Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/703e462e-77c1-4663-affc-86eacffedc34/
PA9
The Travelers Companies, Inc.Snapshot 2026-07-12 · 0.7w · Fresh
Strategy Eligibility
6 of 23 passing
★
OS Composite
OS 0.970
↗
Trending Value
✗
◆
Quality × Value
QV 0.791
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
14.8%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
8.5%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.98
⚡
Risk-Adj Momentum
RAM 1.32
V
Value Analysis
Cheapness relative to fundamentals
87.0%ile
P/E
8.2×
P/S
1.3×
P/B
2.0×
E/P
0.1385
FCF Yield
0.160
EBITDA/EV
0.148
SH Yield
0.085
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
21.00000000
/100 — 1=cheapest
VC2 (Trending Value)
13.00000000
/100
VC3 (Buyback)
17.00000000
/100
P/E of 8.2x places this firmly in deep value territory. FCF yield of 16.0% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
72.0%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
90.0%ile
6M Return
18.4%
12M Return
90.9%
12-1 Mom
71.4%
Risk-Adj
1.32
Vol 252d
54.3%
Vol 60d
57.0%
↑ Expanding
Max DD 12M
-8.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 71% 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
95.8%
Sector Quality %ile
90.5%
P/E z-score
-0.37
P/B z-score
-0.13
Sector Avg OS
50.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (87th) and quality (72th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (87th value) with strong momentum (90th). The market is starting to recognise the value.
Strong Capital Return
Shareholder yield 8.5% backed by 16.0% FCF yield. Returns are well-funded.
Hot but Volatile
Strong momentum (90th) but high volatility (54%). Momentum could reverse sharply.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
90.4% avg (7 factors)
Quality
B
61.2% avg (5 factors)
Momentum
A
79.6% avg (4 factors)
Risk
F
26.1% 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 Trends6 snapshots
Factor Persistence6 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.970 | —6 | — | |
| Value %ile | 0.870 | —6 | — | |
| Quality %ile | 0.720 | —6 | — | |
| Momentum %ile | 0.900 | —6 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.831 | —6 | — | |
| Volatility | 0.543 | —6 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
8.24
Earnings Yield (E/P)
0.1385
Price / Sales
1.28
Price / Book
1.96
Price / Cash Flow
5.47
FCF Yield
16.0%
EBITDA / EV
14.8%
Sales Yield (1/P·S)
0.6854
Shareholder Yield
Div + net buyback / mktcap
8.5%
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
18.4%
12M Return
90.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
71.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.32
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
1.4%
Buyback Yield
7.1%
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
21
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
13
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
17
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