Travelers Stock Probability of Future Stock Price Finishing Over 151.24

TRV
 Stock
  

USD 151.24  0.64  0.42%   

Travelers Companies' future price is the expected price of Travelers Companies instrument. It is based on its current growth rate as well as the projected cash flow expected by the investors. This tool provides a mechanism to make assumptions about the upside potential and downside risk of The Travelers Companies performance during a given time horizon utilizing its historical volatility.
  
Travelers Companies' implied volatility is one of the determining factors in the pricing options written on The Travelers Companies. Implied volatility approximates the future value of Travelers Companies based on the option's current value. Options with high implied volatility have higher premiums and can be used to hedge the downside of investing in The Travelers Companies over a specific time period. For example, 2022-10-21 CALL at $150.0 is a CALL option contract on Travelers Companies' common stock with a strick price of 150.0 expiring on 2022-10-21. The contract was last traded on 2022-09-26 at 15:50:30 for $5.76 and, as of today, has 24 days remaining before the expiration. The option is currently trading at a bid price of $5.4, and an ask price of $5.8. The implied volatility as of the 28th of September is 35.3152. View All Travelers options

Closest to current price Travelers long CALL Option Payoff at Expiration

Additionally, take a look at Travelers Companies Backtesting, Travelers Companies Valuation, Travelers Companies Correlation, Travelers Companies Hype Analysis, Travelers Companies Volatility, Travelers Companies History as well as Travelers Companies Performance. Please specify Travelers Companies time horizon, a valid symbol (red box) and a target price (blue box) you would like Travelers Companies odds to be computed.

Travelers Companies Target Price Odds to finish over 151.24

The tendency of Travelers Stock price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
Current PriceHorizonTarget PriceOdds to move above the current price in 90 days
 151.24 90 days 151.24 
about 99.0
Based on a normal probability distribution, the odds of Travelers Companies to move above the current price in 90 days from now is about 99.0 (This The Travelers Companies probability density function shows the probability of Travelers Stock to fall within a particular range of prices over 90 days) .
Considering the 90-day investment horizon Travelers Companies has a beta of 0.72. This usually implies as returns on the market go up, Travelers Companies average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding The Travelers Companies will be expected to be much smaller as well. Additionally The company has a negative alpha, implying that the risk taken by holding this instrument is not justified. The Travelers Companies is significantly underperforming DOW.
   Travelers Companies Price Density   
       Price  

Predictive Modules for Travelers Companies

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as The Travelers Companies. Regardless of method or technology, however, to accurately forecast the stock or bond market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the stock market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Travelers Companies' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy. Please use the tools below to analyze the current value of Travelers Companies in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
149.93151.32152.71
Details
Intrinsic
Valuation
LowReal ValueHigh
136.12161.76163.15
Details
Naive
Forecast
LowNext ValueHigh
151.87153.26154.66
Details
11 Analysts
Consensus
LowTarget PriceHigh
152.00166.70185.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Travelers Companies. Your research has to be compared to or analyzed against Travelers Companies' peers to derive any actionable benefits. When done correctly, Travelers Companies' competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in The Travelers Companies.

Travelers Companies Risk Indicators

For the most part, the last 10-20 years have been a very volatile time for the stock market. Travelers Companies is not an exception. The market had few large corrections towards the Travelers Companies' value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold The Travelers Companies, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Travelers Companies within the framework of very fundamental risk indicators.
α
Alpha over DOW
-0.04
β
Beta against DOW0.72
σ
Overall volatility
5.54
Ir
Information ratio -0.0093

Travelers Companies Alerts and Suggestions

In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of Travelers Companies for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for The Travelers Companies can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.
Travelers Companies generated a negative expected return over the last 90 days
The company has 7.29 B in debt with debt to equity (D/E) ratio of 0.32, which is OK given its current industry classification. The Travelers Companies has a current ratio of 0.33, suggesting that it has not enough short term capital to pay financial commitments when the payables are due. Debt can assist Travelers Companies until it has trouble settling it off, either with new capital or with free cash flow. So, Travelers Companies' shareholders could walk away with nothing if the company can't fulfill its legal obligations to repay debt. However, a more frequent occurrence is when companies like The Travelers Companies sell additional shares at bargain prices, diluting existing shareholders. Debt, in this case, can be an excellent and much better tool for Travelers to invest in growth at high rates of return. When we think about Travelers Companies' use of debt, we should always consider it together with cash and equity.
Over 85.0% of Travelers Companies shares are owned by institutional investors
Latest headline from www.marketscreener.com: Google Cloud and Travelers to Create Connected Data Ecosystem to Enhance the Commercial Insurance Underwriting Process - Marketscreener.com

