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PA9
The Travelers Companies, Inc.Snapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
7 of 23 passing
★
OS Composite
OS 0.980
↗
Trending Value
#38.00000000
◆
Quality × Value
QV 0.826
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 9.00000000
📐
EBITDA/EV
16.9%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
10.2%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.28
V
Value Analysis
Cheapness relative to fundamentals
91.0%ile
P/E
7.0×
P/S
1.1×
P/B
1.7×
E/P
0.1418
FCF Yield
0.183
EBITDA/EV
0.169
SH Yield
0.102
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
16.00000000
/100 — 1=cheapest
VC2 (Trending Value)
9.00000000
/100
VC3 (Buyback)
11.00000000
/100
P/E of 7.0x places this firmly in deep value territory. FCF yield of 18.3% is strong — the business generates significant free cash relative to price. VC2 score of 9.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
75.0%ile
ROE
0.238
ROA
0.053
Net Margin
0.155
Op Margin
0.202
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.052
Earn Growth
0.310
Stability
0.480
lower=better
Accruals
-0.027
lower=better
5yr Consist
No
ROE of 24% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
88.0%ile
6M Return
5.5%
12M Return
63.8%
12-1 Mom
67.2%
Risk-Adj
1.28
Vol 252d
52.6%
Vol 60d
45.1%
↓ Contracting
Max DD 12M
-8.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 67% is very strong — a clear uptrend.
OS
Composite & Factor Heatmap
All factors at a glance
0.98
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 94 peers
Sector Value %ile
92.6%
Sector Quality %ile
89.5%
P/E z-score
-0.40
P/B z-score
-0.18
Sector Avg OS
56.1%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (91th) and quality (75th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (91th value) with strong momentum (88th). The market is starting to recognise the value.
Strong Capital Return
Shareholder yield 10.2% backed by 18.3% FCF yield. Returns are well-funded.
Hot but Volatile
Strong momentum (88th) but high volatility (53%). Momentum could reverse sharply.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
93.4% avg (7 factors)
Quality
B
61.2% avg (5 factors)
Momentum
A
75.3% avg (4 factors)
Risk
F
28.9% 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
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.980 | —1 | — | |
| Value %ile | 0.910 | —1 | — | |
| Quality %ile | 0.750 | —1 | — | |
| Momentum %ile | 0.880 | —1 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.848 | —1 | — | |
| Volatility | 0.526 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
7.05
Earnings Yield (E/P)
0.1418
Price / Sales
1.10
Price / Book
1.68
Price / Cash Flow
4.68
FCF Yield
18.3%
EBITDA / EV
16.9%
Sales Yield (1/P·S)
0.7844
Shareholder Yield
Div + net buyback / mktcap
10.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
23.8%
Return on Assets
5.3%
Net Margin
15.5%
Operating Margin
20.2%
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.027
External Financing
Net issuance — lower=better
0.035
MomentumPrice trend strength over different horizons
6M Return
5.5%
12M Return
63.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
67.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.28
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
5.2%
Earnings Growth (YoY)
31.0%
Earnings Stability (CV)
Lower = more stable
0.480
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
1.8%
Buyback Yield
8.3%
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
16
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
9
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
11
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
38
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