Stock fact sheet · data as of
Chubb Limited (CB): fair value, margin of safety and Wheel Score
Ticker symbol CB · Financial Services · Insurance - Property & Casualty · Switzerland · Blend Quality
Is CB undervalued?
Chubb Limited (CB) closed at 374.17 on 5 Nov 2026. The GLS average fair value - the simple average of the 9 valuation models that produced a positive number - is 619.61, which puts the price 40% below it. 5 of the 9 models value the shares above the current price. A gap this wide is rare in our universe of ~7,400 US stocks and is exactly what the Value part of the Wheel Score rewards; it is also where the question "why is it this cheap?" matters most.
There is a wide gap between DDM (58.56) and Payback Time (1,502.16). When the models are this far apart the "fair value" is really a range, and the margin of safety above should be read with that range in mind.
Ranked against every other company we cover, neither cheapness nor growth clearly wins for CB, so the nightly engine files it under Blend (value score 56, growth score 53, out of 100). It also carries the Quality tag (Quality = moat 7.5+ out of 10 and Piotroski 7+).
Nine valuation models for CB
Each model turns the latest filed numbers into a value per share; the GLS fair value is the simple average of the ones that produce a positive number. The last two rows are shown for reference and never enter the average. The Quote page lets you switch any model off and add your own margin of safety.
| Model | Value | vs price | What it measures |
|---|---|---|---|
| DCF | 688.97 | +84% | Present value of the projected free cash flows, discounted at the cost of capital |
| Graham Number | 351.51 | -6% | The most a defensive investor pays for the earnings and book value per share |
| Graham Growth | 517.70 | +38% | Graham's growth formula: EPS × (8.5 + 2 × growth), adjusted for bond yields |
| Lynch | 141.85 | -62% | EPS × the earnings growth rate (PEG of 1), growth capped at 25% |
| GLS Growth | 841.51 | +125% | EPS compounded ten years at the blended growth rate, discounted back at 15% a year |
| 10 Cap | 1,152.98 | +208% | Owner's earnings (operating cash flow less maintenance capex) capitalised at 10% |
| Payback Time | 1,502.16 | +301% | Eight years of compounded free cash flow: the price at which the business pays for itself |
| DDM | 58.56 | -84% | Dividend discount model: next year's dividend ÷ (10% − 3% growth); needs a dividend |
| EPV | 321.27 | -14% | Earnings power value: current EPS capitalised at 9% with no growth |
| Zombie (liquidation) | -276.17 | -174% | Current assets less all liabilities, per share: the balance-sheet floor. Not in the average |
| Wall St target | 355.91 | -5% | Analysts' average 12-month price target. Not in the average |
Quality and financial health
Chubb Limited scores 7 of 9 on the Piotroski F-score, the nine yes/no tests of profitability, leverage and efficiency on the latest annual accounts - a strong reading that passes the "Piotroski 6 or more" Wheel Trade Filter with room to spare. A GLS Moat score of 7.9/10 puts CB among the more durable businesses we track: over up to ten years its returns on capital have stayed high, its margins steady and its balance sheet sound.
Returns on capital are moderate - ROIC 11.3%, ROE 14.0%, ROA 3.8% - with debt at 0.24 times equity and a free-cash-flow yield of 12.9%.
The dividend yield is 1.06% with a payout ratio of 14% - a small yield that leaves most of the earnings in the business. Revenue comes mainly from Segment Life 100% (quarter Q3 FY2026).
Institutional ownership scores 10/10, insider activity 1/10 and Congressional trading 4/10 on the GLS smart-money scales; the last recorded Congressional buy was on 4 Sep 2026.
| Piotroski F-score | 7 / 9 | ROIC | 11.3% |
|---|---|---|---|
| GLS Moat | 7.9 / 10 | ROE | 14.0% |
| Debt / equity | 0.24 | ROA | 3.8% |
| Free-cash-flow yield | 12.9% | Payout ratio | 14% |
| Institutions | 10 / 10 | Insiders · Congress | 1 · 4 / 10 |
Wheel Score 48: Weak
With a Wheel Score of 48 Chubb Limited sits in the Weak band. It fails filter 7, a premium worth selling - implied volatility 22% (under 25%); Premium (weak) is its weakest part.
Implied volatility on the near-the-money contracts is 22%, below the 25% the Wheel Trade Filter on premium asks for: a put pays too little to be worth selling. Chain open interest is 31,401 contracts across all expiries - enough for the wheel at normal size.
Volume runs at 1.7M shares a day on a market cap of $143.0B, with a beta of 0.36 - a low beta, so day-to-day moves are smaller than the market's; the Stability part of the Wheel Score rates that strong.
