TRV

The Travelers Companies, Inc. ·NYSE·Financial Services
370.23 live · 2026-08-12 15:59

Some scores are at the bottom of their range

This score sits at the bottom of the 0–100 range. The underlying calculation was negative, so the displayed value is a floor, not a measurement of zero.

  • Tactical Score: displayed 0, underlying value -10.5
3.8%
Brown Bear Score
22.6%
Business Conviction Score
15.2%
Position Health Score
29.1%
Chase Risk
Daily closes

Daily closes · 1Y (252 sessions) · +40.2% · range 261.57–397.22

The Businesswhat the company reports

Business & cash flow

OCF / assets 7.4%
FCF / revenue 21.7%
Gross margin 34.7%
ROIC 5.7%
Forward P/E 12.2

This company does not report capital expenditure in the standard filing tag, so free cash flow cannot be derived and FCF/assets is not shown — common for asset managers, REITs, insurers and utilities. OCF/assets is shown instead, and it is the other measure Brown Bear's testing found to survive. Assets are from the latest annual filing (FY2025).

Price vs Earnings growth

Price has run ahead of forward EPS growth by 57.9pp

Confidence 95.0/100

Takeaway Price has moved further than forward earnings growth currently justifies — worth weighing against the rest of the entry case.

Reported earnings

Next report 2026-10-14 before the open · consensus EPS 6.84

Q3 23 revenue: 10.63bnQ3 23 net income: 404.00mQ3 23 EPS: 1.75Q4 23 revenue: 10.93bnQ4 23 net income: 1.63bnQ4 23 EPS: 7.00Q4 23Q1 24 revenue: 11.23bnQ1 24 net income: 1.12bnQ1 24 EPS: 4.84Q2 24 revenue: 11.28bnQ2 24 net income: 534.00mQ2 24 EPS: 2.31Q2 24Q3 24 revenue: 11.90bnQ3 24 net income: 1.26bnQ3 24 EPS: 5.46Q4 24 revenue: 12.01bnQ4 24 net income: 2.08bnQ4 24 EPS: 9.01Q4 24Q1 25 revenue: 11.81bnQ1 25 net income: 395.00mQ1 25 EPS: 1.71Q2 25 revenue: 12.12bnQ2 25 net income: 1.51bnQ2 25 EPS: 6.58Q2 25Q3 25 revenue: 12.47bnQ3 25 net income: 1.89bnQ3 25 EPS: 8.30Q4 25 revenue: 12.43bnQ4 25 net income: 2.50bnQ4 25 EPS: 10.97Q4 25Q1 26 revenue: 11.92bnQ1 26 net income: 1.71bnQ1 26 EPS: 7.83Q2 26 revenue: 12.15bnQ2 26 net income: 2.21bnQ2 26 EPS: 10.34Q2 26

Revenue Net incomeEPS (GAAP) (1.71–10.97, own scale) Derived Q4

12 quarters to Q2 26. Revenue and net income share one scale, so the gap between them is the margin. The line is GAAP EPS — it spans every quarter shown, where the reported figure only goes back as far as the consensus feed does.

Quarter endingRevenueYoY Net incomeEPS (GAAP) EPS reportedvs consensus Filed
2026-06-30 12.15bn +0.3% 2.21bn 10.34 10.04 +83.4% 2026-07-17
2026-03-31 11.92bn +1.0% 1.71bn 7.83 7.71 +7.9% 2026-04-16
2025-12-31 (derived) 12.43bn +3.5% 2.50bn 10.97 11.13 +24.6% 2026-02-12
2025-09-30 12.47bn +4.8% 1.89bn 8.30 8.14 +27.0% 2025-10-16

Earnings response

Typical move around a filing ±3.7%
On an ordinary two days ±1.0% — filings move it 3.7× as much
Direction 8 up, 4 down over 12 filings
Revenue change and price reaction, by quarter
Q3 22 revenue +5.7% year on yearQ3 22 filed 2022-10-19: price +2.5%Q1 23 revenue +10.2% year on yearQ1 23 filed 2023-04-19: price +4.2%Q1 23Q2 23 revenue +10.5% year on yearQ2 23 filed 2023-07-20: price +1.3%Q3 23 revenue +14.3% year on yearQ3 23 filed 2023-10-18: price -3.2%Q3 23Q1 24 revenue +15.7% year on yearQ1 24 filed 2024-04-17: price -5.7%Q2 24 revenue +11.7% year on yearQ2 24 filed 2024-07-19: price -6.9%Q2 24Q3 24 revenue +11.9% year on yearQ3 24 filed 2024-10-17: price +9.3%Q1 25 revenue +5.2% year on yearQ1 25 filed 2025-04-16: price +2.5%Q1 25Q2 25 revenue +7.4% year on yearQ2 25 filed 2025-07-17: price +5.5%Q3 25 revenue +4.8% year on yearQ3 25 filed 2025-10-16: price -2.8%Q3 25Q1 26 revenue +1.0% year on yearQ1 26 filed 2026-04-16: price +0.5%Q2 26 revenue +0.3% year on yearQ2 26 filed 2026-07-17: price +9.1%Q2 26

