Chubb Stock Piotroski F Score
| CB Stock | USD 250.21 4.82 1.96% |
Chubb | Piotroski F Score |
At this time, it appears that Chubb's Piotroski F Score is Healthy. Although some professional money managers and academia have recently criticized Piotroski F-Score model, we still consider it an effective method of predicting the state of the financial strength of any organization that is not predisposed to accounting gimmicks and manipulations. Using this score on the criteria to originate an efficient long-term portfolio can help investors filter out the purely speculative stocks or equities playing fundamental games by manipulating their earnings..
5.0
Piotroski F Score - Healthy
| Current Return On Assets | Positive |
| Change in Return on Assets | Decreased |
| Cash Flow Return on Assets | Positive |
| Current Quality of Earnings (accrual) | Improving |
| Asset Turnover Growth | Decrease |
| Current Ratio Change | Decrease |
| Long Term Debt Over Assets Change | Lower Leverage |
| Change In Outstending Shares | Decrease |
| Change in Gross Margin | No Change |
Chubb Piotroski F Score Drivers
The critical factor to consider when applying the Piotroski F Score to Chubb is to make sure Chubb is not a subject of accounting manipulations and runs a healthy internal audit department. So, if Chubb's auditors report directly to the board (not management), the managers will be reluctant to manipulate simply due to the fear of punishment. On the other hand, the auditors will be free to investigate the ledgers properly because they know that the board has their back. Below are the main accounts that are used in the Piotroski F Score model. By analyzing the historical trends of the mains drivers, investors can determine if Chubb's financial numbers are properly reported.
| Current Value | Last Year | Change From Last Year | 10 Year Trend | ||||||
|---|---|---|---|---|---|---|---|---|---|
| Return On Assets | 0.0341 | 0.0436 |
|
| |||||
| Asset Turnover | 0.15 | 0.2413 |
|
| |||||
| Gross Profit Margin | 0.8 | 0.91 |
|
| |||||
| Total Current Liabilities | 51 B | 74.2 B |
|
| |||||
| Non Current Liabilities Total | 72.8 B | 69.3 B |
|
| |||||
| Total Assets | 217.6 B | 207.2 B |
|
| |||||
| Total Current Assets | 51.1 B | 27.7 B |
|
| |||||
| Total Cash From Operating Activities | 14.5 B | 13.8 B |
|
|
Chubb F Score Driver Matrix
One of the toughest challenges investors face today is learning how to quickly synthesize historical financial statements and information provided by the company, SEC reporting, and various external parties in order to project the various growth rates. Understanding the correlation between Chubb's different financial indicators related to revenue, expenses, operating profit, and net earnings helps investors identify and prioritize their investing strategies towards Chubb in a much-optimized way.
Click cells to compare fundamentals
About Chubb Piotroski F Score
F-Score is one of many stock grading techniques developed by Joseph Piotroski, a professor of accounting at the Stanford University Graduate School of Business. It was published in 2002 under the paper titled Value Investing: The Use of Historical Financial Statement Information to Separate Winners from Losers. Piotroski F Score is based on binary analysis strategy in which stocks are given one point for passing 9 very simple fundamental tests, and zero point otherwise. According to Mr. Piotroski's analysis, his F-Score binary model can help to predict the performance of low price-to-book stocks.Pretax Profit Margin |
|
Chubb Current Valuation Drivers
We derive many important indicators used in calculating different scores of Chubb from analyzing Chubb's financial statements. These drivers represent accounts that assess Chubb's ability to generate profits relative to its revenue, operating costs, and shareholders' equity. Below are some of Chubb's important valuation drivers and their relationship over time.
| 2019 | 2020 | 2021 | 2022 | 2023 | 2024 (projected) | ||
| Market Cap | 71.0B | 69.5B | 85.1B | 92.6B | 83.3B | 87.5B | |
| Enterprise Value | 84.3B | 82.7B | 99.6B | 105.5B | 94.9B | 99.7B |
Chubb ESG Sustainability
Some studies have found that companies with high sustainability scores are getting higher valuations than competitors with lower social-engagement activities. While most ESG disclosures are voluntary and do not directly affect the long term financial condition, Chubb's sustainability indicators can be used to identify proper investment strategies using environmental, social, and governance scores that are crucial to Chubb's managers, analysts, and investors.Environment Score | Governance Score | Social Score |
About Chubb Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Chubb's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Chubb using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Chubb based on its fundamental data. In general, a quantitative approach, as applied to this company, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.
Chubb Investors Sentiment
The influence of Chubb's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Chubb. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to Chubb's public news can be used to forecast risks associated with an investment in Chubb. The trend in average sentiment can be used to explain how an investor holding Chubb can time the market purely based on public headlines and social activities around Chubb. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Chubb's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Chubb's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Chubb's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Chubb.
Chubb Implied Volatility | 28.15 |
Chubb's implied volatility exposes the market's sentiment of Chubb stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Chubb's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that Chubb stock will not fluctuate a lot when Chubb's options are near their expiration.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Chubb in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Chubb's short interest history, or implied volatility extrapolated from Chubb options trading.
Pair Trading with Chubb
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Chubb position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Chubb will appreciate offsetting losses from the drop in the long position's value.Moving together with Chubb Stock
| 0.89 | L | Loews Corp | PairCorr |
| 0.81 | AFG | American Financial Financial Report 7th of May 2024 | PairCorr |
Moving against Chubb Stock
| 0.76 | FACO | First Acceptance Corp | PairCorr |
| 0.42 | PRA | ProAssurance Financial Report 14th of May 2024 | PairCorr |
The ability to find closely correlated positions to Chubb could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Chubb when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Chubb - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Chubb to buy it.
The correlation of Chubb is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Chubb moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Chubb moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Chubb can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out Chubb Altman Z Score, Chubb Correlation, Chubb Valuation, as well as analyze Chubb Alpha and Beta and Chubb Hype Analysis. 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 Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .
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.
| FinTech Suite Use AI to screen and filter profitable investment opportunities | |
| Portfolio Comparator Compare the composition, asset allocations and performance of any two portfolios in your account | |
| Portfolio Optimization Compute new portfolio that will generate highest expected return given your specified tolerance for risk | |
| Investing Opportunities Build portfolios using our predefined set of ideas and optimize them against your investing preferences | |
| Equity Analysis Research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities | |
| Fundamentals Comparison Compare fundamentals across multiple equities to find investing opportunities | |
| Equity Search Search for actively traded equities including funds and ETFs from over 30 global markets |
Is Chubb's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Chubb. If investors know Chubb will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Chubb listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 1.567 | Dividend Share 3.41 | Earnings Share 21.8 | Revenue Per Share 120.958 | Quarterly Revenue Growth 0.116 |
The market value of Chubb is measured differently than its book value, which is the value of Chubb that is recorded on the company's balance sheet. Investors also form their own opinion of Chubb's value that differs from its market value or its book value, called intrinsic value, which is Chubb's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Chubb's market value can be influenced by many factors that don't directly affect Chubb's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Chubb's value and its price as these two are different measures arrived at by different means. Investors typically determine if Chubb is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Chubb's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.