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CB

Chubb Ltd
Chart
$326.27
Latest Week 2026-06-05
Financial ServicesInsurance - Property & CasualtyLARGE
Snapshot 2026-06-07 · 0.0w · Fresh
0.84
OS Score
80.0%
Value
82.0%
Quality
31.0%
Momentum
7/9
F-Score
0.810
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
7 of 23 passing
★
OS Composite
OS 0.840
↗
Trending Value
✗
◆
Quality × Value
QV 0.810
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 11.4
◇
VC2 Cheapest
✗
📐
EBITDA/EV
8.6%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 17%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
80.0%ile
P/E
11.4×
P/S
2.1×
P/B
1.7×
E/P
0.0878
FCF Yield
0.111
EBITDA/EV
0.086
SH Yield
0.012
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
23.00000000
/100 — 1=cheapest
VC2 (Trending Value)
23.00000000
/100
VC3 (Buyback)
23.00000000
/100
P/E of 11.4x places this firmly in deep value territory. FCF yield of 11.1% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
82.0%ile
ROE
0.153
ROA
0.041
Net Margin
0.185
Op Margin
0.248
GPA
0.078
D/E
2.65
Current
58.02
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.080
Earn Growth
0.336
Stability
0.233
lower=better
Accruals
-0.017
lower=better
5yr Consist
Yes
Highly leveraged with D/E of 2.65 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
31.0%ile
6M Return
11.3%
12M Return
12.5%
12-1 Mom
10.2%
Risk-Adj
0.59
Vol 252d
17.4%
Vol 60d
42.8%
↑ Expanding
Max DD 12M
-8.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (43%) is expanding vs long-term (17%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.84
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 500 peers
Sector Value %ile
47.9%
Sector Quality %ile
66.5%
P/E z-score
-0.12
P/B z-score
-0.04
Sector Avg OS
86.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
UVE Universal Insurance Holdings Inc 99.0% 96.0% 94.0% 82.0%
CARE Carter Bank and Trust 99.0% 96.0% 98.0% 88.0%
BFH Bread Financial Holdings, Inc. 99.0% 97.0% 97.0% 90.0%
HG Hamilton Insurance Group, Ltd. 99.0% 97.0% 94.0% 85.0%
MCY Mercury General Corporation 99.0% 95.0% 93.0% 86.0%
BAP Credicorp Ltd 99.0% 98.0% 93.0% 84.0%
DCOM Dime Community Bancshares, Inc. 98.0% 93.0% 87.0% 83.0%
RILYL BRC Group Holdings, Inc. 98.0% 93.0% 79.0% 98.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (80th) and quality (82th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Leveraged Returns
Strong ROE (15%) boosted by high leverage (D/E 2.7). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (43%) significantly exceeds 252-day (17%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
68.0% avg (7 factors)
Quality
C
55.5% avg (8 factors)
Momentum
C
46.4% avg (4 factors)
Risk
A
87.7% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.840—1—
Value %ile0.800—1—
Quality %ile0.820—1—
Momentum %ile0.310—0—
F-Score7.000—1—
Confidence1.000—1—
Volatility0.174—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
11.39
Earnings Yield (E/P)
0.0878
Price / Sales
2.11
Price / Book
1.74
Price / Cash Flow
8.10
FCF Yield
11.1%
EBITDA / EV
8.6%
Sales Yield (1/P·S)
0.4259
Shareholder Yield
Div + net buyback / mktcap
1.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
15.3%
Return on Assets
4.1%
Net Margin
18.5%
Operating Margin
24.8%
Gross Profit / Assets
Novy-Marx GPA
7.8%
Debt / Equity
2.65
Current Ratio
58.02
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.017
MomentumPrice trend strength over different horizons
6M Return
11.3%
12M Return
12.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
10.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.59
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
8.0%
Earnings Growth (YoY)
33.6%
Earnings Stability (CV)
Lower = more stable
0.233
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
7
Dividend Yield
1.2%
Buyback Yield
0.0%
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
23
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
23
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
Show all
Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity