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TRI Thomson Reuters Corporation

Industrials

122.24 +3.99 +3.37% Close 11/2
Since 2024-12-02 -26.0%
Open
117.56
High
123.07
Low
116.64
Prev close
118.25
Volume
2.5M
Amplitude
5.44%
P/E
31.6
P/B
4.7
Revenue YoY (TTM)
+7.0%
52W 76.28 157.64

Is Thomson Reuters Corporation a buy? Fundamentals and valuation first

As of 2026-10-30

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

Valuation Pricey Free-cash-flow yield is Good, but Price / book is Expensive.
TTM P/E 31.62 70th percentile Pricey
Price / book 4.67 81th percentile Expensive
Free-cash-flow yield (%) 4.27 64th percentile Good
US Stock Backtest in Python: Price-to-Book Ratio StrategyQuality Factor Investing: A US Quality Value Backtest
Quality Strong FCF margin, TTM is Top; ROE, TTM is Good.
ROE, TTM (%) 14.96 76th percentile Good
Operating margin, TTM (%) 27.64 81th percentile Top
FCF margin, TTM (%) 28.29 85th percentile Top
Quality Factor Investing: A US Quality Value Backtest
Growth Good All 2 indicators are Good.
Revenue growth, TTM YoY (%) 7.02 53th percentile Good
Diluted EPS growth, TTM YoY (%) 4.33 58th percentile Good
Momentum Good 60-day return is Top, but 240-day return is Average.
60-day return (%) 18.81 91th percentile Top
240-day return (%) -13.77 36th percentile Average
Momentum Trading Strategy: A 12-1 Momentum Backtest
Risk / liquidity Good 20-day dollar volume is Top, but 60-day annualized volatility is Average.
20-day dollar volume 173,584,316 91th percentile Top
60-day annualized volatility (%) 45.11 51th percentile Average
Factor Investing Explained: 10 Classic Factors in US Stocks

Thomson Reuters Corporation (TRI) today

1 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 Thomson Reuters Corporation to every stock like it

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

Screen stocks like Thomson Reuters Corporation

Thomson Reuters Corporation (TRI) peers and tracking

Watchlist

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Thomson Reuters Corporation (TRI) quant signal backtests

Signals active now

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

Top-quintile 6-month momentum

Active · now 83.11%

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
20 historical occurrences (since 2018-10-12)

Average forward return after Top-quintile 6-month momentum

20-day: Win 47.4%, Sample 19, Median -1.03%, Excess -1.42%, Beat mkt rate 57.9%

60-day: Win 44.4%, Sample 18, Median -1.48%, Excess -2.83%, Beat mkt rate 66.7%

120-day: Win 50%, Sample 18, Median -1.17%, Excess -7.89%, Beat mkt rate 38.9%

120 days after: historical avg -1.95%

20-day -2.07%
60-day -0.94%
120-day -1.95%
20-day
60-day
120-day
Win
47.4%
44.4%
50%
Sample
19
18
18
Median
-1.03%
-1.48%
-1.17%
Excess
-1.42%
-2.83%
-7.89%
Beat mkt rate
57.9%
66.7%
38.9%

Over 18 occurrences, 120-day forward avg declined 1.95%, lagged the market by 7.89 pts; win rate 50%.

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)
0-20 446+19.8% +17% 73.1% +9.6%
20-40 55+19.6% +13.2% 100% +3.9%
40-60 250+18.4% +22.4% 86.8% +1.7%
60-80 You are here424-8.9% -5.4% 48.8% -27%
80-100 243+8.1% +15.4% 84.8% -8.7%

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 31.62, placing it in the 60.5 own-history percentile, inside the 60-80 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
+7.4%
Win rate 68.1% Excess +0.4%
332d
Now
+8.3%
Win rate 73.6% Excess -0.2%
212d
+0.7%
Win rate 62.1% Excess -8.6%
401d
60-day momentum down
+13.5%
Win rate 91.5% Excess +5.7%
164d
+5.9%
Win rate 77.9% Excess -2.3%
258d
-8.3%
Win rate 49.7% Excess -12.3%
171d

Currently in “Middle × 60-day momentum up”: across 212 historical days, 120-day forward avg gained 8.3%, win rate 73.6%, lagged the market by 0.2%.

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.

52-week adjusted-price high

Pending

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

25 times historically; 60-day forward avg +0.83%, win rate 48%, beating the market by -2.86 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.

EPS surprise beat

Pending

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

PEAD: Post-Earnings Announcement Drift Backtest

28 times historically; 60-day forward avg +4.86%, win rate 74.1%, beating the market by +1.33 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.