Skip to main content

THG The Hanover Insurance Group, Inc.

Financial Services

249.93 USD 1D +2.61 +1.06% Close 11/4
Since 2024-12-04 +57.0%
Open
251.93
High
251.93
Low
245.65
Prev close
247.31
Volume
313.8K
Amplitude
2.54%
P/E
11.9
P/B
2.5
Revenue YoY (TTM)
+5.4%
52W 166.54 252.56

Is The Hanover Insurance Group, Inc. a buy? Fundamentals and valuation first

As of 2026-11-03

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

Valuation Fair Free-cash-flow yield is Top, but Price / book is Pricey.
TTM P/E 11.91 32th percentile Fair
Price / book 2.47 66th percentile Pricey
Free-cash-flow yield (%) 14.35 88th percentile Top
US Stock Backtest in Python: Price-to-Book Ratio StrategyQuality Factor Investing: A US Quality Value Backtest
Quality Good ROE, TTM is Top; Operating margin, TTM is Good.
ROE, TTM (%) 21.78 84th percentile Top
Operating margin, TTM (%) 14.04 63th percentile Good
FCF margin, TTM (%) 17.84 73th percentile Good
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 (%) 5.43 49th percentile Average
Diluted EPS growth, TTM YoY (%) 20 66th percentile Good
Momentum Strong All 2 indicators are Top.
60-day return (%) 10.01 87th percentile Top
240-day return (%) 39.24 82th percentile Top
Momentum Trading Strategy: A 12-1 Momentum Backtest
Risk / liquidity Strong 20-day dollar volume is Top; 60-day annualized volatility is Good.
20-day dollar volume 66,457,571 84th percentile Top
60-day annualized volatility (%) 20.29 21th percentile Good
Factor Investing Explained: 10 Classic Factors in US Stocks

The Hanover Insurance Group, Inc. (THG) today

3 quant signals active · As of 2026-11-03

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 The Hanover Insurance Group, Inc. to every stock like it

AI finds several complementary traits of The Hanover Insurance Group, Inc. across different dimensions, combines them into a multifactor strategy, and backtests it against the market.

Screen stocks like The Hanover Insurance Group, Inc.

The Hanover Insurance Group, Inc. (THG) peers and tracking

Watchlist

This page refreshes daily after the close. Add The Hanover Insurance Group, Inc. to your watchlist to track signal changes on your next visit.

The Hanover Insurance Group, Inc. (THG) 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.

34 historical occurrences (since 2017-03-15)

Average forward return after 52-week adjusted-price high

20-day: Win 63.6%, Sample 33, Median +1.29%, Excess -0.16%, Beat mkt rate 45.5%

60-day: Win 62.5%, Sample 32, Median +2.92%, Excess +0.13%, Beat mkt rate 56.2%

120-day: Win 76.7%, Sample 30, Median +5.67%, Excess -0.66%, Beat mkt rate 53.3%

120 days after: historical avg +3.47%

20-day +1.03%
60-day +2.19%
120-day +3.47%
20-day
60-day
120-day
Win
63.6%
62.5%
76.7%
Sample
33
32
30
Median
+1.29%
+2.92%
+5.67%
Excess
-0.16%
+0.13%
-0.66%
Beat mkt rate
45.5%
56.2%
53.3%

Over 30 occurrences, 120-day forward avg gained 3.47%, lagged the market by 0.66 pts; win rate 76.7%.

Top-quintile 6-month momentum

Active · now 87.12%

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
11 historical occurrences (since 2017-11-06)

Average forward return after Top-quintile 6-month momentum

20-day: Win 50%, Sample 10, Median -0.51%, Excess -0.89%, Beat mkt rate 50%

60-day: Win 70%, Sample 10, Median +2.66%, Excess +0.44%, Beat mkt rate 70%

120-day: Win 66.7%, Sample 9, Median +2.74%, Excess -0.01%, Beat mkt rate 44.4%

120 days after: historical avg -0.6%

20-day -0.4%
60-day +1.74%
120-day -0.6%
20-day
60-day
120-day
Win
50%
70%
66.7%
Sample
10
10
9
Median
-0.51%
+2.66%
+2.74%
Excess
-0.89%
+0.44%
-0.01%
Beat mkt rate
50%
70%
44.4%

Over 9 occurrences, 120-day forward avg declined 0.6%, lagged the market by 0.01 pts; win rate 66.7%.

EPS surprise beat

Active · now 11.47%

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

PEAD: Post-Earnings Announcement Drift Backtest
33 historical occurrences (since 2015-02-04)

Average forward return after EPS surprise beat

20-day: Win 78.6%, Sample 28, Median +4.91%, Excess +2.86%, Beat mkt rate 64.3%

60-day: Win 78.6%, Sample 28, Median +5.07%, Excess +1.55%, Beat mkt rate 60.7%

120-day: Win 81.5%, Sample 27, Median +7.15%, Excess +2.62%, Beat mkt rate 63%

120 days after: historical avg +8.94%

20-day +4.63%
60-day +6.04%
120-day +8.94%
20-day
60-day
120-day
Win
78.6%
78.6%
81.5%
Sample
28
28
27
Median
+4.91%
+5.07%
+7.15%
Excess
+2.86%
+1.55%
+2.62%
Beat mkt rate
64.3%
60.7%
63%

Over 27 occurrences, 120-day forward avg gained 8.94%, beat the market by 2.62 pts; win rate 81.5%.

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)
0-20 375+17.3% +12.2% 85.9% +9.3%
20-40 You are here253+13.4% +11.2% 71.1% -2.8%
40-60 284+14.6% +13.1% 91.2% -8.1%
60-80 169+14.2% +16.1% 86.4% -18.5%
80-100 159+30.1% +28.3% 100% +8.3%

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 11.91, placing it in the 26.4 own-history percentile, inside the 20-40 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
+4.7%
Win rate 59.2% Excess +1.3%
346d
+9.7%
Win rate 89.8% Excess +1.1%
371d
+5.8%
Win rate 64.3% Excess -9.2%
157d
60-day momentum down
+15%
Win rate 82.5% Excess +7.4%
263d
+8.1%
Win rate 80.7% Excess -0.8%
119d
+11.1%
Win rate 82.7% Excess -14.6%
104d

Currently in “Cheap (own-history bottom third) × 60-day momentum up”: across 346 historical days, 120-day forward avg gained 4.7%, win rate 59.2%, beat the market by 1.3%.

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 99,865 liquid US common-stock samples, top-quintile 6-month momentum was followed by an average 60-trading-day return of +6.39%, a 58.3% positive-return rate, and +3.05 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.

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.

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.