Chubb Stock Z Score

CB Stock

USD 252.97 0.19 0.08%

Altman Z Score is one of the simplest fundamental models to determine how likely your company is to fail. The module uses available fundamental data of a given equity to approximate the Altman Z score. Altman Z Score is determined by evaluating five fundamental price points available from the company's current public disclosure documents. Check out Chubb Piotroski F Score and Chubb Valuation analysis.

For information on how to trade Chubb Stock refer to our How to Trade Chubb Stock guide.

At present, Chubb's Capital Surpluse is projected to increase significantly based on the last few years of reporting. The current year's Net Invested Capital is expected to grow to about 74.1 B, whereas Capital Stock is forecasted to decline to about 228.9 M. At present, Chubb's Interest Expense is projected to increase significantly based on the last few years of reporting. The current year's Selling General Administrative is expected to grow to about 4.2 B, whereas Other Operating Expenses is projected to grow to (38.6 B).

Chubb Company Z Score Analysis

Chubb's Z-Score is a simple linear, multi-factor model that measures the financial health and economic stability of a company. The score is used to predict the probability of a firm going into bankruptcy within next 24 months or two fiscal years from the day stated on the accounting statements used to calculate it. The model uses five fundamental business ratios that are weighted according to algorithm of Professor Edward Altman who developed it in the late 1960s at New York University..

Z Score

Sum Of

5 Factors

More About Z Score | All Equity Analysis

First Factor

1.2 * (

Working Capital

/

Total Assets )

Second Factor

1.4 * (

Retained Earnings

/

Total Assets )

Thrid Factor

3.3 * (

EBITAD

/

Total Assets )

Fouth Factor

0.6 * (

Market Value of Equity

/

Total Liabilities )

Fifth Factor

0.99 * (

Revenue

/

Total Assets )

Chubb Z Score Driver Correlations

Understanding the fundamental principles of building solid financial models for Chubb is extremely important. It helps to project a fair market value of Chubb Stock properly, considering its historical fundamentals such as Z Score. Since Chubb's main accounts across its financial reports are all linked and dependent on each other, it is essential to analyze all possible correlations between related accounts. However, instead of reviewing all of Chubb's historical financial statements, investors can examine the correlated drivers to determine its overall health. This can be effectively done using a conventional correlation matrix of Chubb's interrelated accounts and indicators.

