COMP <GO>
EMBJ vs UNP // OPTIONS IMPLIED MOVE & PUT/CALL SKEW
Embraer S.A. (NYSE) VS. Union Pacific Corporation (NYSE) • 15-METRIC TALLY: EMBJ 3
— UNP 11
▲ OPTIONS IMPLIED MOVE & PUT/CALL SKEW LEADER: EMBJ
LAST: $73.40 (-3.31%) • MKT CAP: $13.72B
options-implied-move
6.80%
LAST: $304.00 (+0.69%) • MKT CAP: $179.42B
options-implied-move
7.00%
15-METRIC INSTITUTIONAL SIDE-BY-SIDE SCORECARD (EMBJ VS. UNP)
EMERALD CELL = QUANTITATIVE EDGE
| INSTITUTIONAL METRIC | EMBJ | UNP | 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% | 20.10% | -10.20 | UNP | /roic <GO> |
| EV/EBITDA & P/E Valuation | 21.0x | 15.3x | +5.70 | UNP | /valuation <GO> |
| Free Cash Flow Yield | 2.21% | 3.06% | -0.85 | UNP | /fcf-yield <GO> |
| Operating Margin | 13.90% | 40.20% | -26.30 | UNP | /operating-margins <GO> |
| Net Profit Margin | 10.90% | 29.10% | -18.20 | UNP | /net-margins <GO> |
| Revenue Growth (YoY) | 16.50% | 1.10% | +15.40 | EMBJ | /revenue-growth <GO> |
| Dividend Yield & FCF Payout Safety | 0.00% | 1.80% | -1.80 | UNP | /dividend-safety <GO> |
| Altman Z-Score & Debt/Equity | 3.74 | 4.31 | -0.57 | UNP | /balance-sheet <GO> |
| Piotroski F-Score Quality | 8/9 | 6/9 | +2.00 | EMBJ | /piotroski-score <GO> |
| Options Implied Move & Put/Call Skew ACTIVE | 6.80% | 7.00% | -0.20 | EMBJ | /options-implied-move <GO> |
| RSI-14 & 200D SMA Momentum | 51.2 | 70.0 | -18.80 | UNP | /rsi-technicals <GO> |
| 10Y Yield & FRED Macro Beta | 0.96 | 1.03 | -0.07 | UNP | /macro-sensitivity <GO> |
| Forward P/E Multiple | 27.6x | 23.3x | +4.30 | UNP | /forward-pe <GO> |
| Enterprise Scale & Market Cap | $13.72B | $179.42B | -$165.71B | UNP | /market-cap <GO> |
5-YEAR HISTORICAL XBRL REVENUE & MARGIN TRAJECTORY SEC FORM 10-K FY
| FISCAL YEAR | EMBJ REV | UNP REV | EMBJ GROSS % | UNP GROSS % | EMBJ FCF | UNP FCF |
|---|---|---|---|---|---|---|
| FY 2025 | — | $24.51B | — | 44.0% | — | $5.50B |
| FY 2024 | — | $24.25B | — | 44.0% | — | $5.89B |
| FY 2023 | — | $24.12B | — | 44.0% | — | $7.29B |
FRED MACRO REGIME CORRELATION COMPARISON PEARSON r
EMBJ // BETA 0.96
UNP // BETA 1.03