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AXS AXIS Capital Holdings Limited

Financial Services

107.93 USD 1D +0.15 +0.14% Close 11/5
Since 2024-12-05 +18.7%

Close 11/5

Open
109.22
High
110.59
Low
107.08
Prev close
107.78
Volume
905.76K
Amplitude
3.26%
P/E
7.3
P/B
1.2
Revenue YoY (TTM)
+10.1%
52W 93.05 119.99
FinLab Studio

From AXIS Capital Holdings Limited to every stock like it

AI finds several complementary traits of AXIS Capital Holdings Limited across different dimensions, combines them into a multifactor strategy, and backtests it against the market.

Screen stocks like AXIS Capital Holdings Limited

Is AXIS Capital Holdings Limited a buy? Fundamentals and valuation first

As of 2026-11-04

Valuation: Fair, Quality: Good, Growth: Good, Momentum: Good, Risk / liquidity: Strong.

Valuation Fair Free-cash-flow yield is Top; Price / book is Fair.
TTM P/E 7.3 18th percentile · Cheap
Price / book 1.2 41th percentile · Fair
Free-cash-flow yield (%) 32.2 94th percentile · Top
US Stock Backtest in Python: Price-to-Book Ratio StrategyQuality Factor Investing: A US Quality Value Backtest
Quality Good FCF margin, TTM is Top; Operating margin, TTM is Good.
ROE, TTM (%) 18.0 80th percentile · Top
Operating margin, TTM (%) 17.9 69th percentile · Good
FCF margin, TTM (%) 36.0 89th percentile · Top
Quality Factor Investing: A US Quality Value Backtest
Growth Good All 2 indicators are Good.
Revenue growth, TTM YoY (%) 10.1 61th percentile · Good
Diluted EPS growth, TTM YoY (%) 22.1 67th percentile · Good
Momentum Good 60-day return is Top; 240-day return is Good.
60-day return (%) 7.5 82th percentile · Top
240-day return (%) 10.4 60th percentile · Good
Momentum Trading Strategy: A 12-1 Momentum Backtest
Risk / liquidity Strong All 2 indicators are Top.
20-day dollar volume 75,225,891.0 85th percentile · Top
60-day annualized volatility (%) 18.4 18th percentile · Top
Factor Investing Explained: 10 Classic Factors in US Stocks

AXIS Capital Holdings Limited (AXS) today

1 quant signals active · As of 2026-11-04

Win rate and excess are historical post-trigger stats vs the market. Click a signal for its full definition and samples; history does not predict future results.

AXIS Capital Holdings Limited (AXS) peers and tracking

Watchlist

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AXIS Capital Holdings Limited (AXS) quant signal backtests

Signals active now

Each active condition is tested against this stock’s own history and benchmarked versus the S&P 500.

EPS surprise beat

Active · now 9.5%

Reported EPS beat consensus estimate by at least 5%; event date is the earnings-surprise timestamp.

PEAD: Post-Earnings Announcement Drift Backtest
34 historical occurrences (since 2015-04-29)

Average forward return after EPS surprise beat

20-day: Win 68.8%, Sample 32, Median +3.0%, Excess +2.2%, Beat mkt rate 62.5%

60-day: Win 65.6%, Sample 32, Median +2.6%, Excess -1.1%, Beat mkt rate 53.1%

120-day: Win 71.9%, Sample 32, Median +6.4%, Excess -1.0%, Beat mkt rate 53.1%

120 days after: historical avg +6.6%

20-day +3.8%
60-day +2.1%
120-day +6.6%
20-day
60-day
120-day
Win
68.8%
65.6%
71.9%
Sample
32
32
32
Median
+3.0%
+2.6%
+6.4%
Excess
+2.2%
-1.1%
-1.0%
Beat mkt rate
62.5%
53.1%
53.1%

Over 32 occurrences, 120-day forward avg gained 6.6%, lagged the market by 1.0 pts; win rate 71.9%.

