MODEL VERDICT
Chubb Limited (CB)
Relative Valuation•Peer multiples, Monte Carlo simulation & quality-adjusted fair value
Popular:
Composite score derived from valuation, quality, and risk factors
Quantitative model thresholds · For educational and research purposes only
Each row records the model's monthly assessment. High Conviction = the model detected notable undervaluation vs peers. Neutral = no notable divergence was found. The return column shows the actual price change over 90 days for reference. This is a quantitative observation log — not investment advice.
| Date | Assessment | Score | Price | Status | 90d Fwd Return |
|---|---|---|---|---|---|
| May 1, 2026 | NEUTRAL | 0.24 | $326.22 | CURRENT | — |
| Apr 24, 2026 | NEUTRAL | 0.25 | $326.12 | CURRENT | — |
| Apr 17, 2026 | NEUTRAL | 0.27 | $330.83 | CURRENT | — |
| Apr 16, 2026 | NEUTRAL | 0.27 | $327.27 | CURRENT | — |
| Apr 10, 2026 | NEUTRAL | 0.30 | $327.91 | CURRENT | — |
Historical model observations for research purposes only. Past quantitative patterns do not predict future results. Not a recommendation to buy, sell, or hold any security.
| Methodology | Fair Value | vs Current | Weight | Quality | Status |
|---|---|---|---|---|---|
| Industry Median P/E 13 industry peers | $270.67 | -17.0% | 30% | A | Peer Data |
| Price / Book 13 industry peers | $323.26 | -0.9% | 25% | B | Model Driven |
| Forward P/E 13 analyst estimates | $278.96 | -14.5% | 15% | A- | Analyst Est. |
| Dividend Yield 13 industry peers | $184.81 | -43.3% | 10% | B | Supplementary |
| Earnings Yield 13 industry peers | $270.67 | -17.0% | 8% | B | Data |
| Price / Tangible Book 13 bank peers | $229.06 | -29.8% | 5% | B+ | Bank Primary |
| Price / Sales 13 industry peers | $205.68 | -37.0% | 4% | B | Model Driven |
| EV/EBITDA 13 industry peers | $217.63 | -33.3% | 3% | A- | Peer Data |
| Weighted Output Blended model output | $280.33 | -14.1% | 100% | 87 | SLIGHTLY OVERVALUED |
| EPS Growth ↓ | P/E Multiple → | 9× | 11× | 13× (Current) | 15× | 17× |
|---|---|---|---|---|---|
| Bear Case (11%) | $257 | $314 | $371 | $428 | $485 |
| Conservative (18%) | $272 | $333 | $393 | $454 | $514 |
| Base Case (27.0%) | $294 | $359 | $425 | $490 | $556 |
| Bull Case (36%) | $316 | $386 | $456 | $526 | $597 |
Cross-sectional regression predicting expected multiples based on growth, margins, ROIC, and beta.
| Multiple | Avg | Median | Min | Max | Std |
|---|---|---|---|---|---|
| P/E Ratio | 14.04 | 12.17 | 10.03 | 19.76 | 3.82 |
| EV/EBIT | 12.62 | 10.40 | 9.74 | 17.74 | 3.15 |
| EV/EBITDA | 13.11 | 10.77 | 9.94 | 18.64 | 3.38 |
| P/FCF | 8.19 | 7.68 | 7.03 | 11.26 | 1.47 |
| P/FFO | 13.35 | 11.86 | 9.72 | 18.26 | 3.38 |
| P/TBV | 2.56 | 2.32 | 1.84 | 3.72 | 0.63 |
| P/B Ratio | 1.49 | 1.47 | 1.17 | 1.85 | 0.23 |
| Div Yield | 0.02 | 0.01 | 0.01 | 0.02 | 0.00 |
| P/S Ratio | 2.04 | 2.07 | 1.87 | 2.17 | 0.10 |
Based on our peer multiples analysis with 23 valuation metrics, the model estimates CB's fair value at $280.33 vs the current price of $326.22, implying -14.1% downside potential. Model verdict: Slightly Overvalued. Confidence: 87/100. This is a quantitative estimate, not a recommendation.
The blended fair value of $280.33 is calculated using four lenses: industry median multiples (40%), historical multiples (30%), forward estimates (20%), and quality-adjusted multiples (10%). Monte Carlo simulation (10,000 iterations) gives a range of $265.81 (P10) to $315.03 (P90), with a median of $290.70.
CB's current P/E of 12.7x compares to the industry median of 10.5x (13 peers in the group). This represents a +20.5% premium to the industry. The historical average P/E is 14.0x over 7 years. Signal: Premium.
43 analysts cover CB with a consensus rating of Buy. The consensus price target is $344.33 (range: $309.00 — $373.00), implying +5.6% upside from the current price. Grade breakdown: Strong Buy (1), Buy (22), Hold (18), Sell (2), Strong Sell (0).
The model confidence score is 87/100, based on: data completeness (30), peer quality (25), historical depth (20), earnings stability (8), and model agreement (4). Cyclicality penalty: -0 points. The model shows strong agreement across inputs.
The model flags several key risks: (1) Macro/regulatory risks are not captured in this model but remain material.
Peak earnings risk refers to the possibility that CB's current profitability is above its sustainable long-term trend. The model detects a margin Z-score of +0.5σ, meaning margins are 0.5 standard deviations above their historical average. If margins revert to the 7-year mean (15.4%), the model estimates fair value drops by 120.0% to approximately $322. This isn't a prediction — it's a scenario analysis.
No. This dashboard is a quantitative research tool for educational and informational purposes only. It is not investment advice, a solicitation, or a recommendation to buy, sell, or hold any security. The operator of this platform is not a registered investment advisor (RIA), broker-dealer, or financial planner. All model outputs, fair value estimates, signals, and scenarios are the result of automated quantitative computations and should not be construed as professional financial guidance. You should consult a qualified, licensed financial advisor before making any investment decisions. Past model performance is not indicative of future results.