COMP <GO>
WRB vs HSBC // OPTIONS IMPLIED MOVE & PUT/CALL SKEW
W.R. Berkley Corporation (NYSE) VS. HSBC Holdings plc. (NYSE) • 15-METRIC TALLY: WRB 8
— HSBC 5
▲ OPTIONS IMPLIED MOVE & PUT/CALL SKEW LEADER: WRB
LAST: $73.86 (+1.04%) • MKT CAP: $27.14B
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 (WRB VS. HSBC)
EMERALD CELL = QUANTITATIVE EDGE
| INSTITUTIONAL METRIC | WRB | 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) | 8.00% | 9.90% | -1.90 | HSBC | /roic <GO> |
| EV/EBITDA & P/E Valuation | 14.3x | 21.0x | -6.70 | WRB | /valuation <GO> |
| Free Cash Flow Yield | 10.76% | 2.21% | +8.55 | WRB | /fcf-yield <GO> |
| Operating Margin | 14.80% | 13.90% | +0.90 | WRB | /operating-margins <GO> |
| Net Profit Margin | 12.10% | 10.90% | +1.20 | WRB | /net-margins <GO> |
| Revenue Growth (YoY) | 7.80% | 23.10% | -15.30 | HSBC | /revenue-growth <GO> |
| Dividend Yield & FCF Payout Safety | 2.58% | 0.00% | +2.58 | WRB | /dividend-safety <GO> |
| Altman Z-Score & Debt/Equity | 1.55 | 3.74 | -2.19 | 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 | WRB | /options-implied-move <GO> |
| RSI-14 & 200D SMA Momentum | 56.9 | 25.0 | +31.86 | WRB | /rsi-technicals <GO> |
| 10Y Yield & FRED Macro Beta | 0.89 | 0.92 | -0.03 | HSBC | /macro-sensitivity <GO> |
| Forward P/E Multiple | 14.2x | 27.6x | -13.40 | WRB | /forward-pe <GO> |
| Enterprise Scale & Market Cap | $27.14B | $297.33B | -$270.19B | HSBC | /market-cap <GO> |
5-YEAR HISTORICAL XBRL REVENUE & MARGIN TRAJECTORY SEC FORM 10-K FY
| FISCAL YEAR | WRB REV | HSBC REV | WRB GROSS % | HSBC GROSS % | WRB FCF | HSBC FCF |
|---|---|---|---|---|---|---|
| FY 2025 | $14.71B | — | 44.0% | — | $2.92B | — |
| FY 2024 | $13.64B | — | 44.0% | — | $3.06B | — |
| FY 2023 | $12.14B | — | 44.0% | — | $2.38B | — |
FRED MACRO REGIME CORRELATION COMPARISON PEARSON r
WRB // BETA 0.89
HSBC // BETA 0.92