COMP <GO>
MTG vs JPM // OPTIONS IMPLIED MOVE & PUT/CALL SKEW
MGIC Investment Corporation (NYSE) VS. JPMorgan Chase & Co. (NYSE) • 15-METRIC TALLY: MTG 10
— JPM 4
▲ OPTIONS IMPLIED MOVE & PUT/CALL SKEW LEADER: JPM
LAST: $28.41 (-1.53%) • MKT CAP: $5.92B
options-implied-move
7.40%
LAST: $337.04 (-1.90%) • MKT CAP: $895.92B
options-implied-move
4.84%
15-METRIC INSTITUTIONAL SIDE-BY-SIDE SCORECARD (MTG VS. JPM)
EMERALD CELL = QUANTITATIVE EDGE
| INSTITUTIONAL METRIC | MTG | JPM | SPREAD (A - B) | ADVANTAGE | DEDICATED URL |
|---|---|---|---|---|---|
| Gross Profit Margin | 41.00% | — | — | TIE | /gross-margins <GO> |
| Return on Invested Capital (ROIC) | 13.20% | 17.37% | -4.17 | JPM | /roic <GO> |
| EV/EBITDA & P/E Valuation | 6.8x | 9.7x | -2.87 | MTG | /valuation <GO> |
| Free Cash Flow Yield | 14.39% | -18.14% | +32.53 | MTG | /fcf-yield <GO> |
| Operating Margin | 74.20% | 42.07% | +32.13 | MTG | /operating-margins <GO> |
| Net Profit Margin | 60.80% | 32.63% | +28.17 | MTG | /net-margins <GO> |
| Revenue Growth (YoY) | 0.50% | 13.53% | -13.03 | JPM | /revenue-growth <GO> |
| Dividend Yield & FCF Payout Safety | 2.24% | 1.96% | +0.28 | MTG | /dividend-safety <GO> |
| Altman Z-Score & Debt/Equity | 4.05 | 0.37 | +3.68 | MTG | /balance-sheet <GO> |
| Piotroski F-Score Quality | 7/9 | 2/9 | +5.00 | MTG | /piotroski-score <GO> |
| Options Implied Move & Put/Call Skew ACTIVE | 7.40% | 4.84% | +2.56 | JPM | /options-implied-move <GO> |
| RSI-14 & 200D SMA Momentum | 51.3 | 49.0 | +2.28 | MTG | /rsi-technicals <GO> |
| 10Y Yield & FRED Macro Beta | 1.14 | 1.00 | +0.14 | MTG | /macro-sensitivity <GO> |
| Forward P/E Multiple | 7.4x | 13.6x | -6.17 | MTG | /forward-pe <GO> |
| Enterprise Scale & Market Cap | $5.92B | $895.92B | -$890.00B | JPM | /market-cap <GO> |
5-YEAR HISTORICAL XBRL REVENUE & MARGIN TRAJECTORY SEC FORM 10-K FY
| FISCAL YEAR | MTG REV | JPM REV | MTG GROSS % | JPM GROSS % | MTG FCF | JPM FCF |
|---|---|---|---|---|---|---|
| FY 2025 | $1.21B | $182.45B | 44.0% | — | $851.8M | -$147.78B |
| FY 2024 | $1.21B | $177.56B | 44.0% | — | $723.9M | -$42.01B |
| FY 2023 | $1.16B | $158.10B | 44.0% | — | $661.0M | $12.97B |
| FY 2022 | — | $128.69B | — | — | — | $107.12B |
| FY 2021 | — | $121.65B | — | — | — | $78.08B |
FRED MACRO REGIME CORRELATION COMPARISON PEARSON r
MTG // BETA 1.14
JPM // BETA 1.00