COMP <GO>
STWD vs JPM // OPTIONS IMPLIED MOVE & PUT/CALL SKEW
STARWOOD PROPERTY TRUST INC. Starwood Property Trust Inc. (NYSE) VS. JPMorgan Chase & Co. (NYSE) • 15-METRIC TALLY: STWD 6
— JPM 8
▲ OPTIONS IMPLIED MOVE & PUT/CALL SKEW LEADER: JPM
LAST: $12.20 (-1.61%) • MKT CAP: $4.59B
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 (STWD VS. JPM)
EMERALD CELL = QUANTITATIVE EDGE
| INSTITUTIONAL METRIC | STWD | JPM | SPREAD (A - B) | ADVANTAGE | DEDICATED URL |
|---|---|---|---|---|---|
| Gross Profit Margin | 41.00% | — | — | TIE | /gross-margins <GO> |
| Return on Invested Capital (ROIC) | 1.30% | 17.37% | -16.07 | JPM | /roic <GO> |
| EV/EBITDA & P/E Valuation | 48.0x | 9.7x | +38.33 | JPM | /valuation <GO> |
| Free Cash Flow Yield | 19.50% | -18.14% | +37.64 | STWD | /fcf-yield <GO> |
| Operating Margin | 27.20% | 42.07% | -14.87 | JPM | /operating-margins <GO> |
| Net Profit Margin | 22.30% | 32.63% | -10.33 | JPM | /net-margins <GO> |
| Revenue Growth (YoY) | -5.30% | 13.53% | -18.83 | JPM | /revenue-growth <GO> |
| Dividend Yield & FCF Payout Safety | 11.50% | 1.96% | +9.54 | STWD | /dividend-safety <GO> |
| Altman Z-Score & Debt/Equity | 0.45 | 0.37 | +0.08 | STWD | /balance-sheet <GO> |
| Piotroski F-Score Quality | 7/9 | 2/9 | +5.00 | STWD | /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 | 32.4 | 49.0 | -16.63 | JPM | /rsi-technicals <GO> |
| 10Y Yield & FRED Macro Beta | 1.16 | 1.00 | +0.16 | STWD | /macro-sensitivity <GO> |
| Forward P/E Multiple | 10.4x | 13.6x | -3.17 | STWD | /forward-pe <GO> |
| Enterprise Scale & Market Cap | $4.59B | $895.92B | -$891.32B | JPM | /market-cap <GO> |
5-YEAR HISTORICAL XBRL REVENUE & MARGIN TRAJECTORY SEC FORM 10-K FY
| FISCAL YEAR | STWD REV | JPM REV | STWD GROSS % | JPM GROSS % | STWD FCF | JPM FCF |
|---|---|---|---|---|---|---|
| FY 2025 | $1.84B | $182.45B | 44.0% | — | $894.9M | -$147.78B |
| FY 2024 | $1.95B | $177.56B | 44.0% | — | $559.0M | -$42.01B |
| FY 2023 | $2.05B | $158.10B | 44.0% | — | $436.4M | $12.97B |
| FY 2022 | — | $128.69B | — | — | — | $107.12B |
| FY 2021 | — | $121.65B | — | — | — | $78.08B |
FRED MACRO REGIME CORRELATION COMPARISON PEARSON r
STWD // BETA 1.16
JPM // BETA 1.00