Chubb Stock Alpha and Beta Analysis
| CB Stock | USD 243.06 6.82 2.73% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Chubb. It also helps investors analyze the systematic and unsystematic risks associated with investing in Chubb over a specified time horizon. Remember, high Chubb's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Chubb's market risk premium analysis include:
Beta 0.21 | Alpha 0.0578 | Risk 0.78 | Sharpe Ratio 0.082 | Expected Return 0.0644 |
Enterprise Value |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Chubb |
Chubb Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Chubb market risk premium is the additional return an investor will receive from holding Chubb long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Chubb. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Chubb's performance over market.| α | 0.06 | β | 0.21 |
Chubb expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Chubb's Buy-and-hold return. Our buy-and-hold chart shows how Chubb performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Chubb Market Price Analysis
Market price analysis indicators help investors to evaluate how Chubb stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Chubb shares will generate the highest return on investment. By understating and applying Chubb stock market price indicators, traders can identify Chubb position entry and exit signals to maximize returns.
Chubb Return and Market Media
The median price of Chubb for the period between Thu, Jan 25, 2024 and Wed, Apr 24, 2024 is 249.79 with a coefficient of variation of 2.32. The daily time series for the period is distributed with a sample standard deviation of 5.8, arithmetic mean of 249.75, and mean deviation of 4.83. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 210 shares by Timothy Boroughs of Chubb at 256.01 subject to Rule 16b-3 | 02/23/2024 |
2 | Where Dolphins defensive depth chart stands after first wave of free agency. Whats needed | 03/26/2024 |
3 | Chubb Limited to Hold its First Quarter Earnings Conference Call on Wednesday, April 24, 2024 | 03/28/2024 |
| Chubb dividend paid on 5th of April 2024 | 04/05/2024 |
4 | Trumps 175 Million Bond Is Even Shadier Than It Looks | 04/08/2024 |
5 | Stocks To Watch Chubb Sees Relative Strength Rating Jump To 82 | 04/15/2024 |
6 | BDA to Host Bermuda Reception at RIMS RISKWORLD 2024 | 04/16/2024 |
7 | First American Financial Earnings Expected to Grow What to Know Ahead of Next Weeks Release | 04/17/2024 |
8 | Countdown to Chubb Q1 Earnings Wall Street Forecasts for Key Metrics | 04/18/2024 |
9 | Trump May Need to Find a Less Shady Backer for His Fraud Bond | 04/19/2024 |
10 | Chubb Q1 2024 Earnings Preview | 04/22/2024 |
About Chubb Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Chubb or other stocks. Alpha measures the amount that position in Chubb has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0165 | 0.0148 | 0.015 | 0.0147 | Price To Sales Ratio | 2.08 | 2.15 | 1.86 | 2.17 |
Chubb Upcoming Company Events
As portrayed in its financial statements, the presentation of Chubb's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Chubb's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Chubb's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Chubb. Please utilize our Beneish M Score to check the likelihood of Chubb's management manipulating its earnings.
| 30th of January 2024 Upcoming Quarterly Report | View | |
| 23rd of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 30th of January 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Chubb
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Chubb Backtesting, Chubb Valuation, Chubb Correlation, Chubb Hype Analysis, Chubb Volatility, Chubb History and analyze Chubb Performance. For information on how to trade Chubb Stock refer to our How to Trade Chubb Stock guide.Note that the Chubb information on this page should be used as a complementary analysis to other Chubb's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.
Complementary Tools for Chubb Stock analysis
When running Chubb's price analysis, check to measure Chubb's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Chubb is operating at the current time. Most of Chubb's value examination focuses on studying past and present price action to predict the probability of Chubb's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Chubb's price. Additionally, you may evaluate how the addition of Chubb to your portfolios can decrease your overall portfolio volatility.
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