COMP <GO>
RDN vs JPM // OPTIONS IMPLIED MOVE & PUT/CALL SKEW
Radian Group Inc. (NYSE) VS. JPMorgan Chase & Co. (NYSE) • 15-METRIC TALLY: RDN 9
— JPM 5
▲ OPTIONS IMPLIED MOVE & PUT/CALL SKEW LEADER: JPM
LAST: $35.54 (-0.39%) • MKT CAP: $4.72B
options-implied-move
6.60%
LAST: $337.04 (-1.90%) • MKT CAP: $895.92B
options-implied-move
4.84%
15-METRIC INSTITUTIONAL SIDE-BY-SIDE SCORECARD (RDN VS. JPM)
EMERALD CELL = QUANTITATIVE EDGE
| INSTITUTIONAL METRIC | RDN | JPM | SPREAD (A - B) | ADVANTAGE | DEDICATED URL |
|---|---|---|---|---|---|
| Gross Profit Margin | 41.00% | — | — | TIE | /gross-margins <GO> |
| Return on Invested Capital (ROIC) | 9.10% | 17.37% | -8.27 | JPM | /roic <GO> |
| EV/EBITDA & P/E Valuation | 8.1x | 9.7x | -1.57 | RDN | /valuation <GO> |
| Free Cash Flow Yield | 1.40% | -18.14% | +19.54 | RDN | /fcf-yield <GO> |
| Operating Margin | 59.40% | 42.07% | +17.33 | RDN | /operating-margins <GO> |
| Net Profit Margin | 48.70% | 32.63% | +16.07 | RDN | /net-margins <GO> |
| Revenue Growth (YoY) | -0.80% | 13.53% | -14.33 | JPM | /revenue-growth <GO> |
| Dividend Yield & FCF Payout Safety | 3.08% | 1.96% | +1.12 | RDN | /dividend-safety <GO> |
| Altman Z-Score & Debt/Equity | 2.45 | 0.37 | +2.08 | RDN | /balance-sheet <GO> |
| Piotroski F-Score Quality | 6/9 | 2/9 | +4.00 | RDN | /piotroski-score <GO> |
| Options Implied Move & Put/Call Skew ACTIVE | 6.60% | 4.84% | +1.76 | JPM | /options-implied-move <GO> |
| RSI-14 & 200D SMA Momentum | 57.3 | 49.0 | +8.21 | RDN | /rsi-technicals <GO> |
| 10Y Yield & FRED Macro Beta | 0.92 | 1.00 | -0.08 | JPM | /macro-sensitivity <GO> |
| Forward P/E Multiple | 7.5x | 13.6x | -6.07 | RDN | /forward-pe <GO> |
| Enterprise Scale & Market Cap | $4.72B | $895.92B | -$891.19B | JPM | /market-cap <GO> |
5-YEAR HISTORICAL XBRL REVENUE & MARGIN TRAJECTORY SEC FORM 10-K FY
| FISCAL YEAR | RDN REV | JPM REV | RDN GROSS % | JPM GROSS % | RDN FCF | JPM FCF |
|---|---|---|---|---|---|---|
| FY 2025 | $1.20B | $182.45B | 44.0% | — | $66.0M | -$147.78B |
| FY 2024 | $1.21B | $177.56B | 96.8% | — | -$717.9M | -$42.01B |
| FY 2023 | $1.18B | $158.10B | 44.0% | — | $476.5M | $12.97B |
| FY 2022 | — | $128.69B | — | — | — | $107.12B |
| FY 2021 | — | $121.65B | — | — | — | $78.08B |
FRED MACRO REGIME CORRELATION COMPARISON PEARSON r
RDN // BETA 0.92
JPM // BETA 1.00