COMP <GO>
PM vs JNJ // OPTIONS IMPLIED MOVE & PUT/CALL SKEW
Philip Morris International Inc (NYSE) VS. Johnson & Johnson (NYSE) • 15-METRIC TALLY: PM 6
— JNJ 7
■ METRIC PARITY
LAST: $208.50 (+2.89%) • MKT CAP: $324.98B
options-implied-move
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LAST: $275.20 (+1.54%) • MKT CAP: $662.49B
options-implied-move
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15-METRIC INSTITUTIONAL SIDE-BY-SIDE SCORECARD (PM VS. JNJ)
EMERALD CELL = QUANTITATIVE EDGE
| INSTITUTIONAL METRIC | PM | JNJ | SPREAD (A - B) | ADVANTAGE | DEDICATED URL |
|---|---|---|---|---|---|
| Gross Profit Margin | 67.10% | 67.90% | -0.80 | JNJ | /gross-margins <GO> |
| Return on Invested Capital (ROIC) | 45.30% | 25.50% | +19.80 | PM | /roic <GO> |
| EV/EBITDA & P/E Valuation | 21.7x | 18.5x | +3.20 | JNJ | /valuation <GO> |
| Free Cash Flow Yield | 3.28% | 2.97% | +0.31 | PM | /fcf-yield <GO> |
| Operating Margin | 36.60% | 34.70% | +1.90 | PM | /operating-margins <GO> |
| Net Profit Margin | 27.90% | 28.50% | -0.60 | JNJ | /net-margins <GO> |
| Revenue Growth (YoY) | 7.30% | 6.00% | +1.30 | PM | /revenue-growth <GO> |
| Dividend Yield & FCF Payout Safety | 2.65% | 0.00% | +2.65 | PM | /dividend-safety <GO> |
| Altman Z-Score & Debt/Equity | 4.52 | 5.59 | -1.07 | JNJ | /balance-sheet <GO> |
| Piotroski F-Score Quality | 8/9 | 8/9 | 0.00 | TIE | /piotroski-score <GO> |
| Options Implied Move & Put/Call Skew ACTIVE | — | — | — | TIE | /options-implied-move <GO> |
| RSI-14 & 200D SMA Momentum | 63.9 | 62.1 | +1.80 | PM | /rsi-technicals <GO> |
| 10Y Yield & FRED Macro Beta | 0.93 | 1.08 | -0.15 | JNJ | /macro-sensitivity <GO> |
| Forward P/E Multiple | 26.6x | 23.0x | +3.60 | JNJ | /forward-pe <GO> |
| Enterprise Scale & Market Cap | $324.98B | $662.49B | -$337.51B | JNJ | /market-cap <GO> |
5-YEAR HISTORICAL XBRL REVENUE & MARGIN TRAJECTORY SEC FORM 10-K FY
| FISCAL YEAR | PM REV | JNJ REV | PM GROSS % | JNJ GROSS % | PM FCF | JNJ FCF |
|---|---|---|---|---|---|---|
| FY 2025 | $40.65B | $94.19B | 67.1% | 67.9% | $10.66B | $19.70B |
| FY 2024 | $37.88B | $88.82B | 64.8% | 69.1% | $10.77B | $19.84B |
| FY 2023 | $35.17B | $85.16B | — | — | $7.62B | $18.96B |
FRED MACRO REGIME CORRELATION COMPARISON PEARSON r
PM // BETA 0.93
JNJ // BETA 1.08