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LivaNova LIVN Share Based Compensation Arrangement By Share Based Payment Award Fair Value Assumptions Expected Volatility Rate

Share Based Compensation Arrangement By Share Based Payment Award Fair Value Assumptions Expected Volatility Rate at other companies

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0.5%+0.2pp

Other financials

Income statement

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Revenue$362.3M+14.3%
Gross profit$243.7M+12.7%
Operating income$41.5M-14.7%
Net income$22.3M+107%
EPS (diluted)$0.40+107%

Balance sheet

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Cash & equivalents$539.7M-26.9%
Total debt$340.9M-49.7%
Total equity$1.2B+17.1%
Total assets$2.5B-1.7%

Cash flow

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Operating cash flow$15.2M-36.5%
CapEx$14.3M+32.4%
Free cash flow$926.0K-93.0%

Valuation

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Market cap$4.32B+62.8%

Profitability

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Gross margin67.5%-0.5pp
Operating margin13.4%+0.8pp
Net margin-16.1%-18.0pp
FCF margin11.2%-0.2pp

Returns & leverage

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Return on equity-17.6%-19.5pp
Debt / equity0.3×-0.4×
Current ratio1.3×-0.2×

Where this comes from

Reported directly by LivaNova in its filing.

Tagged under the XBRL concept us-gaap:ShareBasedCompensationArrangementByShareBasedPaymentAwardFairValueAssumptionsExpectedVolatilityRate.

The official record: LivaNova’s 10-K, filed February 25, 2026, on SEC EDGAR. View the filing →

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Questions, answered.

What is LivaNova's share based compensation arrangement by share based payment award fair value assumptions expected volatility rate?
LivaNova (LIVN) reported share based compensation arrangement by share based payment award fair value assumptions expected volatility rate of 43.4% in Q4 2025.
How has LivaNova's share based compensation arrangement by share based payment award fair value assumptions expected volatility rate changed year-over-year?
LivaNova's share based compensation arrangement by share based payment award fair value assumptions expected volatility rate increased by 0.7% year-over-year, from 43.1% to 43.4%.
What does share based compensation arrangement by share based payment award fair value assumptions expected volatility rate mean?
A measure of the expected fluctuation in the market price of the company's stock over the life of an option, used as a primary input in valuation models like Black-Scholes. Higher volatility increases the theoretical fair value of stock options, reflecting greater uncertainty in future share price performance.