| Filter | Wheel Trade Filter | Result | Detail |
|---|---|---|---|
| 1 | Options that actually trade | Passes | Listed options with 1,000+ contracts of open interest and 100+ traded a day |
| 2 | A real business, not a gamble | Passes | Profitable over the last twelve months - not a speculative stock, fund or note |
| 3 | Below fair value | Passes | Trading below the nine-model average fair value (margin of safety above 0) |
| 4 | Financially healthy | Passes | Piotroski F-score 6 or more out of 9 (a company with no score on file passes) |
| 5 | Can repay its debt | Passes | Long-term debt repaid from 3 years of operating cash flow or less (6 for real estate and utilities; banks and insurers are not judged on it) |
| 6 | No serious red flags | Passes | Red Flags score 60 or more out of 100 (earnings, margins, debt, analysts, filings and price checked the same way for every stock) |
| 7 | A premium worth selling | Fails | implied volatility 22% (under 25%) |
| 8 | Big enough | Passes | Market cap $1 billion or more |
| 9 | Not a penny stock | Passes | Share price $5 or more |
| How it ranks | Rating | From | |
|---|---|---|---|
| Value | Strong | 40% below fair value | |
| Premium | Weak | implied volatility 22% | |
| Moat | Good | moat 7.9/10 | |
| Health | Good | Piotroski 7/9 | |
| Red Flags | Strong | Red Flags score 92/100 | |
| Option trading | Fair | 1,229 contracts a day, 31,401 open interest | |
| Stability | Strong | beta 0.36, $143.0B company |
The Wheel Score ranks ~7,400 US stocks for selling cash-secured puts and covered calls: a stock must pass all 9 Wheel Trade Filters to score 70, and the score then ranks the ones that pass; the Sunday Scan is the top 10. It is updated nightly and is not a recommendation. How the Wheel Score works · the walkthrough lesson shows how it fits into a trade, start to finish.
Upcoming events
The next earnings report is due on 2 Feb 2027, 89 days away - outside the window of a 30-45-day put sold today.
No analyst upgrades or downgrades were recorded in the last 30 days.
Earnings, dividend, IPO, split and economic calendars for the whole market, filterable to your watchlists.
Similar stocks in Insurance - Property & Casualty
The 12 companies below are the closest to Chubb Limited by market cap within the Insurance - Property & Casualty industry, each with its own fact sheet; the Compare page puts up to eight of them side by side.
| Stock | Close | Fair value | MoS | Wheel | Mkt cap |
|---|---|---|---|---|---|
| PGR The Progressive Corporation | 234.82 | 472.24 | +50% | 84Good | $136.5B |
| TRV The Travelers Companies, Inc. | 409.25 | 754.00 | +46% | 77Good | $83.9B |
| ALL The Allstate Corporation | 269.06 | 790.94 | +66% | 84Good | $68.0B |
| CINF Cincinnati Financial Corporation | 190.48 | 375.36 | +49% | 43Weak | $29.2B |
| WRB W. R. Berkley Corporation | 76.71 | 88.33 | +13% | 40Weak | $28.5B |
| MKL Markel Corporation | 1,954.51 | 4,032.71 | +52% | 41Weak | $23.9B |
| L Loews Corporation | 111.67 | 209.81 | +47% | 48Weak | $22.6B |
| AIZ Assurant, Inc. | 308.52 | 518.65 | +41% | 48Weak | $15.2B |
| AIZN Assurant, Inc. 5.25% Subordinat | 16.91 | 153.03 | +89% | 29No options | $15.2B |
| CNA CNA Financial Corporation | 48.02 | 113.38 | +58% | 53Fair | $13.0B |
| ERIE Erie Indemnity Company | 279.96 | 237.17 | -18% | 42Weak | $12.9B |
| AFG American Financial Group, Inc. | 154.77 | 185.90 | +17% | 38Weak | $12.8B |
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A free GLS Equity account gets you nightly fair value and the Wheel Score on ~7,400 US stocks, a watchlist, the scanner preview and the Sunday Scan - the top 10 stocks that pass all 9 Wheel Trade Filters, emailed every week. Pro adds the full put and call scanners, unlimited watchlists with alerts and the trade journal.
Start free See the Sunday ScanQuestions about CB
Is CB undervalued right now?
By the GLS models, yes: at 374.17 the stock is 40% below the average fair value of 619.61 (data as of 5 Nov 2026). Whether the discount is deserved is the question to research next.
What is the Wheel Score of CB and what does it mean?
CB scores 48 out of 100 (Weak) - it fails Wheel Trade Filter 7. The Wheel Score ranks stocks for the wheel strategy - selling cash-secured puts, then covered calls if assigned - in two parts: the 9 pass/fail Wheel Trade Filters (busy options, a real business, below fair value, Piotroski 6 or more, debt it can repay, a Red Flags score of 60 or more, implied volatility of 25-80%, a $1 billion company, $5 a share) and a ranking of how strongly a stock passes on value, premium, moat, health, red flags, option trading and stability. A stock that fails any filter stays under 70; 70-84 is Good, 85 and above is Prime. The Sunday Scan is the top 10 that pass, sorted by Wheel Score.
What is the GLS fair value for CB?
619.61 per share as of 5 Nov 2026 - the simple average of the 9 valuation models (out of nine: DCF, Graham Number, Graham Growth, Lynch, GLS Growth, 10 Cap, Payback Time, DDM and EPV) that produced a positive value. The models run every night on the latest filings; the Quote page lets you switch any of them off and add a margin of safety of your own.
When does Chubb Limited report earnings next?
The next earnings report is due on 2 Feb 2027, 89 days from the data date of 5 Nov 2026. The Calendars page lists every upcoming report with its time of day.
Does CB have listed options, and how liquid are they?
Yes. The nightly snapshot found 238 listed contracts with 31,401 open interest across all expiries and implied volatility of 22% on the near-the-money contracts. The Options scanner lists the cash-secured put and covered call set-ups with premium and annualised yield worked out.