Allison Transmission Holdings Inc. (ALSN) exhibits 48.6% gross margins and 21.3% return on invested capital within Consumer Discretionary (Auto Parts:O.E.M.), balanced against a 10.2x enterprise multiple and 4.8% implied options volatility.
Sustained 48.6% gross profitability converts into 29.2% operating margin and 21.3% ROIC, outpacing sector cost of capital.
ROIC: 21.3% // GM: 48.6%YoY revenue trajectory of -6.7% paired with 7.28% free cash flow yield supports self-funded R&D and capital return.
REV YOY: -6.7% // FCF YLD: 7.28%Altman Z-Score of 2.61 and Piotroski F-Score of 6/9 indicate low near-term refinancing stress.
ALTMAN Z: 2.61 // F-SCORE: 6/9Trading at 14.6x trailing P/E (13.6x Fwd P/E) leaves valuation vulnerable if real 10Y TIPS yields spike.
P/E: 14.6x // EV/EBITDA: 10.2xOptions market prices a ±5.2% implied move with a 0.85 put/call ratio around $108.05 max pain.
IMPL MOVE: ±5.2% // P/C: 0.85Elevated industry capital intensity and customer concentration in Auto Parts:O.E.M. require continuous execution to defend 20.7% net margins.
NET MARGIN: 20.7% // D/E: 1.55x| FILER | SIDE | $ VALUE |
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| INSPECT FULL OWNERSHIP LEDGER IN OWN <GO> | ||
| STRIKE / EXP | TYPE | PREMIUM |
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| INSPECT GEX & CHAIN IN OPT <GO> | ||
Unblur the exact $50,000 delta-adjusted ETF/options hedge ratio for ALSN & activate live FRED threshold breach alerts.