	Total Assets	Total Stockholder Equity	Retained Earnings	Total Liab	Net Receivables	Total Current Assets	Net Debt	Accounts Payable	Good Will	Short Term Investments	Common Stock	Short Term Debt	Long Term Debt	Intangible Assets	Treasury Stock	Net Tangible Assets	Long Term Debt Total	Capital Surpluse	Long Term Investments	Property Plant Equipment	Current Deferred Revenue	Short Long Term Debt	Net Invested Capital	Capital Stock
Total Assets		0.99	0.94	1.0	0.96	0.25	0.98	0.73	0.91	0.46	0.13	-0.06	0.82	0.32	-0.83	0.83	0.86	0.56	0.91	0.8	0.74	-0.8	0.36	0.1
Total Stockholder Equity	0.99		0.91	0.98	0.94	0.19	0.98	0.73	0.91	0.49	0.09	-0.08	0.82	0.33	-0.8	0.87	0.86	0.62	0.91	0.74	0.71	-0.81	0.45	0.0
Retained Earnings	0.94	0.91		0.94	0.94	0.05	0.95	0.59	0.84	0.26	-0.07	0.05	0.74	0.23	-0.9	0.8	0.84	0.37	0.88	0.89	0.86	-0.71	0.42	0.11
Total Liab	1.0	0.98	0.94		0.95	0.28	0.97	0.74	0.9	0.47	0.16	-0.06	0.82	0.32	-0.83	0.81	0.86	0.54	0.9	0.81	0.73	-0.79	0.31	0.16
Net Receivables	0.96	0.94	0.94	0.95		0.24	0.94	0.68	0.86	0.42	0.15	0.03	0.74	0.34	-0.79	0.73	0.81	0.48	0.88	0.83	0.7	-0.72	0.33	0.09
Total Current Assets	0.25	0.19	0.05	0.28	0.24		0.17	0.42	0.3	0.42	0.93	-0.09	0.26	0.49	0.05	-0.17	0.16	0.41	0.12	0.19	-0.35	-0.22	-0.66	0.49
Net Debt	0.98	0.98	0.95	0.97	0.94	0.17		0.68	0.94	0.41	0.05	0.02	0.83	0.28	-0.83	0.82	0.9	0.61	0.92	0.83	0.75	-0.79	0.44	0.01
Accounts Payable	0.73	0.73	0.59	0.74	0.68	0.42	0.68		0.61	0.92	0.51	-0.21	0.87	0.32	-0.68	0.7	0.75	0.54	0.77	0.35	0.41	-0.69	0.0	0.45
Good Will	0.91	0.91	0.84	0.9	0.86	0.3	0.94	0.61		0.38	0.17	-0.17	0.79	0.25	-0.67	0.69	0.85	0.77	0.87	0.79	0.6	-0.87	0.32	0.03
Short Term Investments	0.46	0.49	0.26	0.47	0.42	0.42	0.41	0.92	0.38		0.59	-0.27	0.71	0.25	-0.4	0.5	0.53	0.52	0.56	0.01	0.1	-0.52	-0.1	0.39
Common Stock	0.13	0.09	-0.07	0.16	0.15	0.93	0.05	0.51	0.17	0.59		-0.19	0.29	0.46	0.09	-0.18	0.15	0.38	0.12	0.02	-0.41	-0.2	-0.74	0.59
Short Term Debt	-0.06	-0.08	0.05	-0.06	0.03	-0.09	0.02	-0.21	-0.17	-0.27	-0.19		-0.07	-0.12	0.0	-0.16	0.0	-0.38	-0.14	0.15	-0.02	0.55	0.14	-0.25
Long Term Debt	0.82	0.82	0.74	0.82	0.74	0.26	0.83	0.87	0.79	0.71	0.29	-0.07		0.3	-0.77	0.8	0.97	0.63	0.93	0.59	0.57	-0.78	0.2	0.28
Intangible Assets	0.32	0.33	0.23	0.32	0.34	0.49	0.28	0.32	0.25	0.25	0.46	-0.12	0.3		-0.13	0.18	0.29	0.42	0.33	0.29	-0.1	-0.36	-0.13	0.03
Treasury Stock	-0.83	-0.8	-0.9	-0.83	-0.79	0.05	-0.83	-0.68	-0.67	-0.4	0.09	0.0	-0.77	-0.13		-0.85	-0.81	-0.26	-0.84	-0.68	-0.84	0.64	-0.41	-0.2
Net Tangible Assets	0.83	0.87	0.8	0.81	0.73	-0.17	0.82	0.7	0.69	0.5	-0.18	-0.16	0.8	0.18	-0.85		0.82	0.45	0.87	0.5	0.78	-0.75	0.63	-0.05
Long Term Debt Total	0.86	0.86	0.84	0.86	0.81	0.16	0.9	0.75	0.85	0.53	0.15	0.0	0.97	0.29	-0.81	0.82		0.6	0.96	0.73	0.68	-0.79	0.3	0.17
Capital Surpluse	0.56	0.62	0.37	0.54	0.48	0.41	0.61	0.54	0.77	0.52	0.38	-0.38	0.63	0.42	-0.26	0.45	0.6		0.62	0.35	0.1	-0.79	0.16	-0.1
Long Term Investments	0.91	0.91	0.88	0.9	0.88	0.12	0.92	0.77	0.87	0.56	0.12	-0.14	0.93	0.33	-0.84	0.87	0.96	0.62		0.72	0.72	-0.87	0.37	0.12
Property Plant Equipment	0.8	0.74	0.89	0.81	0.83	0.19	0.83	0.35	0.79	0.01	0.02	0.15	0.59	0.29	-0.68	0.5	0.73	0.35	0.72		0.72	-0.6	0.18	0.15
Current Deferred Revenue	0.74	0.71	0.86	0.73	0.7	-0.35	0.75	0.41	0.6	0.1	-0.41	-0.02	0.57	-0.1	-0.84	0.78	0.68	0.1	0.72	0.72		-0.58	0.51	0.12
Short Long Term Debt	-0.8	-0.81	-0.71	-0.79	-0.72	-0.22	-0.79	-0.69	-0.87	-0.52	-0.2	0.55	-0.78	-0.36	0.64	-0.75	-0.79	-0.79	-0.87	-0.6	-0.58		-0.24	-0.17
Net Invested Capital	0.36	0.45	0.42	0.31	0.33	-0.66	0.44	0.0	0.32	-0.1	-0.74	0.14	0.2	-0.13	-0.41	0.63	0.3	0.16	0.37	0.18	0.51	-0.24		-0.75
Capital Stock	0.1	0.0	0.11	0.16	0.09	0.49	0.01	0.45	0.03	0.39	0.59	-0.25	0.28	0.03	-0.2	-0.05	0.17	-0.1	0.12	0.15	0.12	-0.17	-0.75

