COMP <GO>
RNR vs JPM // OPTIONS IMPLIED MOVE & PUT/CALL SKEW
RenaissanceRe Holdings Ltd. (NYSE) VS. JPMorgan Chase & Co. (NYSE) • 15-METRIC TALLY: RNR 7
— JPM 7
▲ OPTIONS IMPLIED MOVE & PUT/CALL SKEW LEADER: JPM
LAST: $339.32 (+0.19%) • MKT CAP: $13.68B
options-implied-move
7.20%
LAST: $337.04 (-1.90%) • MKT CAP: $895.92B
options-implied-move
4.84%
15-METRIC INSTITUTIONAL SIDE-BY-SIDE SCORECARD (RNR VS. JPM)
EMERALD CELL = QUANTITATIVE EDGE
| INSTITUTIONAL METRIC | RNR | JPM | SPREAD (A - B) | ADVANTAGE | DEDICATED URL |
|---|---|---|---|---|---|
| Gross Profit Margin | 41.00% | — | — | TIE | /gross-margins <GO> |
| Return on Invested Capital (ROIC) | 10.60% | 17.37% | -6.77 | JPM | /roic <GO> |
| EV/EBITDA & P/E Valuation | 7.0x | 9.7x | -2.67 | RNR | /valuation <GO> |
| Free Cash Flow Yield | 22.00% | -18.14% | +40.14 | RNR | /fcf-yield <GO> |
| Operating Margin | 25.50% | 42.07% | -16.57 | JPM | /operating-margins <GO> |
| Net Profit Margin | 20.90% | 32.63% | -11.73 | JPM | /net-margins <GO> |
| Revenue Growth (YoY) | 9.90% | 13.53% | -3.63 | JPM | /revenue-growth <GO> |
| Dividend Yield & FCF Payout Safety | 0.55% | 1.96% | -1.41 | JPM | /dividend-safety <GO> |
| Altman Z-Score & Debt/Equity | 1.16 | 0.37 | +0.79 | RNR | /balance-sheet <GO> |
| Piotroski F-Score Quality | 8/9 | 2/9 | +6.00 | RNR | /piotroski-score <GO> |
| Options Implied Move & Put/Call Skew ACTIVE | 7.20% | 4.84% | +2.36 | JPM | /options-implied-move <GO> |
| RSI-14 & 200D SMA Momentum | 50.0 | 49.0 | +1.00 | RNR | /rsi-technicals <GO> |
| 10Y Yield & FRED Macro Beta | 1.10 | 1.00 | +0.10 | RNR | /macro-sensitivity <GO> |
| Forward P/E Multiple | 4.7x | 13.6x | -8.87 | RNR | /forward-pe <GO> |
| Enterprise Scale & Market Cap | $13.68B | $895.92B | -$882.23B | JPM | /market-cap <GO> |
5-YEAR HISTORICAL XBRL REVENUE & MARGIN TRAJECTORY SEC FORM 10-K FY
| FISCAL YEAR | RNR REV | JPM REV | RNR GROSS % | JPM GROSS % | RNR FCF | JPM FCF |
|---|---|---|---|---|---|---|
| FY 2025 | $12.85B | $182.45B | 44.0% | — | $3.11B | -$147.78B |
| FY 2024 | $11.70B | $177.56B | 44.0% | — | $3.64B | -$42.01B |
| FY 2023 | $9.13B | $158.10B | 44.0% | — | $1.50B | $12.97B |
| FY 2022 | — | $128.69B | — | — | — | $107.12B |
| FY 2021 | — | $121.65B | — | — | — | $78.08B |
FRED MACRO REGIME CORRELATION COMPARISON PEARSON r
RNR // BETA 1.10
JPM // BETA 1.00