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Celanese Corporation CE Derivative Liabilities - Fair Value

Derivative Liabilities - Fair Value at other companies

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HexcelHXL
$1.7M-39.3%

Other financials

Income statement

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Revenue$2.3B-2.2%
Gross profit$468.0M-1.3%
Operating income$214.0M+29.7%
Net income$44.0M+283%
EPS (diluted)$0.40+282%

Balance sheet

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Cash & equivalents$1.8B+84.9%
Total debt$14.8B+12.2%
Total equity$4.1B-20.9%
Total assets$21.7B-6.3%

Cash flow

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Operating cash flow$76.0M+105%
CapEx$66.0M-35.3%
Free cash flow$10.0M+115%

Valuation

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Market cap$5.61B+16.0%
Enterprise value$18.61B+9.8%
P/S0.6×+0.1×

Profitability

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Gross margin20.5%-2.0pp
Operating margin-23.7%-32.7pp
Net margin-11.7%-2.7pp
FCF margin9.2%+4.2pp

Returns & leverage

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Return on equity-24.2%-2.6pp
Debt / equity3.6×+1.1×
Current ratio1.4×-0.6×

Where this comes from

Reported directly by Celanese Corporation in its filing.

Tagged under the XBRL concept us-gaap:DerivativeFairValueOfDerivativeLiabilityAmountNotOffsetAgainstCollateral.

The official record: Celanese Corporation’s 10-Q, filed May 6, 2026, on SEC EDGAR. View the filing →

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Questions, answered.

What is Celanese Corporation's derivative liabilities - fair value?
Celanese Corporation (CE) reported derivative liabilities - fair value of $668M in Q1 2026.
How has Celanese Corporation's derivative liabilities - fair value changed year-over-year?
Celanese Corporation's derivative liabilities - fair value increased by 89.8% year-over-year, from $352M to $668M.
What is the long-term trend for Celanese Corporation's derivative liabilities - fair value?
Over 5 years (2020 to 2025), Celanese Corporation's derivative liabilities - fair value has grown at a 42.3% compound annual growth rate (CAGR), from $121M to $706M.
What does derivative liabilities - fair value mean?
This metric represents the total fair market value of all derivative contracts currently in a liability position for the institution. It reflects the potential cash outflow required if these contracts were settled at the current reporting date. Monitoring this value is essential for assessing the bank's exposure to market volatility and counterparty risk.