Chubb Limited
CB · Financial Services · · USDFahodi Score HOLD Long-term (Investment)
64
/ 100
Technical
100
Trend & RS
88
Momentum
63
Fundamental
66
Macro
24
Liquidity
64
| Component | Score | Weight |
|---|---|---|
| Technical | 100.0 | 10% |
| Trend & RS | 87.5 | 10% |
| Momentum | 63.4 | 5% |
| Fundamental | 65.9 | 40% |
| Macro | 23.6 | 15% |
| Liquidity | 63.6 | 20% |
Trade Setup
| Entry | 364.36 |
| Stop Loss | 350.57 (3.8%) |
| Target 1 (1:1) | 378.13 (+3.8%) |
| Target 2 (2:1) | 391.92 (+7.6%) |
| ATR(14) | 6.89 (1.9%) |
| Risk per Share | 13.78 |
| Reward:Risk | 2:1 |
ATR-based levels. Adjust for support/resistance zones.
Factor Profile
| Factor | Score | Z | Bar |
|---|---|---|---|
| Value | 77.4 | +1.10 | |
| Momentum | 63.4 | +0.54 | |
| Quality | 34.9 | -0.60 | |
| Composite | 58.6 | ||
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
3.81
—
Safe Zone
Distress <1.81Grey 1.81–2.99>2.99 Safe
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) | 35,887,873,996 |
| Terminal Value PV | 98,678,844,930 |
| Total Enterprise Value | 134,566,718,926 |
Assumptions
| Base FCF | 8,720,576,163 |
| 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
42.35%
Full Kelly
21.17%
Half Kelly
5.0%
Max Cap (Moderate)
Kelly inputs derived from quant score 64/100. Estimated win rate 59%, avg win 8.9%, avg loss 3.7%. 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
58.13
RSI(14)
6.9907
MACD
Relative Strength (RS) IMPROVING
68
/ 99
RS Rating
O'Neil filter: <80
| RS vs SPY | ↑ RISING (+9.9% vs SPY 3M) |
| RS vs Sector | INLINE (Financial Services) |
| RS New High | ✓ RS at 3-month high Institutional accumulation signal |
| Sector Outperformance | +0.1% (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 | 58.13 | NEUTRAL |
| Macd | 6.9907 | BULLISH |
| Ma Cross | 345.81 / 334.27 | GOLDEN CROSS |
| Trend Short | ABOVE SMA50 | |
| Trend Long | ABOVE SMA200 | |
| Bollinger | MIDDLE | |
| Volume | 0.02x | LOW |
Key Levels
| Level | Price |
|---|---|
| 52-Week High | 384.26 |
| Bollinger Upper | 374.88 |
| SMA(200) | 334.27 |
| SMA(50) | 345.81 |
| SMA(20) | 359.13 |
| Current Price | 371.63 |
| Bollinger Lower | 343.38 |
| 52-Week Low | 282.99 |
| ATR(14) | 6.89 |
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 |
|---|---|---|---|
| 2026-11-02 | Normal | 0.93x | Normal bar — no special VSA pattern |
| 2026-11-03 | Normal | 0.78x | Normal bar — no special VSA pattern |
| 2026-11-04 | Normal | 1.12x | Normal bar — no special VSA pattern |
| 2026-11-05 | Normal | 1.34x | Normal bar — no special VSA pattern |
| 2026-11-06 | No Supply | 0.02x | Low volume, narrow spread, firm close — no selling pressure |
Ichimoku Cloud BULLISH
| Line | Value | Status |
|---|---|---|
| Tenkan-sen (9) | 368.34 | Above Kijun |
| Kijun-sen (26) | 356.31 | Base line |
| Senkou A | 362.32 | Leading span A |
| Senkou B | 354.63 | Leading span B |
| Cloud | 354.63 – 362.32 | Bullish (Green) |
| Price vs Cloud | 364.36 | Above Cloud |
| Chikou Span | 330.89 | Bullish |
| Alignment Score | 4/4 | BULLISH |
TTM Squeeze & Divergences
TTM Squeeze
SQUEEZE OFF
No squeeze
Momentum:
BULLISH FADING
BB: 343.38 – 374.88 | KC: 348.61 – 369.64
Divergences (last 60 bars)
| Type | Indicator | Bars Ago | Strength |
|---|---|---|---|
| Regular Bearish | RSI | 12 |
Anchored VWAP
VWAP: 327.17
Anchor: 2025-11-06 (52w Low)
ABOVE AVWAP
+11.4%
Heikin-Ashi Trend
WEAKLY BEARISH
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)