Valuation regime and forward returns

Daily TTM P/E is converted into an expanding own-history percentile, then grouped into five valuation regimes. Forward returns use adjusted prices over the next 240 trading days.

PE percentile bandSample days240-day avg returnMedianWin rateAvg excess (vs index)
0-20 Now560+18.0% +9.1% 84.6% +6.6%
20-40 164+19.8% +17.8% 99.4% +4.8%
40-60 274+26.8% +32.1% 85.8% +5.7%
60-80 0Insufficient data
80-100 0Insufficient data

Quarterly EPS is aligned by SEC filing date before it is forward-filled to daily prices. The expanding percentile uses only information available up to each day.

Current TTM P/E is about 7.30, placing it in the 4.3 own-history percentile, inside the 0-20 bucket.

More history: Valuation × momentum analogs, Market-wide momentum baseline, Signals not active now

Valuation × momentum analogs

Each historical day is grouped by own-history P/E tercile and 60-day momentum direction, then tested for the next 120-trading-day adjusted return.

Valuation
Momentum
Cheap (own-history bottom third)
Middle
Expensive (own-history top third)
60-day momentum up
Now
+8.9%
Win rate 66.9% Excess +4.5%
523d
+8.6%
Win rate 76.6% Excess -0.8%
274d
Insufficient data
(0d)
60-day momentum down
+9.7%
Win rate 84.4% Excess +3.5%
237d
+4.6%
Win rate 92.9% Excess -2.3%
84d
Insufficient data
(0d)

Currently in “Cheap (own-history bottom third) × 60-day momentum up”: across 523 historical days, 120-day forward avg gained 8.9%, win rate 66.9%, beat the market by 4.5%.

Days = trading days in this bucket; returns use adjusted prices, ex-costs. 60-day momentum: direction of this stock's price over the past 60 trading days.

Market-wide momentum baseline

Across 100,217 liquid US common-stock samples, top-quintile 6-month momentum was followed by an average 60-trading-day return of +6.37%, a 58.3% positive-return rate, and +3.03 percentage points of average excess return versus the S&P 500.

Baseline: weekly samples since 2016 where a liquid US common stock ranked in the top quintile by 126-trading-day momentum. Forward return is 60 trading days; excess return is versus S&P 500 (^GSPC).

Signals not active now

Inactive signals still show the stock-specific historical forward-return distribution for context.

52-week adjusted-price high

Pending

Adjusted close first reaches a 252-trading-day high; repeated hits within 20 days count once.

21 times historically; 60-day forward avg +2.5%, win rate 57.1%, beating the market by +0.4 pts on average.

Top-quintile 6-month momentum

Pending

The stock ranks in the top 20% of the liquid US common-stock universe by 126-day adjusted return.

Momentum Trading Strategy: A 12-1 Momentum Backtest

16 times historically; 60-day forward avg +2.3%, win rate 56.2%, beating the market by +1.3 pts on average.

Filed revenue acceleration

Pending

TTM revenue growth is at least 10% and improved versus the prior filed quarter; event date is the SEC filing date.

5 times historically; 60-day forward avg -2.9%, win rate 40.0%, beating the market by -1.5 pts on average.

Method and limits

  • Returns use us_price:adj_close, adjusted for splits and dividends where available.
  • Excess returns use world_index:^GSPC as the S&P 500 benchmark proxy.
  • Quarterly fundamentals are aligned to SEC filing dates before daily valuation studies.
  • The promoted universe starts from active NYSE/NASDAQ common stocks, then applies price and dollar-volume gates.
  • Snapshot-only tables such as analyst consensus, DCF, us_ratios, and us_key_metrics are intentionally excluded from historical evidence.
  • Overlapping event windows are descriptive distributions, not independent samples.

This page is for historical data analysis and education only. It is not investment advice. Backtests and historical return distributions do not predict future performance; evaluate risk independently before trading.