COMP <GO>
ESNT vs BAC // OPTIONS IMPLIED MOVE & PUT/CALL SKEW
Essent Group Ltd. (NYSE) VS. Bank of America Corporation (NYSE) • 15-METRIC TALLY: ESNT 10
— BAC 3
▲ OPTIONS IMPLIED MOVE & PUT/CALL SKEW LEADER: BAC
LAST: $67.02 (-0.86%) • MKT CAP: $6.08B
options-implied-move
6.80%
LAST: $50.01 (-2.21%) • MKT CAP: $357.61B
options-implied-move
6.60%
15-METRIC INSTITUTIONAL SIDE-BY-SIDE SCORECARD (ESNT VS. BAC)
EMERALD CELL = QUANTITATIVE EDGE
| INSTITUTIONAL METRIC | ESNT | 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) | 11.90% | 2.50% | +9.40 | ESNT | /roic <GO> |
| EV/EBITDA & P/E Valuation | 6.9x | 30.2x | -23.30 | ESNT | /valuation <GO> |
| Free Cash Flow Yield | 13.97% | 2.10% | +11.87 | ESNT | /fcf-yield <GO> |
| Operating Margin | 66.80% | 32.90% | +33.90 | ESNT | /operating-margins <GO> |
| Net Profit Margin | 54.70% | 27.00% | +27.70 | ESNT | /net-margins <GO> |
| Revenue Growth (YoY) | 1.50% | 6.80% | -5.30 | BAC | /revenue-growth <GO> |
| Dividend Yield & FCF Payout Safety | 2.01% | 0.00% | +2.01 | ESNT | /dividend-safety <GO> |
| Altman Z-Score & Debt/Equity | 4.05 | 0.45 | +3.60 | ESNT | /balance-sheet <GO> |
| Piotroski F-Score Quality | 7/9 | 7/9 | 0.00 | TIE | /piotroski-score <GO> |
| Options Implied Move & Put/Call Skew ACTIVE | 6.80% | 6.60% | +0.20 | BAC | /options-implied-move <GO> |
| RSI-14 & 200D SMA Momentum | 58.1 | 27.7 | +30.46 | ESNT | /rsi-technicals <GO> |
| 10Y Yield & FRED Macro Beta | 0.96 | 0.90 | +0.06 | ESNT | /macro-sensitivity <GO> |
| Forward P/E Multiple | 8.2x | 10.9x | -2.70 | ESNT | /forward-pe <GO> |
| Enterprise Scale & Market Cap | $6.08B | $357.61B | -$351.53B | BAC | /market-cap <GO> |
5-YEAR HISTORICAL XBRL REVENUE & MARGIN TRAJECTORY SEC FORM 10-K FY
| FISCAL YEAR | ESNT REV | BAC REV | ESNT GROSS % | BAC GROSS % | ESNT FCF | BAC FCF |
|---|---|---|---|---|---|---|
| FY 2025 | $1.26B | $113.10B | 44.0% | 44.0% | $848.7M | $7.52B |
| FY 2024 | $1.24B | $105.86B | 44.0% | 44.0% | $854.8M | -$13.57B |
| FY 2023 | $1.11B | $102.77B | 44.0% | 44.0% | $713.1M | $40.36B |
FRED MACRO REGIME CORRELATION COMPARISON PEARSON r
ESNT // BETA 0.96
BAC // BETA 0.90