | TSM | /balance-sheet <GO> |
| Piotroski F-Score Quality | 7/9 | 7/9 | 0.00 | TIE | /piotroski-score <GO> |
| Options Implied Move & Put/Call Skew ACTIVE | 7.90% | 8.30% | -0.40 | U | /options-implied-move <GO> |
| RSI-14 & 200D SMA Momentum | 35.1 | 38.3 | -3.23 | TSM | /rsi-technicals <GO> |
| 10Y Yield & FRED Macro Beta | 1.29 | 1.42 | -0.13 | TSM | /macro-sensitivity <GO> |
| Forward P/E Multiple | 18.0x | 20.2x | -2.20 | U | /forward-pe <GO> |
| Enterprise Scale & Market Cap | $17.28B | $2.24T | -$2.22T | TSM | /market-cap <GO> |
5-YEAR HISTORICAL XBRL REVENUE & MARGIN TRAJECTORY SEC FORM 10-K FY
| FISCAL YEAR | U REV | TSM REV | U GROSS % | TSM GROSS % | U FCF | TSM FCF |
|---|---|---|---|---|---|---|
| FY 2025 | $1.85B | — | 74.2% | — | $403.9M | — |
| FY 2024 | $1.81B | — | 73.5% | — | $286.0M | — |
| FY 2023 | $2.19B | — | 44.0% | — | $136.3M | — |
FRED MACRO REGIME CORRELATION COMPARISON PEARSON r
U // BETA 1.29
TSM // BETA 1.42