Note 3—Fair Value Measurements 

 

The fair value measurement of cash equivalents invested money market funds is based on quoted market prices in active markets (Level 1). The fair value measurement of foreign exchange forward contracts is based on observable market-based inputs principally derived from or corroborated by observable market data (Level 2).

 

The following table presents the balance of assets and liabilities measured at fair value on a recurring basis (in thousands):

 

   July 31, 2025 
   Total   Level 1   Level 2   Level 3 
Assets:                
Cash equivalents  $13,907   $13,907   $
-
   $
-
 
Foreign exchange forward contracts   18    
-
    18    
-
 
Total  $13,925   $13,907   $18   $
-
 
Liabilities:                    
Foreign exchange forward contracts  $
-
   $
-
   $
-
   $
-
 

 

   July 31, 2024 
   Total   Level 1   Level 2   Level 3 
Assets:                
Cash equivalents  $10,881   $10,881   $
-
   $
-
 
Foreign exchange forward contracts   
-
    
-
    
-
    
-
 
Total  $10,881   $10,881   $
-
   $
-
 
Liabilities:                    
Foreign exchange forward contracts  $51   $
-
   $51   $
-
 

 

Fair Value of Other Financial Instruments

  

The Company’s other financial instruments at July 31, 2025 and 2024 included prepaid expenses and other current assets, and trade accounts payable and accrued expenses and other liabilities are stated at their carrying value, which approximates fair value due to the short time to the expected receipt or payment date. 

Historical Timeline

Fiscal YearFiled
2025Oct 28, 2025Showing above
2024Oct 29, 2024
2023Oct 30, 2023
2022Nov 14, 2022
2019Oct 28, 2019
2018Oct 29, 2018
2017Oct 30, 2017
2016Oct 26, 2016

About Fair Value Disclosures

Fair value disclosures classify all assets and liabilities measured at fair value into a three-level hierarchy: Level 1 (quoted market prices), Level 2 (observable inputs like yield curves), and Level 3 (unobservable inputs requiring management estimates). The proportion of Level 3 assets directly reflects how much of the balance sheet depends on internal models rather than market evidence.

Key signals: a growing Level 3 balance relative to total fair-value assets increases valuation uncertainty and earnings volatility risk. Watch for transfers between levels — assets moving from Level 2 to Level 3 often signal deteriorating market liquidity. Unrealized gains and losses on Level 3 positions flow through earnings or other comprehensive income, so large swings deserve scrutiny. For financial institutions, examine the sensitivity disclosures that show how Level 3 valuations change under alternative assumptions. Compare the fair value of debt against its carrying amount to gauge hidden leverage.