COMP <GO>
ITUB vs MS // OPTIONS IMPLIED MOVE & PUT/CALL SKEW
Itau Unibanco Banco Holding SA American (NYSE) VS. Morgan Stanley (NYSE) • 15-METRIC TALLY: ITUB 7
— MS 7
▲ OPTIONS IMPLIED MOVE & PUT/CALL SKEW LEADER: ITUB
LAST: $7.13 (-3.26%) • MKT CAP: $81.27B
options-implied-move
6.80%
LAST: $184.30 (-3.00%) • MKT CAP: $298.41B
options-implied-move
7.00%
15-METRIC INSTITUTIONAL SIDE-BY-SIDE SCORECARD (ITUB VS. MS)
EMERALD CELL = QUANTITATIVE EDGE
| INSTITUTIONAL METRIC | ITUB | MS | 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% | 3.00% | +6.90 | ITUB | /roic <GO> |
| EV/EBITDA & P/E Valuation | 21.0x | 31.0x | -10.00 | ITUB | /valuation <GO> |
| Free Cash Flow Yield | 2.21% | -7.25% | +9.46 | ITUB | /fcf-yield <GO> |
| Operating Margin | 13.90% | 24.60% | -10.70 | MS | /operating-margins <GO> |
| Net Profit Margin | 10.90% | 20.20% | -9.30 | MS | /net-margins <GO> |
| Revenue Growth (YoY) | 7.70% | 5.50% | +2.20 | ITUB | /revenue-growth <GO> |
| Dividend Yield & FCF Payout Safety | 0.00% | 2.21% | -2.21 | MS | /dividend-safety <GO> |
| Altman Z-Score & Debt/Equity | 3.74 | 0.46 | +3.28 | ITUB | /balance-sheet <GO> |
| Piotroski F-Score Quality | 8/9 | 5/9 | +3.00 | ITUB | /piotroski-score <GO> |
| Options Implied Move & Put/Call Skew ACTIVE | 6.80% | 7.00% | -0.20 | ITUB | /options-implied-move <GO> |
| RSI-14 & 200D SMA Momentum | 28.1 | 43.3 | -15.15 | MS | /rsi-technicals <GO> |
| 10Y Yield & FRED Macro Beta | 0.96 | 1.04 | -0.08 | MS | /macro-sensitivity <GO> |
| Forward P/E Multiple | 30.5x | 16.5x | +14.00 | MS | /forward-pe <GO> |
| Enterprise Scale & Market Cap | $81.27B | $298.41B | -$217.14B | MS | /market-cap <GO> |
5-YEAR HISTORICAL XBRL REVENUE & MARGIN TRAJECTORY SEC FORM 10-K FY
| FISCAL YEAR | ITUB REV | MS REV | ITUB GROSS % | MS GROSS % | ITUB FCF | MS FCF |
|---|---|---|---|---|---|---|
| FY 2025 | — | $0 | — | — | — | -$17.89B |
| FY 2024 | — | $0 | — | — | — | $1.36B |
| FY 2023 | — | $0 | — | — | — | -$33.54B |
FRED MACRO REGIME CORRELATION COMPARISON PEARSON r
ITUB // BETA 0.96
MS // BETA 1.04