Chubb Limited (CB)
Quantitative Summary
DeterministicAt 11.0x earnings — a 43% discount to the sector average of 19.2x — CB is in the lower valuation range. Financial health is average: Piotroski 6/9, Altman Z 1.1.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
Algorithmic Teardown
AI-GeneratedChubb Limited presents a complex fundamental profile characterized by robust profitability metrics that contrast sharply with capital efficiency concerns. The company generates an impressive net margin of 17.2%, driving a DuPont ROE of 12.9% primarily through high leverage (Equity Multiplier of 3.41x) rather than superior asset turnover or operational scaling, which sits at only 0.22x. This capital structure results in a negative ROIC-WACC spread of -3.5%, indicating that the firm is currently destroying value relative to its cost of capital despite strong earnings quality suggested by the Piotroski F-Score of 6/9. However, solvency risks are elevated as indicated by an Altman Z-Score of 1.1, signaling potential distress territory when viewed alongside the net selling pressure from insiders totaling over $24 million in the last ninety days.
From a valuation perspective, Chubb trades at a significant discount to its peers and historical norms, with a current P/E ratio of 12.8x versus a sector average of 18.4x. This compression suggests the market is pricing in substantial downside risk or anticipating a deterioration in future cash flows that contradicts the company's demonstrated profitability factor (RMW) alpha of 0.215. While the Fama-French model identifies positive exposure to value and robust profitability, generating an annual alpha of 4.39%, the low Altman score and negative spread imply that fundamental risks may not be fully captured by standard growth factors alone. The divergence between high margins and capital destruction creates a valuation gap where current multiples appear cheap only if leverage is reduced or asset efficiency improves significantly in future periods.
The risk-reward dynamic hinges on whether management can address the -3.5% value spread without compromising its high-margin business model. Insider selling of approximately $24.9 million over three months adds weight to concerns regarding near-term capital allocation, potentially offsetting the benefits derived from a strong profitability factor score. Investors must weigh the attractive entry valuation against the dual threats of elevated insolvency risk and inefficient capital deployment; if the negative spread persists, even high margins may fail to generate shareholder value growth.
Generated by LLM from quantitative data inputs. May contain inaccuracies. Not investment advice.
Valuation Context
Currently trading 4% above its 5-year average P/E of 12.3x.
Price Chart with Moving Averages
Technical Setup
AI GeneratedChubb Limited is currently trading at $328.38 within the Financial Services sector, presenting a scenario where price action relative to moving averages and momentum indicators warrants close observation for trend confirmation. Although specific numerical values for the moving average lines are not provided in the immediate dataset, the current market level serves as a critical pivot point; if this price sustains itself above key short-term and long-term averages, it would historically signal an established uptrend with potential continuation strength. Conversely, any sustained breach below these dynamic support levels could indicate shifting momentum toward consolidation or a downward correction phase. The Relative Strength Index (RSI) acts as a vital gauge for the stock's immediate velocity without requiring external numerical inputs here to make definitive calls on overbought or oversold conditions. In isolation, the current price of $328.38 suggests that market participants are actively engaging with the asset, but determining whether short-term momentum is accelerating into exhaustion or gaining fresh thrust depends entirely on how this level interacts with recent volatility patterns. Traders analyzing this setup must weigh whether the prevailing trend remains intact above established benchmarks or if corrective forces might soon dominate the price trajectory based on future candle formations relative to these technical thresholds.
Quant Health Deep Dive
Profitability & Value Creation
DuPont Analysis — ROE Decomposition
Breaking down Return on Equity to see how the company generates its ROE — efficiency, margins, or leverage.
Balance Sheet Health
Insider Activity (Last 90 Days)
Open-market buys vs sells by company insiders. Source: yfinance.
Earnings Surprise History
EPS estimates vs actuals for the most recent reported quarters. Source: yfinance.
Dividend History
| Date | Amount | Change |
|---|---|---|
| 2026-03-13 | $0.9700 | 0.0% |
| 2025-06-13 | $0.9700 | +6.6% |
| 2025-03-14 | $0.9100 | 0.0% |
| 2024-12-13 | $0.9100 | 0.0% |
| 2024-09-13 | $0.9100 | 0.0% |
| 2024-06-14 | $0.9100 | +5.8% |
| 2024-03-14 | $0.8600 | 0.0% |
| 2023-12-14 | $0.8600 | 0.0% |
| 2023-09-14 | $0.8600 | 0.0% |
| 2023-06-15 | $0.8600 | +3.6% |
| 2023-03-16 | $0.8300 | 0.0% |
| 2022-12-15 | $0.8300 | 0.0% |
Dividend and split data from SEC filings and market data. Amounts are per share, not adjusted for splits. Source: yfinance.
Risk Profile
Sharpe = risk-adjusted return (higher is better). Max drawdown = largest peak-to-trough decline. 1,200+ trading days.
Underwater (Drawdown from Peak)
How far below the all-time high the price has been over time. Deeper = more pain for holders.
Rolling 60-Day Beta vs S&P 500 (VOO)
How the stock's sensitivity to market moves changes over time. β > 1 = more volatile than the market.
Fama-French 5-Factor Exposure
Academic factor model decomposition — what's really driving this stock's returns.
Fama-French 5-Factor Model. Data: Kenneth French Data Library. Regression over 3 years of daily returns.
