Travelers Piotroski F Score

TRV
 Stock
  

USD 189.54  0.40  0.21%   

This module uses fundamental data of Travelers Companies to approximate its Piotroski F score. Travelers Companies F Score is determined by combining nine binary scores representing 3 distinct fundamental categories of The Travelers Companies. These three categories are profitability, efficiency, and funding. Some research analysts and sophisticated value traders use Piotroski F Score to find opportunities outside of the conventional market and financial statement analysis.They believe that some of the new information about Travelers Companies financial position does not get reflected in the current market share price suggesting a possibility of arbitrage. Additionally, take a look at Travelers Companies Altman Z Score, Travelers Companies Correlation, Travelers Companies Valuation, as well as analyze Travelers Companies Alpha and Beta and Travelers Companies Hype Analysis.
  
Travelers Companies Issuance Repayment of Debt Securities is fairly stable at the moment as compared to the past year. Travelers Companies reported Issuance Repayment of Debt Securities of 81.9 Million in 2021. Debt to Equity Ratio is likely to climb to 0.28 in 2022, whereas Long Term Debt is likely to drop slightly above 6.5 B in 2022. Travelers Companies Cash and Equivalents Turnover is fairly stable at the moment as compared to the past year. Travelers Companies reported Cash and Equivalents Turnover of 46.99 in 2021. Cash Flow Per Share is likely to climb to 32.54 in 2022, whereas Revenue to Assets are likely to drop 0.27 in 2022.
At this time, it appears that Travelers Companies' Piotroski F Score is Frail. Although some professional money managers and academia have recently criticized Piotroski F-Score model, we still consider it an effective method of predicting the state of the financial strength of any organization that is not predisposed to accounting gimmicks and manipulations. Using this score on the criteria to originate an efficient long-term portfolio can help investors filter out the purely speculative stocks or equities playing fundamental games by manipulating their earnings..
3.0
Piotroski F Score - Frail
1
Current Return On AssetsPositiveFocus
2
Change in Return on AssetsDecreasedFocus
3
Cash Flow Return on AssetsPositiveFocus
4
Current Quality of Earnings (accrual)DecreasingFocus
5
Asset Turnover GrowthDecreaseFocus
6
Current Ratio ChangeN/AFocus
7
Long Term Debt Over Assets ChangeLower LeverageFocus
8
Change In Outstending SharesIncreaseFocus
9
Change in Gross MarginNo ChangeFocus

Travelers Companies Piotroski F Score Drivers

The critical factor to consider when applying the Piotroski F Score to Travelers Companies is to make sure Travelers is not a subject of accounting manipulations and runs a healthy internal audit department. So, if Travelers Companies' auditors report directly to the board (not management), the managers will be reluctant to manipulate simply due to the fear of punishment. On the other hand, the auditors will be free to investigate the ledgers properly because they know that the board has their back. Below are the main accounts that are used in the Piotroski F Score model. By analyzing the historical trends of the mains drivers, investors can determine if Travelers Companies' financial numbers are properly reported.
Current ValueLast YearChange From Last Year 10 Year Trend
Weighted Average Shares Diluted321.6 M250.8 M
Significantly Up
Decreasing
Slightly volatile
Weighted Average Shares318.5 M248.5 M
Significantly Up
Decreasing
Slightly volatile
Return on Average Assets2.773.0873
Moderately Down
Increasing
Very volatile
Net Cash Flow from Operations7.8 B7.3 B
Significantly Up
Increasing
Slightly volatile
Total Liabilities82.4 B91.6 B
Moderately Down
Increasing
Slightly volatile
Gross Margin0.390.41
Notably Down
Increasing
Slightly volatile
Total Debt5.4 B5.8 B
Notably Down
Increasing
Stable
Asset Turnover0.270.2935
Significantly Down
Increasing
Slightly volatile
Total Assets108.2 B120.5 B
Moderately Down
Increasing
Slightly volatile

The Travelers Companies F Score Driver Matrix

One of the toughest challenges investors face today is learning how to quickly synthesize historical financial statements and information provided by the company, SEC reporting, and various external parties in order to project the various growth rates. Understanding the correlation between Travelers Companies' different financial indicators related to revenue, expenses, operating profit, and net earnings helps investors identify and prioritize their investing strategies towards Travelers Companies in a much-optimized way.

About Travelers Companies Piotroski F Score

F-Score is one of many stock grading techniques developed by Joseph Piotroski, a professor of accounting at the Stanford University Graduate School of Business. It was published in 2002 under the paper titled Value Investing: The Use of Historical Financial Statement Information to Separate Winners from Losers. Piotroski F Score is based on binary analysis strategy in which stocks are given one point for passing 9 very simple fundamental tests, and zero point otherwise. According to Mr. Piotroski's analysis, his F-Score binary model can help to predict the performance of low price-to-book stocks.

Weighted Average Shares

318.55 Million

Travelers Companies Weighted Average Shares is fairly stable at the moment as compared to the past year. Travelers Companies reported Weighted Average Shares of 248.5 Million in 2021

Travelers Companies Current Valuation Drivers

We derive many important indicators used in calculating different scores of Travelers Companies from analyzing Travelers Companies' financial statements. These drivers represent accounts that assess Travelers Companies' ability to generate profits relative to its revenue, operating costs, and shareholders' equity. Below are some of Travelers Companies' important valuation drivers and their relationship over time.
201720182019202020212022 (projected)
Net Income Per Employee66.75 K82.99 K85.13 K87.9 K118.9 K101.86 K
Revenue Per Employee938.38 K996.12 K1.03 M1.04 M1.13 M984.38 K

Travelers Companies 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, Travelers Companies' sustainability indicators can be used to identify proper investment strategies using environmental, social, and governance scores that are crucial to Travelers Companies' managers, analysts, and investors.
Environment Score
Governance Score
Social Score

About Travelers Companies Fundamental Analysis

The Macroaxis Fundamental Analysis modules help investors analyze The Travelers Companies's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Travelers Companies using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of The Travelers Companies 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.
The Travelers Companies, Inc., through its subsidiaries, provides a range of commercial and personal property, and casualty insurance products and services to businesses, government units, associations, and individuals in the United states and internationally. The Travelers Companies, Inc. was founded in 1853 and is based in New York, New York. Travelers Companies operates under InsuranceProperty Casualty classification in the United States and is traded on New York Stock Exchange. It employs 30184 people.

Travelers Companies Investors Sentiment

The influence of Travelers Companies' investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Travelers. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.
Investor biases related to Travelers Companies' public news can be used to forecast risks associated with investment in Travelers. The trend in average sentiment can be used to explain how an investor holding Travelers can time the market purely based on public headlines and social activities around The Travelers Companies. Please note that most equiteis that are difficult to arbitrage are affected by market sentiment the most.
Travelers Companies' market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Travelers Companies' and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Travelers Companies' news discussions. The higher the estimated score, the more favorable is the investor's outlook on Travelers Companies.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Travelers Companies in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Travelers Companies' short interest history, or implied volatility extrapolated from Travelers Companies options trading.

Currently Active Assets on Macroaxis

Additionally, take a look at Travelers Companies Altman Z Score, Travelers Companies Correlation, Travelers Companies Valuation, as well as analyze Travelers Companies Alpha and Beta and Travelers Companies Hype Analysis. You can also try Fund Screener module to find actively-traded funds from around the world traded on over 30 global exchanges.

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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.
Quarterly Earnings Growth YOY
(0.28) 
Market Capitalization
44.3 B
Quarterly Revenue Growth YOY
0.057
Return On Assets
0.0232
Return On Equity
0.14
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.