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CB Chubb Limited

Financial Services

364.12 Close 10/30
Since 2024-12-02 +28.8%
Open
367.47
High
369.00
Low
363.23
Prev close
362.28
Volume
1.6M
Amplitude
1.59%
P/E
12.7
P/B
1.9
Revenue YoY (TTM)
+5.8%
52W 273.35 369.00

Is Chubb Limited a buy? Fundamentals and valuation first

As of 2026-10-30

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

Valuation Fair Free-cash-flow yield is Top, but Price / book is Pricey.
TTM P/E 12.68 35th percentile Fair
Price / book 1.9 58th percentile Pricey
Free-cash-flow yield (%) 13.3 87th 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 (%) 15.22 76th percentile Good
Operating margin, TTM (%) 17.14 68th percentile Good
FCF margin, TTM (%) 29.82 86th percentile Top
Quality Factor Investing: A US Quality Value Backtest
Growth Neutral Diluted EPS growth, TTM YoY is Good, but Revenue growth, TTM YoY is Average.
Revenue growth, TTM YoY (%) 5.75 50th percentile Average
Diluted EPS growth, TTM YoY (%) 19.82 66th percentile Good
Momentum Good All 2 indicators are Good.
60-day return (%) 3.16 77th percentile Good
240-day return (%) 24.74 75th percentile Good
Momentum Trading Strategy: A 12-1 Momentum Backtest
Risk / liquidity Strong All 2 indicators are Top.
20-day dollar volume 548,111,885 97th percentile Top
60-day annualized volatility (%) 17.43 18th percentile Top
Factor Investing Explained: 10 Classic Factors in US Stocks

Chubb Limited (CB) today

2 quant signals active · As of 2026-10-30

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.

FinLab Studio

From Chubb Limited to every stock like it

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

Screen stocks like Chubb Limited

Chubb Limited (CB) peers and tracking

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Chubb Limited (CB) quant signal backtests

Signals active now

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

52-week adjusted-price high

Active

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

33 historical occurrences (since 2017-01-25)

Average forward return after 52-week adjusted-price high

20-day: Win 65.6%, Sample 32, Median +1.62%, Excess +0.55%, Beat mkt rate 56.2%

60-day: Win 56.2%, Sample 32, Median +2.34%, Excess -1.26%, Beat mkt rate 50%

120-day: Win 56.7%, Sample 30, Median +3.11%, Excess -3.35%, Beat mkt rate 40%

120 days after: historical avg +0.71%

20-day +0.67%
60-day +0.62%
120-day +0.71%
20-day
60-day
120-day
Win
65.6%
56.2%
56.7%
Sample
32
32
30
Median
+1.62%
+2.34%
+3.11%
Excess
+0.55%
-1.26%
-3.35%
Beat mkt rate
56.2%
50%
40%

Over 30 occurrences, 120-day forward avg gained 0.71%, lagged the market by 3.35 pts; win rate 56.7%.

EPS surprise beat

Active · now 13.15%

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

PEAD: Post-Earnings Announcement Drift Backtest
24 historical occurrences (since 2015-01-27)

Average forward return after EPS surprise beat

20-day: Win 76.2%, Sample 21, Median +2.34%, Excess +1.25%, Beat mkt rate 61.9%

60-day: Win 66.7%, Sample 21, Median +3.89%, Excess -0.17%, Beat mkt rate 52.4%

120-day: Win 65%, Sample 20, Median +12.76%, Excess +2.07%, Beat mkt rate 60%

120 days after: historical avg +7.24%

20-day +2.56%
60-day +1.65%
120-day +7.24%
20-day
60-day
120-day
Win
76.2%
66.7%
65%
Sample
21
21
20
Median
+2.34%
+3.89%
+12.76%
Excess
+1.25%
-0.17%
+2.07%
Beat mkt rate
61.9%
52.4%
60%

Over 20 occurrences, 120-day forward avg gained 7.24%, beat the market by 2.07 pts; win rate 65%.

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)
0-20 499+13.5% +11% 83.4% +9.1%
20-40 405+17.8% +18.1% 87.9% +0.2%
40-60 You are here315+22.4% +24.5% 98.1% -1.3%
60-80 25Insufficient data
80-100 193+34% +31.5% 99% +11.1%

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 12.68, placing it in the 40.1 own-history percentile, inside the 40-60 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
+7.2%
Win rate 76.5% Excess +4.9%
545d
Now
+6.8%
Win rate 69.5% Excess -5.7%
400d
+12.2%
Win rate 96.8% Excess -1.3%
154d
60-day momentum down
+12.1%
Win rate 91% Excess +4.5%
277d
+10.5%
Win rate 91.2% Excess +2%
136d
+35.7%
Win rate 93.3% Excess +19.3%
45d

Currently in “Middle × 60-day momentum up”: across 400 historical days, 120-day forward avg gained 6.8%, win rate 69.5%, lagged the market by 5.7%.

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 99,493 liquid US common-stock samples, top-quintile 6-month momentum was followed by an average 60-trading-day return of +6.42%, a 58.4% positive-return rate, and +3.08 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.

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

8 times historically; 60-day forward avg +0.07%, win rate 62.5%, beating the market by -1.51 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.

6 times historically; 60-day forward avg +4.36%, win rate 66.7%, beating the market by +1.79 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.