COMP <GO>
STLA vs LI // OPTIONS IMPLIED MOVE & PUT/CALL SKEW
Stellantis N.V. (NYSE) VS. Li Auto Inc. (NASDAQ) • 15-METRIC TALLY: STLA 11
— LI 0
■ METRIC PARITY
LAST: $4.64 (-1.28%) • MKT CAP: $13.62B
options-implied-move
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LAST: $11.03 (-0.99%) • MKT CAP: $10.89B
options-implied-move
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15-METRIC INSTITUTIONAL SIDE-BY-SIDE SCORECARD (STLA VS. LI)
EMERALD CELL = QUANTITATIVE EDGE
| INSTITUTIONAL METRIC | STLA | LI | SPREAD (A - B) | ADVANTAGE | DEDICATED URL |
|---|---|---|---|---|---|
| Gross Profit Margin | — | 18.70% | — | TIE | /gross-margins <GO> |
| Return on Invested Capital (ROIC) | 9.90% | -2.10% | +12.00 | STLA | /roic <GO> |
| EV/EBITDA & P/E Valuation | 21.0x | — | — | TIE | /valuation <GO> |
| Free Cash Flow Yield | 2.21% | -17.95% | +20.16 | STLA | /fcf-yield <GO> |
| Operating Margin | 13.90% | -0.50% | +14.40 | STLA | /operating-margins <GO> |
| Net Profit Margin | 10.90% | -0.40% | +11.30 | STLA | /net-margins <GO> |
| Revenue Growth (YoY) | 3.30% | -18.80% | +22.10 | STLA | /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 | 1.78 | +1.96 | STLA | /balance-sheet <GO> |
| Piotroski F-Score Quality | 7/9 | 2/9 | +5.00 | STLA | /piotroski-score <GO> |
| Options Implied Move & Put/Call Skew ACTIVE | — | — | — | TIE | /options-implied-move <GO> |
| RSI-14 & 200D SMA Momentum | 55.9 | 44.9 | +11.00 | STLA | /rsi-technicals <GO> |
| 10Y Yield & FRED Macro Beta | 1.14 | 0.97 | +0.17 | STLA | /macro-sensitivity <GO> |
| Forward P/E Multiple | 30.5x | 33.0x | -2.50 | STLA | /forward-pe <GO> |
| Enterprise Scale & Market Cap | $13.62B | $10.89B | $2.73B | STLA | /market-cap <GO> |
5-YEAR HISTORICAL XBRL REVENUE & MARGIN TRAJECTORY SEC FORM 10-K FY
| FISCAL YEAR | STLA REV | LI REV | STLA GROSS % | LI GROSS % | STLA FCF | LI FCF |
|---|---|---|---|---|---|---|
| FY 2025 | — | $16.06B | — | 18.7% | — | -$1.95B |
| FY 2024 | — | $19.79B | — | 20.5% | — | $1.29B |
| FY 2023 | — | $17.44B | — | — | — | $6.36B |
FRED MACRO REGIME CORRELATION COMPARISON PEARSON r
STLA // BETA 1.14
LI // BETA 0.97