Click cells to compare fundamentals

To calculate a Z-Score, one would need to know a company's current working capital, its total assets and liabilities, and the amount of its latest earnings as well as earnings before interest and tax. Z-Scores can be used to compare the odds of bankruptcy of companies in a similar line of business or firms operating in the same industry. Companies with Z-Scores above 3.1 are generally considered to be stable and healthy with a low probability of bankruptcy. Scores that fall between 1.8 and 3.1 lie in a so-called 'grey area,' with scores of less than 1 indicating the highest probability of distress. Z Score is a used widely measure by financial auditors, accountants, money managers, loan processors, wealth advisers, and day traders. In the last 25 years, many financial models that utilize z-scores proved it to be successful as a predictor of corporate bankruptcy.

Competition

Predict Chubb

In accordance with the company's disclosures, Chubb has a Z Score of 0.0. This is 100.0% lower than that of the Insurance sector and about the same as Financials (which currently averages 0.0) industry. The z score for all United States stocks is 100.0% higher than that of the company.

Chubb Current Valuation Drivers

We derive many important indicators used in calculating different scores of Chubb from analyzing Chubb's financial statements. These drivers represent accounts that assess Chubb's ability to generate profits relative to its revenue, operating costs, and shareholders' equity. Below are some of Chubb's important valuation drivers and their relationship over time.

	2019	2020	2021	2022	2023	2024 (projected)
Market Cap	71.0B	69.5B	85.1B	92.6B	83.3B	87.5B
Enterprise Value	84.3B	82.7B	99.6B	105.5B	94.9B	99.7B

Chubb ESG Sustainability

Some studies have found that companies with high sustainability scores are getting higher valuations than competitors with lower social-engagement activities. While most ESG disclosures are voluntary and do not directly affect the long term financial condition, Chubb's sustainability indicators can be used to identify proper investment strategies using environmental, social, and governance scores that are crucial to Chubb's managers, analysts, and investors.

Environmental

Governance

Social

Chubb Institutional Holders

Institutional Holdings refers to the ownership stake in Chubb that is held by large financial organizations, pension funds or endowments. Institutions may purchase large blocks of Chubb's outstanding shares and can exert considerable influence upon its management. Institutional holders may also work to push the share price higher once they own the stock. Extensive social media coverage, TV shows, articles in high-profile magazines, and presentations at investor conferences help move the stock higher, increasing Chubb's value.

		Shares
Wells Fargo & Co	2023-12-31	6 M
Ameriprise Financial Inc	2023-12-31	5.4 M
Capital Research Global Investors	2023-12-31	4.6 M
Bank Of America Corp	2023-12-31	4.3 M
Norges Bank	2023-12-31	4.2 M
Morgan Stanley - Brokerage Accounts	2023-12-31	4.2 M
Northern Trust Corp	2023-12-31	4 M
Legal & General Group Plc	2023-12-31	3.6 M
Goldman Sachs Group Inc	2023-12-31	3.3 M
Vanguard Group Inc	2023-12-31	38.9 M
Blackrock Inc	2023-12-31	29.5 M

