COMP <GO>
THG vs MS // OPTIONS IMPLIED MOVE & PUT/CALL SKEW
Hanover Insurance Group Inc (NYSE) VS. Morgan Stanley (NYSE) • 15-METRIC TALLY: THG 9
— MS 5
▲ OPTIONS IMPLIED MOVE & PUT/CALL SKEW LEADER: THG
LAST: $242.09 (+2.96%) • MKT CAP: $8.19B
options-implied-move
6.90%
LAST: $184.30 (-3.00%) • MKT CAP: $298.41B
options-implied-move
7.00%
15-METRIC INSTITUTIONAL SIDE-BY-SIDE SCORECARD (THG VS. MS)
EMERALD CELL = QUANTITATIVE EDGE
| INSTITUTIONAL METRIC | THG | MS | 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% | 3.00% | +6.10 | THG | /roic <GO> |
| EV/EBITDA & P/E Valuation | 13.5x | 31.0x | -17.50 | THG | /valuation <GO> |
| Free Cash Flow Yield | 14.30% | -7.25% | +21.55 | THG | /fcf-yield <GO> |
| Operating Margin | 14.10% | 24.60% | -10.50 | MS | /operating-margins <GO> |
| Net Profit Margin | 10.00% | 20.20% | -10.20 | MS | /net-margins <GO> |
| Revenue Growth (YoY) | 5.70% | 5.50% | +0.20 | THG | /revenue-growth <GO> |
| Dividend Yield & FCF Payout Safety | 1.60% | 2.21% | -0.61 | MS | /dividend-safety <GO> |
| Altman Z-Score & Debt/Equity | 1.40 | 0.46 | +0.94 | THG | /balance-sheet <GO> |
| Piotroski F-Score Quality | 8/9 | 5/9 | +3.00 | THG | /piotroski-score <GO> |
| Options Implied Move & Put/Call Skew ACTIVE | 6.90% | 7.00% | -0.10 | THG | /options-implied-move <GO> |
| RSI-14 & 200D SMA Momentum | 67.3 | 43.3 | +23.97 | THG | /rsi-technicals <GO> |
| 10Y Yield & FRED Macro Beta | 1.01 | 1.04 | -0.03 | MS | /macro-sensitivity <GO> |
| Forward P/E Multiple | 11.5x | 16.5x | -5.00 | THG | /forward-pe <GO> |
| Enterprise Scale & Market Cap | $8.19B | $298.41B | -$290.22B | MS | /market-cap <GO> |
5-YEAR HISTORICAL XBRL REVENUE & MARGIN TRAJECTORY SEC FORM 10-K FY
| FISCAL YEAR | THG REV | MS REV | THG GROSS % | MS GROSS % | THG FCF | MS FCF |
|---|---|---|---|---|---|---|
| FY 2025 | $6.59B | $0 | 44.0% | — | $1.17B | -$17.89B |
| FY 2024 | $6.24B | $0 | 44.0% | — | $796.2M | $1.36B |
| FY 2023 | $5.99B | $0 | 44.0% | — | $92.0M | -$33.54B |
FRED MACRO REGIME CORRELATION COMPARISON PEARSON r
THG // BETA 1.01
MS // BETA 1.04