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PA9
The Travelers Companies, Inc.Snapshot 2026-07-19 · 0.6w · Fresh
Strategy Eligibility
7 of 23 passing
★
OS Composite
OS 0.970
↗
Trending Value
✗
◆
Quality × Value
QV 0.781
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
14.9%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Yes
🌱
GARP
✗
🔄
Shareholder Yield
9.0%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.94
⚡
Risk-Adj Momentum
RAM 1.13
V
Value Analysis
Cheapness relative to fundamentals
86.0%ile
P/E
8.2×
P/S
1.4×
P/B
2.1×
E/P
0.1404
FCF Yield
0.144
EBITDA/EV
0.149
SH Yield
0.090
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
23.00000000
/100 — 1=cheapest
VC2 (Trending Value)
15.00000000
/100
VC3 (Buyback)
18.00000000
/100
P/E of 8.2x places this firmly in deep value territory. FCF yield of 14.4% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
71.0%ile
ROE
0.251
ROA
0.058
Net Margin
0.170
Op Margin
0.220
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Stability
0.201
lower=better
Accruals
-0.019
lower=better
5yr Consist
Yes
ROE of 25% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
92.0%ile
6M Return
30.1%
12M Return
108.0%
12-1 Mom
62.1%
Risk-Adj
1.13
Vol 252d
54.8%
Vol 60d
60.9%
↑ Expanding
Max DD 12M
-8.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 62% is very strong — a clear uptrend.
OS
Composite & Factor Heatmap
All factors at a glance
0.97
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 94 peers
Sector Value %ile
94.7%
Sector Quality %ile
89.5%
P/E z-score
-0.38
P/B z-score
-0.11
Sector Avg OS
51.6%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (86th) and quality (71th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (86th value) with strong momentum (92th). The market is starting to recognise the value.
Strong Capital Return
Shareholder yield 9.0% backed by 14.4% FCF yield. Returns are well-funded.
Hot but Volatile
Strong momentum (92th) but high volatility (55%). Momentum could reverse sharply.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
90.4% avg (7 factors)
Quality
B
63.7% avg (5 factors)
Momentum
A
82.1% avg (4 factors)
Risk
F
25.3% avg (1 factors)
This stock sits in the O'Shaughnessy sweet spot — cheap AND high quality. Historically, this combination has generated the strongest long-term returns. Momentum is confirming the value — this is the Trending Value signal that O'Shaughnessy found to be among the most powerful. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.970 | —7 | — | |
| Value %ile | 0.860 | —7 | — | |
| Quality %ile | 0.710 | —7 | — | |
| Momentum %ile | 0.920 | —7 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.788 | —7 | — | |
| Volatility | 0.548 | —7 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
8.22
Earnings Yield (E/P)
0.1404
Price / Sales
1.39
Price / Book
2.06
Price / Cash Flow
6.19
FCF Yield
14.4%
EBITDA / EV
14.9%
Sales Yield (1/P·S)
0.6376
Shareholder Yield
Div + net buyback / mktcap
9.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
25.1%
Return on Assets
5.8%
Net Margin
17.0%
Operating Margin
22.0%
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.019
External Financing
Net issuance — lower=better
0.040
MomentumPrice trend strength over different horizons
6M Return
30.1%
12M Return
108.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
62.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.13
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Earnings Stability (CV)
Lower = more stable
0.201
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
5
Dividend Yield
1.2%
Buyback Yield
7.8%
O'Shaughnessy CompositesValue Composites (WWOWS 4th Ed) — 1=cheapest, 100=most expensive
VC1 (5-factor)
P/E+P/S+P/B+P/CF+EBITDA/EV
23
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
15
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
18
Capital Allocation & AlphaAlpha within factors — quality of management decisions
Veiled Value
Expensive by P/B, cheap by everything else
No
Market Leader
Above-avg mcap+revenue, non-utility
No
All Stocks Universe
Market cap > $200M
Yes
Tiny Titan
Micro-cap, low P/S, positive momentum
No
Quarterly Fundamentals
Revenue
Net Income
FCF
Net Margin
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Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
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Op Income
OCF
CapEx
Equity