Chubb Fundamentals

	Return On Equity	0.16
	Return On Asset	0.0293
	Profit Margin	0.18 %
	Operating Margin	0.21 %
	Current Valuation	120.37 B
	Shares Outstanding	406.06 M
	Shares Owned By Insiders	0.62 %
	Shares Owned By Institutions	86.02 %
	Number Of Shares Shorted	2.74 M
	Price To Earning	15.30 X
	Price To Book	1.68 X
	Price To Sales	2.01 X
	Revenue	50 B
	Gross Profit	10.63 B
	EBITDA	91 M
	Net Income	9.03 B
	Cash And Equivalents	6.66 B
	Cash Per Share	16.05 X
	Total Debt	18.47 B
	Debt To Equity	0.43 %
	Current Ratio	0.37 X
	Book Value Per Share	149.09 X
	Cash Flow From Operations	13.8 B
	Short Ratio	1.67 X
	Earnings Per Share	22.49 X
	Price To Earnings To Growth	3.53 X
	Target Price	270.1
	Number Of Employees	40 K
	Beta	0.63
	Market Capitalization	102.72 B
	Total Asset	207.23 B
	Retained Earnings	54.81 B
	Annual Yield	0.01 %
	Five Year Return	1.99 %
	Net Asset	207.23 B
	Last Dividend Paid	3.44

About Chubb Fundamental Analysis

The Macroaxis Fundamental Analysis modules help investors analyze Chubb's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Chubb using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Chubb based on its fundamental data. In general, a quantitative approach, as applied to this company, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.

Please read more on our fundamental analysis page.

Pair Trading with Chubb

One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Chubb position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Chubb will appreciate offsetting losses from the drop in the long position's value.

Moving together with Chubb Stock

0.61

Loews Corp

Pair Corr

The ability to find closely correlated positions to Chubb could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Chubb when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Chubb - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Chubb to buy it.

The correlation of Chubb is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Chubb moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Chubb moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.

Correlation analysis and pair trading evaluation for Chubb can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.

Pair Correlation Correlation Matching

When determining whether Chubb offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Chubb's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Chubb Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Chubb Stock:

How To Invest In Chubb

Details

Is Chubb Stock a good investment?

Details

What is Chubb's Net Worth?

Details

Largest Insurance - Property & Casualty Companies

View

Largest Financial Services Companies

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Check out Chubb Piotroski F Score and Chubb Valuation analysis.

For information on how to trade Chubb Stock refer to our How to Trade Chubb Stock guide.

Note that the Chubb information on this page should be used as a complementary analysis to other Chubb's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.

Complementary Tools for Chubb Stock analysis

When running Chubb's price analysis, check to measure Chubb's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Chubb is operating at the current time. Most of Chubb's value examination focuses on studying past and present price action to predict the probability of Chubb's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Chubb's price. Additionally, you may evaluate how the addition of Chubb to your portfolios can decrease your overall portfolio volatility.

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Is Chubb's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Chubb. If investors know Chubb will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Chubb listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.

Quarterly Earnings Growth

0.155

Dividend Share

3.44

Earnings Share

22.49

Revenue Per Share

126.725

Quarterly Revenue Growth

0.192

The market value of Chubb is measured differently than its book value, which is the value of Chubb that is recorded on the company's balance sheet. Investors also form their own opinion of Chubb's value that differs from its market value or its book value, called intrinsic value, which is Chubb's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Chubb's market value can be influenced by many factors that don't directly affect Chubb's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.

Please note, there is a significant difference between Chubb's value and its price as these two are different measures arrived at by different means. Investors typically determine if Chubb is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Chubb's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

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Chubb Stock Z Score

Chubb Company Z Score Analysis

Z Score

Sum Of

5 Factors

First Factor

1.2 * (

Working Capital

/

Total Assets )

Second Factor

1.4 * (

Retained Earnings

/

Total Assets )

Thrid Factor

3.3 * (

EBITAD

/

Total Assets )

Fouth Factor

0.6 * (

Market Value of Equity

/

Total Liabilities )

Fifth Factor

0.99 * (

Revenue

/

Total Assets )

Chubb Z Score Driver Correlations

Chubb Current Valuation Drivers

Chubb ESG Sustainability

Chubb Institutional Holders

Chubb Fundamentals

About Chubb Fundamental Analysis

Pair Trading with Chubb

Moving together with Chubb Stock

Complementary Tools for Chubb Stock analysis

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