Chubb Limited
CB · Financial Services · · USDFahodi Score BUY Mid-term (Position)
70
/ 100
Technical
100
Trend & RS
88
Momentum
67
Fundamental
56
Macro
24
Liquidity
64
| Component | Score | Weight |
|---|---|---|
| Technical | 100.0 | 20% |
| Trend & RS | 87.5 | 30% |
| Momentum | 67.3 | 15% |
| Fundamental | 55.6 | 10% |
| Macro | 23.6 | 20% |
| Liquidity | 63.6 | 5% |
Trade Setup
| Entry | 371.63 |
| Stop Loss | 358.19 (3.6%) |
| Target 1 (1:1) | 385.07 (+3.6%) |
| Target 2 (2:1) | 398.51 (+7.2%) |
| ATR(14) | 6.72 (1.8%) |
| Risk per Share | 13.44 |
| Reward:Risk | 2:1 |
ATR-based levels. Adjust for support/resistance zones.
Factor Profile
| Factor | Score | Z | Bar |
|---|---|---|---|
| Value | 83.5 | +1.34 | |
| Momentum | 67.3 | +0.69 | |
| Quality | 34.9 | -0.60 | |
| Composite | 61.9 | ||
Quality Scores
Piotroski F-Score
5
/9 —
Average
✓
✓
✗
✗
✓
✗
✓
✓
✗
1. Positive Net Income
2. Positive Roa
3. Positive Cfo
4. Quality Earnings
5. Lower Leverage
6. Higher Liquidity
7. No Dilution
8. Higher Gross Margin
9. Higher Asset Turnover
Altman Z-Score
Insufficient Data
Valuation vs Peers Undervalued
| Metric | Stock | Sector | vs Peers |
|---|---|---|---|
| P/E Ratio | 13.0 | 18.0 | -28% below |
| P/B Ratio | 1.9 | 2.5 | Below |
| Dividend Yield | 1.1% | 2.0% | Below avg |
Comparing against Financial Services median multiples.
Trading at a discount to sector peers — potential value opportunity.
Intrinsic Value (DCF) Fairly Valued
Intrinsic Value
352.20
vs
Market Price
371.63
Upside
-5.2%
| Margin of Safety | -5.5% |
| Stage 1 PV (5yr FCF) | 35,887,873,633 |
| Terminal Value PV | 98,678,843,936 |
| Total Enterprise Value | 134,566,717,569 |
Assumptions
| Base FCF | 8,720,576,075 |
| Growth Rate (5yr) | 2.0% |
| Terminal Growth | 2.5% |
| Discount Rate (WACC) | 9.0% |
2-stage DCF: 5yr projected FCF + Gordon Growth terminal value. Estimates only — adjust growth and WACC for your own assumptions.
Position Sizing — Kelly Criterion
4.6%
Recommended Size
45.62%
Full Kelly
22.81%
Half Kelly
5.0%
Max Cap (Moderate)
Kelly inputs derived from quant score 70/100. Estimated win rate 61%, avg win 9.2%, avg loss 3.6%. Position was capped at the moderate risk maximum. This is analytical output, not a recommendation to trade.
RECOVERY
Regime: RECOVERY (40% confidence) — position size reduced 8%
Signal Summary STRONG BUY
4
Bullish Signals
0
Bearish Signals
67.13
RSI(14)
7.4651
MACD
Relative Strength (RS) IMPROVING
68
/ 99
RS Rating
O'Neil filter: <80
| RS vs SPY | ↑ RISING (+11.4% vs SPY 3M) |
| RS vs Sector | INLINE (Financial Services) |
| RS New High | ✓ RS at 3-month high Institutional accumulation signal |
| Sector Outperformance | +0.6% (3M) |
RS Line — stock / SPY (90 bars)
← older
newer →
RS vs SPY
50-day SMA of RS
IMPROVING:
Gaining momentum — the stock is starting to outperform the market. Watch for RS new high confirmation.
Technical Indicators
| Indicator | Value | Signal |
|---|---|---|
| Rsi | 67.13 | NEUTRAL |
| Macd | 7.4651 | BULLISH |
| Ma Cross | 345.27 / 333.94 | GOLDEN CROSS |
| Trend Short | ABOVE SMA50 | |
| Trend Long | ABOVE SMA200 | |
| Bollinger | MIDDLE | |
| Volume | 1.3x | NORMAL |
Key Levels
| Level | Price |
|---|---|
| 52-Week High | 384.26 |
| Bollinger Upper | 375.41 |
| SMA(200) | 333.94 |
| SMA(50) | 345.27 |
| SMA(20) | 357.97 |
| Current Price | 371.63 |
| Bollinger Lower | 340.53 |
| 52-Week Low | 282.99 |
| ATR(14) | 6.72 |
Advanced Technical Analysis
Click to expand
Wyckoff Phase & Volume Spread Analysis
Wyckoff Phase
Insufficient data for Wyckoff analysis.
Volume Spread Analysis (last 5 bars)
| Date | Signal | Vol | Description |
|---|---|---|---|
| 2026-10-30 | Normal | 1.03x | Normal bar — no special VSA pattern |
| 2026-11-02 | Normal | 0.9x | Normal bar — no special VSA pattern |
| 2026-11-03 | Normal | 0.76x | Normal bar — no special VSA pattern |
| 2026-11-04 | Normal | 1.09x | Normal bar — no special VSA pattern |
| 2026-11-05 | Normal | 1.3x | Normal bar — no special VSA pattern |
Ichimoku Cloud BULLISH
| Line | Value | Status |
|---|---|---|
| Tenkan-sen (9) | 368.34 | Above Kijun |
| Kijun-sen (26) | 354.63 | Base line |
| Senkou A | 361.49 | Leading span A |
| Senkou B | 354.63 | Leading span B |
| Cloud | 354.63 – 361.49 | Bullish (Green) |
| Price vs Cloud | 371.63 | Above Cloud |
| Chikou Span | 331.30 | Bullish |
| Alignment Score | 4/4 | BULLISH |
TTM Squeeze & Divergences
TTM Squeeze
SQUEEZE OFF
No squeeze
Momentum:
BULLISH FADING
BB: 340.53 – 375.41 | KC: 347.8 – 368.14
Divergences (last 60 bars)
| Type | Indicator | Bars Ago | Strength |
|---|---|---|---|
| Regular Bearish | RSI | 11 |
Anchored VWAP
VWAP: 327.16
Anchor: 2025-11-06 (52w Low)
ABOVE AVWAP
+13.6%
Heikin-Ashi Trend
BULLISH
Full data via /api/advanced/CB
Valuation
| Metric | Value |
|---|---|
| Market Cap | 141.99B |
| P/E (TTM) | 13.03 |
| Forward P/E | N/A |
| P/B | 1.94 |
| EPS | 28.53 |
Financial Health
| Metric | Value |
|---|---|
| Revenue Growth | 0.3% |
| Profit Margin | 18.1% |
| ROE | 14.2% |
| Debt/Equity | 32.95 |
| Current Ratio | 0.40 |
| Dividend Yield | 1.1% |
| Payout Ratio | N/A |
| Beta | 0.29 |
Trading Data
371.63
Open
371.63
Day High
371.63
Day Low
2.06M
Volume (1.3x avg)
Price Chart (90 Days)
Candlesticks (green=up, red=down)
SMA 20
SMA 50
Bollinger Bands (upper/lower)
Volume (green=buying, red=selling)