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TRV The Travelers Companies, Inc.

Financial Services

398.80 +2.58 +0.65% Close 11/2
Since 2024-12-02 +55.2%
Open
398.20
High
400.12
Low
394.10
Prev close
396.22
Volume
1.3M
Amplitude
1.52%
P/E
10.4
P/B
2.8
Revenue YoY (TTM)
+1.1%
52W 264.25 407.87

Is The Travelers Companies, Inc. a buy? Fundamentals and valuation first

As of 2026-10-30

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

Valuation Fair Free-cash-flow yield is Top, but Price / book is Pricey.
TTM P/E 10.39 26th percentile Fair
Price / book 2.8 69th percentile Pricey
Free-cash-flow yield (%) 13.15 86th percentile Top
US Stock Backtest in Python: Price-to-Book Ratio StrategyQuality Factor Investing: A US Quality Value Backtest
Quality Strong ROE, TTM is Top; Operating margin, TTM is Good.
ROE, TTM (%) 28.74 87th percentile Top
Operating margin, TTM (%) 21.65 74th percentile Good
FCF margin, TTM (%) 21.82 79th 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 (%) 1.06 38th percentile Average
Diluted EPS growth, TTM YoY (%) 49.98 77th percentile Good
Momentum Strong 240-day return is Top; 60-day return is Good.
60-day return (%) 3 77th percentile Good
240-day return (%) 40.01 83th percentile Top
Momentum Trading Strategy: A 12-1 Momentum Backtest
Risk / liquidity Strong All 2 indicators are Top.
20-day dollar volume 548,116,216 97th percentile Top
60-day annualized volatility (%) 18.39 19th percentile Top
Factor Investing Explained: 10 Classic Factors in US Stocks

The Travelers Companies, Inc. (TRV) 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 The Travelers Companies, Inc. to every stock like it

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

Screen stocks like The Travelers Companies, Inc.

The Travelers Companies, Inc. (TRV) peers and tracking

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The Travelers Companies, Inc. (TRV) 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 84.04%

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
9 historical occurrences (since 2022-01-24)

Average forward return after Top-quintile 6-month momentum

20-day: Win 87.5%, Sample 8, Median +1.56%, Excess -0.7%, Beat mkt rate 25%

60-day: Win 71.4%, Sample 7, Median +1.91%, Excess -2.45%, Beat mkt rate 42.9%

120-day: Win 66.7%, Sample 6, Median +0.69%, Excess -4.7%, Beat mkt rate 33.3%

120 days after: historical avg -1.16%

20-day +1.76%
60-day +1.47%
120-day -1.16%
20-day
60-day
120-day
Win
87.5%
71.4%
66.7%
Sample
8
7
6
Median
+1.56%
+1.91%
+0.69%
Excess
-0.7%
-2.45%
-4.7%
Beat mkt rate
25%
42.9%
33.3%

Over 6 occurrences, 120-day forward avg declined 1.16%, lagged the market by 4.7 pts; win rate 66.7%.

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 You are here415+21.4% +15.1% 97.3% +12.5%
20-40 340+17.8% +17.8% 92.4% +7%
40-60 268+15.2% +16.4% 82.8% -3.7%
60-80 209+25.8% +24.1% 100% +4.9%
80-100 215+30.5% +31% 100% +6.3%

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 10.39, placing it in the 8.2 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
+10.1%
Win rate 86.4% Excess +7.1%
508d
+4.9%
Win rate 75.5% Excess -5.1%
335d
+12.1%
Win rate 89.4% Excess -0.9%
207d
60-day momentum down
+12.9%
Win rate 93.8% Excess +5.6%
273d
+11%
Win rate 68.1% Excess +0.9%
91d
+22.6%
Win rate 78.4% Excess +10%
153d

Currently in “Cheap (own-history bottom third) × 60-day momentum up”: across 508 historical days, 120-day forward avg gained 10.1%, win rate 86.4%, beat the market by 7.1%.

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.

30 times historically; 60-day forward avg +3.86%, win rate 58.6%, beating the market by +0.95 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 +3.76%, win rate 75%, beating the market by +1.48 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.