Travelers Companies Price Density Drivers

Market volatility will typically increase when nervous long traders begin to feel the short-sellers pressure to drive the market lower. The future price of Travelers Stock often depends not only on the future outlook of the current and potential Travelers Companies' investors but also on the ongoing dynamics between investors with different trading styles. Because the market risk indicators may have small false signals, it is better to identify suitable times to hedge a portfolio using different long/short signals. Travelers Companies' indicators that are reflective of the short sentiment are summarized in the table below.
Shares Percent Shares Out1.46%
Trailing Annual Dividend Rate3.40
Short Percent Of Float1.46%
Float Shares236.39M
Average Daily Volume Last 10 Day1.41M
Shares Short Prior Month3.01M
Average Daily Volume In Three Month1.19M
Date Short Interest15th of July 2022
Trailing Annual Dividend Yield2.17%

Travelers Companies Technical Analysis

Travelers Companies' future price can be derived by breaking down and analyzing its technical indicators over time. Travelers Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of The Travelers Companies. In general, you should focus on analyzing Travelers Stock price patterns and their correlations with different microeconomic environments and drivers.

Travelers Companies Predictive Forecast Models

Travelers Companies time-series forecasting models is one of many Travelers Companies' stock analysis techniquest aimed to predict future share value based on previously observed values. Time-series forecasting models ae widely used for non-stationary data. Non-stationary data are called the data whose statistical properties e.g. the mean and standard deviation are not constant over time but instead, these metrics vary over time. These non-stationary Travelers Companies' historical data is usually called time-series. Some empirical experimentation suggests that the statistical forecasting models outperform the models based exclusively on fundamental analysis to predict the direction of the stock market movement and maximize returns from investment trading.

Things to note about The Travelers Companies

Checking the ongoing alerts about Travelers Companies for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for The Travelers Companies help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.

Travelers Companies Alerts

Travelers Companies Alerts and Suggestions

Travelers Companies generated a negative expected return over the last 90 days
The company has 7.29 B in debt with debt to equity (D/E) ratio of 0.32, which is OK given its current industry classification. The Travelers Companies has a current ratio of 0.33, suggesting that it has not enough short term capital to pay financial commitments when the payables are due. Debt can assist Travelers Companies until it has trouble settling it off, either with new capital or with free cash flow. So, Travelers Companies' shareholders could walk away with nothing if the company can't fulfill its legal obligations to repay debt. However, a more frequent occurrence is when companies like The Travelers Companies sell additional shares at bargain prices, diluting existing shareholders. Debt, in this case, can be an excellent and much better tool for Travelers to invest in growth at high rates of return. When we think about Travelers Companies' use of debt, we should always consider it together with cash and equity.
Over 85.0% of Travelers Companies shares are owned by institutional investors
Latest headline from www.marketscreener.com: Google Cloud and Travelers to Create Connected Data Ecosystem to Enhance the Commercial Insurance Underwriting Process - Marketscreener.com
Additionally, take a look at Travelers Companies Backtesting, Travelers Companies Valuation, Travelers Companies Correlation, Travelers Companies Hype Analysis, Travelers Companies Volatility, Travelers Companies History as well as Travelers Companies Performance. You can also try Watchlist Optimization module to optimize watchlists to build efficient portfolio or rebalance existing positions based on mean-variance optimization algorithm.

Complementary Tools for analysis

When running The Travelers Companies price analysis, check to measure Travelers Companies' 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 Travelers Companies is operating at the current time. Most of Travelers Companies' value examination focuses on studying past and present price action to predict the probability of Travelers Companies' future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Travelers Companies' price. Additionally, you may evaluate how the addition of Travelers Companies to your portfolios can decrease your overall portfolio volatility.
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Is Travelers Companies' 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 Travelers Companies. If investors know Travelers 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 Travelers Companies listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of The Travelers Companies is measured differently than its book value, which is the value of Travelers that is recorded on the company's balance sheet. Investors also form their own opinion of Travelers Companies' value that differs from its market value or its book value, called intrinsic value, which is Travelers Companies' 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 Travelers Companies' market value can be influenced by many factors that don't directly affect Travelers Companies' 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 Travelers Companies' value and its price as these two are different measures arrived at by different means. Investors typically determine Travelers Companies value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Travelers Companies' 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.