Revenue up year on year Revenue down Price move around the filing separate scales — a crossing means nothing

Quarter endingFiledRevenue YoY Move around filingNext 20 sessions vs SPY
2026-06-30 2026-07-17 +0.3% +9.1%
2026-03-31 2026-04-16 +1.0% +0.5% -4.4%
2025-09-30 2025-10-16 +4.8% -2.8% +8.5%
2025-06-30 2025-07-17 +7.4% +5.5% -2.7%

Share count

Diluted shares over time

Diluted shares Return since the previous filing

Direction Shrinking — shares retired
Diluted shares 213.6M as at 2026-06-30
Change over 1 year -6.8%
Change over 3 years -7.0%
Public float $59.99bn as at 2025-06-30 (10-K)

The Pricewhat the chart is doingTop ↑

Price Levels

StrategyFair Value Anchor
Reference band 345.89 — 372.01
Protective stop 338.72 (Atr, 5.6% risk)
Support 369.93 (2 touches, 0.1% away)
Resistance (— away)

Takeaway The shares are about 0.1% above 369.93, a price buyers have stepped in at before. There is no ceiling to point to, because the stock is trading where it has not traded before and nobody has sold it at these levels. That floor has held 2 times, which is how it was spotted. If someone bought at today's price and sold if it dropped through the level below, they would be about 5.6% out of pocket. That is all this figure means — an illustration of the risk, not a price to sell at.

Levels are computed from price structure. They describe where the engine locates support and extension — they are not targets, and not advice.

Ichimoku Cloud (Adaptive)

Daily cloudPrice INSIDE the cloud | periods 5/15/29 (57% of classic 9/26/52)
LinesTenkan/Kijun BULL | cloud twist BULL
Cloud thickness78% percentile
Chikou spanNot clear of price from 26 periods ago
Weekly cloudPrice ABOVE the weekly cloud (context only, not scored)

Takeaway The stock is trading inside its cloud — a shaded band drawn from several of its own moving averages, currently 362.05 to 378.68. Inside the band those averages disagree with each other, so the indicator is not saying much either way. Its shorter-term averages point the other way, so this is a mixed reading rather than a clear one. The band is unusually wide at the moment, so it marks a broad zone rather than a single level.

Trailing returns

21 days +9.9%
63 days +24.1%
126 days +24.0%
252 days +40.1%
Below 252d high6.8%

Trend context

PositionFar above trend
ExtensionExtremely extended
Trend slopeRising
Direction of travelDiverging from trend

Takeaway Extreme upside extension is still moving away from fair trend; chase risk is elevated.

Volatility

State No recent compression
Current band width12.9% of price
Recent tightest12.9% (0 sessions ago, narrower than 27.0% of its history)
Expansion since1.00×
Band 352.28 — 400.99

Takeaway Lately this share price has been swinging around inside a range roughly 13% wide. That is normal for this stock, so there is nothing unusual to read into it either way.

Historical trends

0255075100Share price 329.19–397.222026-07-032026-08-12
Position Health Business Conviction Share price

History begins when the site started recording, not when the company listed, so a short line means a short record and nothing more.

Repair Pathway

  1. Nearest Trigger EMA20 reclaim +0.3% gap is improving · Broadly stable
  2. Trigger 2 MACD histogram above zero repair trigger repair engine identifies this as the nearest technical repair catalyst · Deteriorating rapidly
  3. Trigger 3 MACD bullish crossover secondary repair secondary repair catalyst could add confirmation if the primary trigger develops · Deteriorating rapidly
  4. Trigger 4 Relative momentum leadership holds already satisfied Track 2 pathway: relative momentum leadership is already present; maintaining it supports upgrade pressure · Broadly stable
  5. Trigger 5 Volume confirmation above 1.5x +0.50x volume confirmation would improve confidence in the pathway · Broadly stable

Who's Tradingthe flow behind the priceTop ↑

Insider activity

ActivityNo filings in the window
Buy filings0
Sell filings0

Open-market Form 4 purchases and sales over the last 75 days, read from SEC EDGAR Form 4. Grants, option exercises, gifts and shares withheld for tax are excluded — they are compensation mechanics, not a decision to buy or sell. Reported Form 4 activity. Brown Bear tested insider cluster-buying as a return signal and rejected it as era-unstable; shown as fact, not signal.

