COMP <GO>
TRV vs HSBC // OPTIONS IMPLIED MOVE & PUT/CALL SKEW
The Travelers Companies Inc. (NYSE) VS. HSBC Holdings plc. (NYSE) • 15-METRIC TALLY: TRV 8
— HSBC 5
▲ OPTIONS IMPLIED MOVE & PUT/CALL SKEW LEADER: TRV
LAST: $396.22 (-0.51%) • MKT CAP: $81.62B
options-implied-move
6.50%
LAST: $85.42 (-1.36%) • MKT CAP: $297.33B
options-implied-move
6.60%
15-METRIC INSTITUTIONAL SIDE-BY-SIDE SCORECARD (TRV VS. HSBC)
EMERALD CELL = QUANTITATIVE EDGE
| INSTITUTIONAL METRIC | TRV | 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) | 9.70% | 9.90% | -0.20 | HSBC | /roic <GO> |
| EV/EBITDA & P/E Valuation | 11.6x | 21.0x | -9.40 | TRV | /valuation <GO> |
| Free Cash Flow Yield | 10.30% | 2.21% | +8.09 | TRV | /fcf-yield <GO> |
| Operating Margin | 15.70% | 13.90% | +1.80 | TRV | /operating-margins <GO> |
| Net Profit Margin | 12.90% | 10.90% | +2.00 | TRV | /net-margins <GO> |
| Revenue Growth (YoY) | 5.20% | 23.10% | -17.90 | HSBC | /revenue-growth <GO> |
| Dividend Yield & FCF Payout Safety | 1.20% | 0.00% | +1.20 | TRV | /dividend-safety <GO> |
| Altman Z-Score & Debt/Equity | 1.65 | 3.74 | -2.09 | 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 | 6.50% | 6.60% | -0.10 | TRV | /options-implied-move <GO> |
| RSI-14 & 200D SMA Momentum | 62.1 | 25.0 | +37.06 | TRV | /rsi-technicals <GO> |
| 10Y Yield & FRED Macro Beta | 0.88 | 0.92 | -0.04 | HSBC | /macro-sensitivity <GO> |
| Forward P/E Multiple | 12.1x | 27.6x | -15.50 | TRV | /forward-pe <GO> |
| Enterprise Scale & Market Cap | $81.62B | $297.33B | -$215.70B | HSBC | /market-cap <GO> |
5-YEAR HISTORICAL XBRL REVENUE & MARGIN TRAJECTORY SEC FORM 10-K FY
| FISCAL YEAR | TRV REV | HSBC REV | TRV GROSS % | HSBC GROSS % | TRV FCF | HSBC FCF |
|---|---|---|---|---|---|---|
| FY 2025 | $48.83B | — | 44.0% | — | $8.41B | — |
| FY 2024 | $46.42B | — | 44.0% | — | $6.98B | — |
| FY 2023 | $41.36B | — | 44.0% | — | $5.85B | — |
FRED MACRO REGIME CORRELATION COMPARISON PEARSON r
TRV // BETA 0.88
HSBC // BETA 0.92