COMP <GO>
RNR vs HSBC // OPTIONS IMPLIED MOVE & PUT/CALL SKEW
RenaissanceRe Holdings Ltd. (NYSE) VS. HSBC Holdings plc. (NYSE) • 15-METRIC TALLY: RNR 9
— HSBC 4
▲ OPTIONS IMPLIED MOVE & PUT/CALL SKEW LEADER: HSBC
LAST: $339.32 (+0.19%) • MKT CAP: $13.68B
options-implied-move
7.20%
LAST: $85.42 (-1.36%) • MKT CAP: $297.33B
options-implied-move
6.60%
15-METRIC INSTITUTIONAL SIDE-BY-SIDE SCORECARD (RNR VS. HSBC)
EMERALD CELL = QUANTITATIVE EDGE
| INSTITUTIONAL METRIC | RNR | HSBC | SPREAD (A - B) | ADVANTAGE | DEDICATED URL |
|---|---|---|---|---|---|
| Gross Profit Margin | 41.00% | 41.00% | 0.00 | TIE | /gross-margins <GO> |
| Return on Invested Capital (ROIC) | 10.60% | 9.90% | +0.70 | RNR | /roic <GO> |
| EV/EBITDA & P/E Valuation | 7.0x | 21.0x | -14.00 | RNR | /valuation <GO> |
| Free Cash Flow Yield | 22.00% | 2.21% | +19.79 | RNR | /fcf-yield <GO> |
| Operating Margin | 25.50% | 13.90% | +11.60 | RNR | /operating-margins <GO> |
| Net Profit Margin | 20.90% | 10.90% | +10.00 | RNR | /net-margins <GO> |
| Revenue Growth (YoY) | 9.90% | 23.10% | -13.20 | HSBC | /revenue-growth <GO> |
| Dividend Yield & FCF Payout Safety | 0.55% | 0.00% | +0.55 | RNR | /dividend-safety <GO> |
| Altman Z-Score & Debt/Equity | 1.16 | 3.74 | -2.58 | HSBC | /balance-sheet <GO> |
| Piotroski F-Score Quality | 8/9 | 8/9 | 0.00 | TIE | /piotroski-score <GO> |
| Options Implied Move & Put/Call Skew ACTIVE | 7.20% | 6.60% | +0.60 | HSBC | /options-implied-move <GO> |
| RSI-14 & 200D SMA Momentum | 50.0 | 25.0 | +25.05 | RNR | /rsi-technicals <GO> |
| 10Y Yield & FRED Macro Beta | 1.10 | 0.92 | +0.18 | RNR | /macro-sensitivity <GO> |
| Forward P/E Multiple | 4.7x | 27.6x | -22.90 | RNR | /forward-pe <GO> |
| Enterprise Scale & Market Cap | $13.68B | $297.33B | -$283.64B | HSBC | /market-cap <GO> |
5-YEAR HISTORICAL XBRL REVENUE & MARGIN TRAJECTORY SEC FORM 10-K FY
| FISCAL YEAR | RNR REV | HSBC REV | RNR GROSS % | HSBC GROSS % | RNR FCF | HSBC FCF |
|---|---|---|---|---|---|---|
| FY 2025 | $12.85B | — | 44.0% | — | $3.11B | — |
| FY 2024 | $11.70B | — | 44.0% | — | $3.64B | — |
| FY 2023 | $9.13B | — | 44.0% | — | $1.50B | — |
FRED MACRO REGIME CORRELATION COMPARISON PEARSON r
RNR // BETA 1.10
HSBC // BETA 0.92