What does volatilities, low end of range (as a percent) mean?

The lower bound of the expected volatility percentage used in option pricing models to estimate the fair value of stock-based compensation. Higher volatility assumptions generally increase the calculated compensation expense for granted awards.

QuidelOrtho Corporation QDEL Volatilities, low end of range (as a percent)

Volatilities, low end of range (as a percent) at other companies

TRV

Trevi Therapeutics, Inc.TRVI

98%+0.7pp

The Baldwin Insurance Group, Inc.BWIN

23%+1.0pp

QuidelOrtho CorporationQDEL

60%+1.0pp

TRV

Trevi Therapeutics, Inc.TRVI

110.1%-4.5pp

The Baldwin Insurance Group, Inc.BWIN

57%+2.0pp

EVR

EvergyEVRG

21%0.0pp

Other financials

Income statement

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Revenue$619.8M-10.5%

Gross profit$263.8M-23.2%

Operating income-$31.8M-198%

Net income-$91.8M-623%

EPS (diluted)-$1.35-611%

Balance sheet

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Cash & equivalents$140.4M+10.4%

Total debt$3.1B+0.3%

Total equity$1.9B-38.2%

Total assets$5.6B-12.9%

Cash flow

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Operating cash flow-$33.0M-150%

CapEx$34.0M-39.5%

Free cash flow-$67.0M-813%

Valuation

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Market cap$921.94M-51.4%

Enterprise value$3.88B-20.1%

P/S0.4×-0.3×

Profitability

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Gross margin45%-2.0pp

Operating margin-37%-46.2pp

Net margin-45.6%-75.7pp

FCF margin13.8%—

Returns & leverage

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Return on equity-49.9%-70.8pp

Debt / equity1.7×+0.6×

Current ratio1.4×+0.2×

Where this comes from

Reported directly by QuidelOrtho Corporation in its filing.

Tagged under the XBRL concept us-gaap:ShareBasedCompensationArrangementByShareBasedPaymentAwardFairValueAssumptionsExpectedVolatilityRateMinimum.

The official record: QuidelOrtho Corporation’s 10-K, filed February 19, 2026, on SEC EDGAR. View the filing →

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Questions, answered.

What is QuidelOrtho Corporation's volatilities, low end of range (as a percent)?: QuidelOrtho Corporation (QDEL) reported volatilities, low end of range (as a percent) of 60% in Q4 2025.
What does volatilities, low end of range (as a percent) mean?: The lower bound of the expected volatility percentage used in option pricing models to estimate the fair value of stock-based compensation. Higher volatility assumptions generally increase the calculated compensation expense for granted awards.