Fundamentals
Passive Flow Attribution
ETF Draft EffectWhen investors buy or sell ETFs like KIE or XLF, the fund manager is mechanically forced to buy or sell CB shares regardless of Chubb Limited's individual fundamentals. We estimate $11.8B of passive capital is structurally linked to CB through 8 tracked ETFs. This substantial passive exposure means that ETF inflows and outflows — not company fundamentals — can dominate daily volume on this stock.
Passive exposure = Σ (ETF AUM × stock weight in ETF) across 8 tracked ETFs. Actual passive ownership is larger (includes mutual funds). Not investment advice.
ETF Contagion Visualizer
Simulate a price drop in Chubb Limited to visualize passive redemption contagion across ETFs and collateral stocks.
If Chubb Limited (CB) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies BERKSHIRE HATHAWAY INC CL B (BRK.B) as the most exposed collateral stock, sharing 1 ETFs with CB. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 23 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
CB Ownership Dynamics
Passive funds hold 1 in every 10 CB shares, reducing daily market volatility.
Chubb Limited (CB) exerts measurable gravity on the passive index market, currently representing 1.8% of the KIE (KIE) and 1.6% of the State Street Financial Select Sector SPDR ETF (XLF). Across 22 tracked ETFs, approximately 37M shares (9.6% of float) are held by passive funds and rarely trade on the open market. As passive ownership grows, index inclusion changes may increasingly drive price discovery.
ETFs with Highest CB Exposure
Float lock-up computed from 22 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
CB Institutional Volume Profile
252-day volume distribution by price level. The Point of Control (POC) marks — the price where the most institutional volume transacted — an implicit support/resistance floor.
The highest-volume price zone for Chubb Limited over the past year sits near $274.30 (11% of 252-day volume). The current price of $312.27 trades 13.8% above this institutional floor — a sign of upside momentum, though a pullback to the POC zone is a common reversion target.
Volume Profile computed from 252 trading days of OHLCV data. Volume allocated to price bins proportionally based on daily high-low range. Not investment advice.
Fails-to-Deliver (FTD) History
SEC-reported settlement failures. Elevated FTDs can indicate high short-selling pressure, operational settlement issues, or naked shorting activity.
| Date | Failed Shares | Close Price | Notional Value |
|---|---|---|---|
| 2026-04-20 | 85 | $330.83 | $28,120.55 |
| 2026-04-15 | 3 | $325.74 | $977.22 |
| 2026-04-14 | 7,138 | $329.98 | $2.4M |
| 2026-04-09 | 60 | $332.64 | $19,958.4 |
| 2026-04-08 | 2 | $327.40 | $654.8 |
| 2026-03-31 | 9,041 | $325.35 | $2.9M |
| 2026-03-27 | 138 | $324.31 | $44,754.78 |
| 2026-03-25 | 37 | $325.61 | $12,047.57 |
| 2026-03-18 | 269 | $330.87 | $89,004.03 |
| 2026-03-03 | 3,658 | $342.76 | $1.3M |
| 2026-02-26 | 2,031 | $334.54 | $679,450.74 |
| 2026-02-23 | 230 | $331.62 | $76,272.6 |
| 2026-02-18 | 1 | $331.89 | $331.89 |
| 2026-02-04 | 12 | $313.38 | $3,760.56 |
| 2026-01-21 | 21,982 | $301.06 | $6.6M |
| 2026-01-16 | 2 | $301.11 | $602.22 |
| 2026-01-14 | 77 | $300.69 | $23,153.13 |
| 2026-01-13 | 5 | $306.62 | $1,533.1 |
| 2026-01-12 | 26 | $306.81 | $7,977.06 |
| 2026-01-09 | 37 | $313.00 | $11,581 |
| 2025-12-22 | 3 | $310.60 | $931.8 |
| 2025-12-18 | 522 | $312.96 | $163,365.12 |
| 2025-12-11 | 22 | $296.54 | $6,523.88 |
| 2025-11-24 | 200 | $298.29 | $59,658 |
| 2025-11-21 | 9 | $296.32 | $2,666.88 |
| 2025-11-20 | 7 | $293.96 | $2,057.72 |
| 2025-11-19 | 1 | $296.57 | $296.57 |
| 2025-10-30 | 88 | $278.00 | $24,464 |
| 2025-10-22 | 19 | $269.26 | $5,115.94 |
| 2025-10-15 | 5 | $284.63 | $1,423.15 |
Source: SEC Regulation SHO FTD data. Data is reported with a ~30 day delay. High FTD quantities relative to average daily volume may indicate settlement stress.
Price Correlations
Statistical correlation of daily returns with other stocks. High correlations indicate stocks that move together; negative correlations can offer diversification.
| Peer | 252-Day (1Y) | 126-Day (6M) | Direction |
|---|---|---|---|
| WTGXX | NaN | NaN | |
| ACGL | 0.718 | 0.706 | High co-movement |
| TRV | 0.716 | 0.674 | High co-movement |
| HIG | 0.713 | 0.677 | High co-movement |
| WRB | 0.668 | 0.613 | Moderate |
| L | 0.657 | 0.634 | Moderate |
| ALL | 0.640 | 0.600 | Moderate |
| CINF | 0.629 | 0.590 | Moderate |
| MMC | 0.619 | 0.520 | Moderate |
| AFL | 0.591 | 0.530 | Moderate |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare CB to Peers
Quant metrics computed deterministically from financial statements and price data. Updated: 2026-06-02.
SecuritiesDB provides programmatic data aggregation for informational purposes only. None of the metrics, summaries, or algorithmic flags constitute a recommendation to buy or sell any security.