Chubb Story

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CB -- USA Stock  

USD 113.85  0.14  0.12%

Chubb is generating 0.3052% of daily returns and assumes 2.866% volatility on return distribution over the 90 days horizon. As many old-fashioned traders are trying to avoid financial services space, it makes sense to go over Chubb Limited a little further and try to understand its current volatility patterns. What exactly are Chubb shareholders getting in August? Chubb's low volatility may still impact the value of the stock as we estimate it as currently overvalued. The real value, based on our analysis, is getting close to 121.88 per share.
Published over a month ago
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Will investors buy more of Chubb in August?
Chubb Limited reports 18.43 B of total liabilities with total debt to equity ratio (D/E) of 0.35, which is normal for its line of buisiness. The entity has a current ratio of 0.34, implying that it has not enough working capital to pay out debt commitments in time.
Volatility is a rate at which the price of Chubb or any other equity instrument increases or decreases for a given set of returns. It is measured by calculating the standard deviation of the annualized returns over a given period of time and shows the range to which the price of Chubb may increase or decrease. In other words, similar to Chubb's beta indicator, it measures the risk of Chubb and helps estimate the fluctuations that may happen in a short period of time. So if prices of Chubb fluctuate rapidly in a short time span, it is termed to have high volatility, and if it swings slowly in a more extended period, it is understood to have low volatility. Please read more on our technical analysis page.

How important is Chubb's Liquidity

Chubb financial leverage refers to using borrowed capital as a funding source to finance Chubb Limited ongoing operations. It is usually used to expand the firm's asset base and generate returns on borrowed capital. Chubb financial leverage is typically calculated by taking the company's all interest-bearing debt and dividing it by total capital. So the higher the debt-to-capital ratio (i.e., financial leverage), the riskier the company. Please check the breakdown between Chubb's total debt and its cash.

What do experts say?

Stock analysis is a method for investors and traders to make buying and selling decisions. By studying and evaluating past and current data, investors and traders attempt to gain an edge in the markets by making informed decisions. It is good to see analyst projects for Chubb, but it might be worth checking our own buy vs. sell analysis

Chubb Volatility Drivers

Chubb unsystematic risk is unique to Chubb Limited and usually not directly affected by the market or economic environment. An example of unsystematic risk is the possibility of poor earnings or a layoff due to coronavirus. One may mitigate nonsystematic risk by buying different securities in the same industry or by buying in different sectors. For example, if you have a position in Chubb you can also buy FAIRFAX FINANCIAL HLDGS. You can also mitigate this risk by investing in the insurance?property & casualty sector as well as in companies having nothing to do with it. This type of risk is also called diversifiable risk and can be understood from analyzing Chubb important indicators over time. Here we run a correlation analysis between relevant fundamental ratios over at least ten year period to find a relationship in the way they react to changes in Chubb income statement and balance sheet. Here are more details about Chubb volatility.
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Click cells to compare fundamentals   

Sale by Theodore Shasta of 187 shares of Chubb

Legal trades by Chubb insiders are very common, as founders, directors, or employees of any publicly traded firm often have stock or stock options. These trades are made public in the United States through the filing of Form 4 of the Securities and Exchange Commission. Below entry was recorded recently and is publicly available as an insider trade:
Chubb insider trading alert for sale of common shares by Theodore Shasta, the corporate stakeholder, on 21st of September 2020. This event was filed by Chubb Ltd with SEC on 2020-09-21. Statement of changes in beneficial ownership - SEC Form 4 [view details]   
Note, although insider trading is legal, in the United States, Canada, Australia, and Germany, for mandatory reporting purposes, corporate insiders are defined as a company's officers, directors, and any beneficial owners of more than 10% of a class of the company's equity securities.

Breaking down Chubb Further

The firm generated the yearly revenue of 33.97 B. Reported Net Income was 3.67 B with gross profit of 8.72 B.

Our Chubb analysis suggests possible reversion in August

Chubb current jensen alpha builds up over 0.19. Chubb Limited currently demonstrates below-verage downside deviation. It has Information Ratio of 0.08 and Jensen Alpha of 0.19. However, we do advice investors to further question Chubb Limited expected returns to ensure all indicators are consistent with the current outlook about its relatively low value at risk.

Our Conclusion on Chubb

Whereas some companies under the insurance?property & casualty industry are still a bit expensive, Chubb may offer a potential longer-term growth to investors. With a relatively neutral outlook on the current economy, it is better to hold off any trading of Chubb as the current risk-reward utility is not appealing enough. Please use our equity advice module to run different scenarios to ensure your current risk level and investment horizon are fully reflective of your current investing preferences in regards to Chubb.

About Contributor

This story should be regarded as informational only and should not be considered a solicitation to sell or buy any financial products. Macroaxis does not express any opinion as to the present or future value of any investments referred to in this post. This post may not be reproduced without the consent of Macroaxis LLC. Macroaxis LLC and Achuva Shats do not own shares of Chubb Limited. Please refer to our Terms of Use for any information regarding our disclosure principles.

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