Volume confirmation

Volume-price trend Above its signal line
Confirmation Marginal

No absorption or distribution event in the recent window.

Takeaway Slightly more shares change hands on rising days than on falling ones, but the gap is too small to read anything into.

Options Positioning

No binary-event flag

TRV: no binary-event flag. Near IV 20%, far IV 23% (ratio 0.85), implied move 2.5%.

Implied volatility 20% near (9d) · 23% far (65d)
Term structure 0.85× near/far
Historical volatility 41%
Implied vs historical 0.49×
Implied move ±2.5% by 2026-08-21
Implied move vs ATR 0.38×
Skew Flat (0.97×)
Put wall 230.00 (-37.9% away)
Gamma pin 230.00

Takeaway Insuring against a move in this stock costs less for the next few weeks than for the next few months, which is the normal state of affairs and suggests no particular date is worrying anyone. Options traders are positioned for a move of around 2.5% in either direction by 2026-08-21.

Chain as at 2026-08-12. This is a risk read on whether a specific event is being priced — not a directional view.

Context & Methodthe record, and how it was builtTop ↑

Relative Rotation

ImprovingLeadingLaggingWeakeningvs sectorvs SPYsector vs SPYRS-Ratio →RS-Momentum →

Stock Rotation Headwind

Rotation health 8.0/100; Severe Rotation Headwind.

Rotation health 8.0
Rotation strength 89.9
LegQuadrantRS-RatioRS-Mom
Stock vs sector Lagging 91.1 79.5
Stock vs SPY Lagging 85.9 81.7
Sector vs SPY Lagging 76.4 91.0

Direction of travel: South-West / deteriorating rotation

Position only. Brown Bear's RRG redesign programme is closed — five constructions, none beat an appropriate null — so this section describes where the name sits, and is not a signal.

News Headlines

  1. Loading headlines\u2026

Headlines are supplied by third-party feeds and are not written, ranked or interpreted by Brown Bear. They feed no score on this page.

Detailed Scoring

Positive signals

  • Piotroski F-score 5/9 (+5.0)
  • Altman Z-score 2.82 (+2.0)
  • Insider conviction score (+5.0)
  • Gross margin quality: 34.7% (+1.5)
  • ROIC quality: 5.7% (+0.2)
  • FCF margin quality: 21.7% (+6.0)
  • High earnings quality (accrual ratio -0.030) (+1.0)
  • Relative Strength 7.5% vs sector: OUTPERFORMING (+10.0)
  • Track 2: relative strength trend improving (+10.0)
  • Track 2: 20-day momentum acceleration 0.05 (+4.0)
  • Track 2: ADX 35.3 and falling (+8.0)
  • Track 2: relative momentum rank 0.77 (+9.0)
  • Track 2: EMA20 slope expanding 1.1% (+2.9)
  • Track 2: VPT strength 0.02 (+0.5)
  • Track 2: price above EMA50 by 5.7% (+4.6)
  • Track 2: EMA50 slope improving 4.0% (+6.0)
  • Track 2: Bollinger position 0.37 (+2.9)

Negative signals

  • Track 2: weak MACD histogram (-3.08)
  • Track 2: weak MACD line/signal structure (-12.0)
  • Track 2: MACD slope deteriorating (-8.0)
  • Track 2: weak volume for momentum setup (0.83x average)
  • Track 2: bearish DI spread (-8.4)
  • Track 2: price below EMA20 by 0.3%
  • Track 2: MACD histogram deteriorating (-1.83)
  • Track 2: RSI deterioration/overheating 45.7, 5-day change -28.4
  • Gross margin improving by -65.3 pts (+-1.0)
  • Track 2 structural exemption: structural score 19.7/100 below the 25 quality floor; this is an unowned speculative candidate, so the universal SELL gate was skipped and the Track 2 momentum/RRG grid was allowed to evaluate instead. Structural quality here is weak by design for this kind of candidate -- treat any resulting BUY as higher risk than a Track 1 signal.

Chase risk is not elevated for this name, so extension penalties are omitted from the negative signals above.