COMP <GO>
THG vs BAC // OPTIONS IMPLIED MOVE & PUT/CALL SKEW
Hanover Insurance Group Inc (NYSE) VS. Bank of America Corporation (NYSE) • 15-METRIC TALLY: THG 8
— BAC 6
▲ OPTIONS IMPLIED MOVE & PUT/CALL SKEW LEADER: BAC
LAST: $242.09 (+2.96%) • MKT CAP: $8.19B
options-implied-move
6.90%
LAST: $50.01 (-2.21%) • MKT CAP: $357.61B
options-implied-move
6.60%
15-METRIC INSTITUTIONAL SIDE-BY-SIDE SCORECARD (THG VS. BAC)
EMERALD CELL = QUANTITATIVE EDGE
| INSTITUTIONAL METRIC | THG | BAC | SPREAD (A - B) | ADVANTAGE | DEDICATED URL |
|---|---|---|---|---|---|
| Gross Profit Margin | 41.00% | 41.00% | 0.00 | TIE | /gross-margins <GO> |
| Return on Invested Capital (ROIC) | 9.10% | 2.50% | +6.60 | THG | /roic <GO> |
| EV/EBITDA & P/E Valuation | 13.5x | 30.2x | -16.70 | THG | /valuation <GO> |
| Free Cash Flow Yield | 14.30% | 2.10% | +12.20 | THG | /fcf-yield <GO> |
| Operating Margin | 14.10% | 32.90% | -18.80 | BAC | /operating-margins <GO> |
| Net Profit Margin | 10.00% | 27.00% | -17.00 | BAC | /net-margins <GO> |
| Revenue Growth (YoY) | 5.70% | 6.80% | -1.10 | BAC | /revenue-growth <GO> |
| Dividend Yield & FCF Payout Safety | 1.60% | 0.00% | +1.60 | THG | /dividend-safety <GO> |
| Altman Z-Score & Debt/Equity | 1.40 | 0.45 | +0.95 | THG | /balance-sheet <GO> |
| Piotroski F-Score Quality | 8/9 | 7/9 | +1.00 | THG | /piotroski-score <GO> |
| Options Implied Move & Put/Call Skew ACTIVE | 6.90% | 6.60% | +0.30 | BAC | /options-implied-move <GO> |
| RSI-14 & 200D SMA Momentum | 67.3 | 27.7 | +39.59 | THG | /rsi-technicals <GO> |
| 10Y Yield & FRED Macro Beta | 1.01 | 0.90 | +0.11 | THG | /macro-sensitivity <GO> |
| Forward P/E Multiple | 11.5x | 10.9x | +0.60 | BAC | /forward-pe <GO> |
| Enterprise Scale & Market Cap | $8.19B | $357.61B | -$349.42B | BAC | /market-cap <GO> |
5-YEAR HISTORICAL XBRL REVENUE & MARGIN TRAJECTORY SEC FORM 10-K FY
| FISCAL YEAR | THG REV | BAC REV | THG GROSS % | BAC GROSS % | THG FCF | BAC FCF |
|---|---|---|---|---|---|---|
| FY 2025 | $6.59B | $113.10B | 44.0% | 44.0% | $1.17B | $7.52B |
| FY 2024 | $6.24B | $105.86B | 44.0% | 44.0% | $796.2M | -$13.57B |
| FY 2023 | $5.99B | $102.77B | 44.0% | 44.0% | $92.0M | $40.36B |
FRED MACRO REGIME CORRELATION COMPARISON PEARSON r
THG // BETA 1.01
BAC // BETA 0.90