The Travelers Companies, Inc.
TRV · Financial Services · · USDFahodi Score BUY Short-term (Swing)
71
/ 100
Technical
75
Trend & RS
94
Momentum
77
Fundamental (0%)
78
Macro
24
Liquidity
64
| Component | Score | Weight |
|---|---|---|
| Technical | 75.0 | 40% |
| Trend & RS | 93.5 | 20% |
| Momentum | 76.9 | 20% |
| Fundamental | 77.8 | 0% |
| Macro | 23.8 | 15% |
| Liquidity | 64.5 | 5% |
Trade Setup
| Entry | 395.55 |
| Stop Loss | 377.69 (4.5%) |
| Target 1 (1:1) | 413.41 (+4.5%) |
| Target 2 (2:1) | 431.27 (+9.0%) |
| ATR(14) | 8.93 (2.3%) |
| Risk per Share | 17.86 |
| Reward:Risk | 2:1 |
ATR-based levels. Adjust for support/resistance zones.
Factor Profile
| Factor | Score | Z | Bar |
|---|---|---|---|
| Value | 81.1 | +1.24 | |
| Momentum | 76.9 | +1.07 | |
| Quality | 43.0 | -0.28 | |
| Composite | 67.0 | ||
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
5.91
—
Safe Zone
Distress <1.81Grey 1.81–2.99>2.99 Safe
Valuation vs Peers Fair Value
| Metric | Stock | Sector | vs Peers |
|---|---|---|---|
| P/E Ratio | 10.6 | 18.0 | -41% below |
| P/B Ratio | 2.9 | 2.5 | Above |
| Dividend Yield | 1.2% | 2.0% | Below avg |
Comparing against Financial Services median multiples.
Intrinsic Value (DCF) Undervalued
Intrinsic Value
469.47
vs
Market Price
402.89
Upside
+16.5%
| Margin of Safety | +14.2% |
| Stage 1 PV (5yr FCF) | 25,654,338,618 |
| Terminal Value PV | 70,540,275,042 |
| Total Enterprise Value | 96,194,613,660 |
Assumptions
| Base FCF | 6,233,877,600 |
| 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
46.28%
Full Kelly
23.14%
Half Kelly
5.0%
Max Cap (Moderate)
Kelly inputs derived from quant score 71/100. Estimated win rate 61%, avg win 9.3%, 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
3
Bullish Signals
1
Bearish Signals
55.13
RSI(14)
7.4137
MACD
Relative Strength (RS) IMPROVING
83
/ 99
RS Rating
✓ O'Neil PASS (≥80)
| RS vs SPY | ↑ RISING (+10.6% vs SPY 3M) |
| RS vs Sector | INLINE (Financial Services) |
| RS New High | Near 3-month high 2d since high |
| Sector Outperformance | +0.8% (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 | 55.13 | NEUTRAL |
| Macd | 7.4137 | BEARISH |
| Ma Cross | 377.53 / 331.44 | GOLDEN CROSS |
| Trend Short | ABOVE SMA50 | |
| Trend Long | ABOVE SMA200 | |
| Bollinger | MIDDLE | |
| Volume | 0.03x | LOW |
Key Levels
| Level | Price |
|---|---|
| 52-Week High | 418.00 |
| Bollinger Upper | 413.71 |
| SMA(200) | 331.44 |
| SMA(50) | 377.53 |
| SMA(20) | 393.38 |
| Current Price | 402.89 |
| Bollinger Lower | 373.05 |
| 52-Week Low | 268.00 |
| ATR(14) | 8.93 |
Advanced Technical Analysis
Click to expand
Wyckoff Phase & Volume Spread Analysis
Wyckoff Phase
DISTRIBUTION A
Confidence
100%
Buying Climax
Acc: 0.0 |
Dist: 2.0 |
Markup: 0.0 |
Markdown: 0.0
Volume Spread Analysis (last 5 bars)
| Date | Signal | Vol | Description |
|---|---|---|---|
| 2026-11-02 | Normal | 0.87x | Normal bar — no special VSA pattern |
| 2026-11-03 | Normal | 1.06x | Normal bar — no special VSA pattern |
| 2026-11-04 | Normal | 1.23x | Normal bar — no special VSA pattern |
| 2026-11-05 | Normal | 1.35x | Normal bar — no special VSA pattern |
| 2026-11-06 | Normal | 0.03x | Normal bar — no special VSA pattern |
Ichimoku Cloud NEUTRAL
| Line | Value | Status |
|---|---|---|
| Tenkan-sen (9) | 403.82 | Above Kijun |
| Kijun-sen (26) | 387.54 | Base line |
| Senkou A | 395.68 | Leading span A |
| Senkou B | 385.89 | Leading span B |
| Cloud | 385.89 – 395.68 | Bullish (Green) |
| Price vs Cloud | 395.55 | Inside Cloud |
| Chikou Span | 360.38 | Bullish |
| Alignment Score | 3/4 | NEUTRAL |
TTM Squeeze & Divergences
TTM Squeeze
SQUEEZE OFF
No squeeze
Momentum:
BULLISH FADING
BB: 373.05 – 413.71 | KC: 379.58 – 407.18
Divergences (last 60 bars)
No significant divergences detected in the last 60 bars.
Anchored VWAP
VWAP: 330.61
Anchor: 2026-01-20 (52w Low)
ABOVE AVWAP
+19.6%
Heikin-Ashi Trend
WEAKLY BEARISH
Full data via /api/advanced/TRV
Valuation
| Metric | Value |
|---|---|
| Market Cap | 82.55B |
| P/E (TTM) | 10.59 |
| Forward P/E | N/A |
| P/B | 2.85 |
| EPS | 38.03 |
Financial Health
| Metric | Value |
|---|---|
| Revenue Growth | -0.5% |
| Profit Margin | 17.0% |
| ROE | 27.5% |
| Debt/Equity | 33.84 |
| Current Ratio | 0.33 |
| Dividend Yield | 1.2% |
| Payout Ratio | N/A |
| Beta | 0.40 |
Trading Data
402.89
Open
402.89
Day High
402.89
Day Low
2.08M
Volume (1.4x avg)
Price Chart (90 Days)
Candlesticks (green=up, red=down)
SMA 20
SMA 50
Bollinger Bands (upper/lower)
Volume (green=buying, red=selling)