COMP <GO>
BSBR vs BAC // OPTIONS IMPLIED MOVE & PUT/CALL SKEW
Banco Santander Brasil SA American (NYSE) VS. Bank of America Corporation (NYSE) • 15-METRIC TALLY: BSBR 7
— BAC 5
■ METRIC PARITY
LAST: $4.41 (-3.50%) • MKT CAP: $34.14B
options-implied-move
6.60%
LAST: $50.01 (-2.21%) • MKT CAP: $357.61B
options-implied-move
6.60%
15-METRIC INSTITUTIONAL SIDE-BY-SIDE SCORECARD (BSBR VS. BAC)
EMERALD CELL = QUANTITATIVE EDGE
| INSTITUTIONAL METRIC | BSBR | BAC | SPREAD (A - B) | ADVANTAGE | DEDICATED URL |
|---|---|---|---|---|---|
| Gross Profit Margin | 41.00% | 41.00% | 0.00 | TIE | /gross-margins <GO> |
| Return on Invested Capital (ROIC) | 9.90% | 2.50% | +7.40 | BSBR | /roic <GO> |
| EV/EBITDA & P/E Valuation | 21.0x | 30.2x | -9.20 | BSBR | /valuation <GO> |
| Free Cash Flow Yield | 2.21% | 2.10% | +0.11 | BSBR | /fcf-yield <GO> |
| Operating Margin | 13.90% | 32.90% | -19.00 | BAC | /operating-margins <GO> |
| Net Profit Margin | 10.90% | 27.00% | -16.10 | BAC | /net-margins <GO> |
| Revenue Growth (YoY) | 17.60% | 6.80% | +10.80 | BSBR | /revenue-growth <GO> |
| Dividend Yield & FCF Payout Safety | 0.00% | 0.00% | 0.00 | TIE | /dividend-safety <GO> |
| Altman Z-Score & Debt/Equity | 3.74 | 0.45 | +3.29 | BSBR | /balance-sheet <GO> |
| Piotroski F-Score Quality | 8/9 | 7/9 | +1.00 | BSBR | /piotroski-score <GO> |
| Options Implied Move & Put/Call Skew ACTIVE | 6.60% | 6.60% | 0.00 | TIE | /options-implied-move <GO> |
| RSI-14 & 200D SMA Momentum | 22.4 | 27.7 | -5.25 | BAC | /rsi-technicals <GO> |
| 10Y Yield & FRED Macro Beta | 0.91 | 0.90 | +0.01 | BSBR | /macro-sensitivity <GO> |
| Forward P/E Multiple | 27.6x | 10.9x | +16.70 | BAC | /forward-pe <GO> |
| Enterprise Scale & Market Cap | $34.14B | $357.61B | -$323.47B | BAC | /market-cap <GO> |
5-YEAR HISTORICAL XBRL REVENUE & MARGIN TRAJECTORY SEC FORM 10-K FY
| FISCAL YEAR | BSBR REV | BAC REV | BSBR GROSS % | BAC GROSS % | BSBR FCF | BAC FCF |
|---|---|---|---|---|---|---|
| FY 2025 | — | $113.10B | — | 44.0% | — | $7.52B |
| FY 2024 | — | $105.86B | — | 44.0% | — | -$13.57B |
| FY 2023 | — | $102.77B | — | 44.0% | — | $40.36B |
FRED MACRO REGIME CORRELATION COMPARISON PEARSON r
BSBR // BETA 0.91
BAC // BETA 0.90