Stock fact sheet · data as of
Chubb Limited (CB): fair value, margin of safety and Wheel Score
Financial Services · Insurance - Property & Casualty · Switzerland · Value
Is CB undervalued?
Chubb Limited (CB) closed at 352.79 on 16 Oct 2026. The GLS average fair value - the simple average of the 9 valuation models that produced a positive number - is 592.59, 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 (1,298.74). 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.
The nightly engine files CB under Value: positive earnings at a P/E of 18 or less.
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 | 647.65 | +84% | Present value of the projected free cash flows, discounted at the cost of capital |
| Graham Number | 350.88 | -1% | The most a defensive investor pays for the earnings and book value per share |
| Graham Growth | 596.29 | +69% | Graham's growth formula: EPS × (8.5 + 2 × growth), adjusted for bond yields |
| Lynch | 183.66 | -48% | EPS × the earnings growth rate (PEG of 1), growth capped at 25% |
| GLS Growth | 872.17 | +147% | EPS compounded ten years at the blended growth rate, discounted back at 15% a year |
| 10 Cap | 1,008.29 | +186% | Owner's earnings (operating cash flow less maintenance capex) capitalised at 10% |
| Payback Time | 1,298.74 | +268% | Eight years of compounded free cash flow: the price at which the business pays for itself |
| DDM | 58.56 | -83% | Dividend discount model: next year's dividend ÷ (10% − 3% growth); needs a dividend |
| EPV | 317.02 | -10% | Earnings power value: current EPS capitalised at 9% with no growth |
| Zombie (liquidation) | -273.50 | -178% | Current assets less all liabilities, per share: the balance-sheet floor. Not in the average |
| Wall St target | 354.64 | +1% | 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 Sunday Scan's "6 or more" rule with room to spare. On durability CB scores 7.3/10 on the GLS Moat - a middle reading; the Scorecard on the Quote page's Financials tab shows which ten-year lines are steady and which are not.
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 11.8%.
The dividend yield is 1.13% 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 Q2 FY2026).
Institutional ownership scores 10/10, insider activity 1/10 and Congressional trading 5/10 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 | 7.3 / 10 | ROE | 14.0% |
| Debt / equity | 0.24 | ROA | 3.8% |
| Free-cash-flow yield | 11.8% | Payout ratio | 14% |
| Institutions | 10 / 10 | Insiders · Congress | 1 · 5 / 10 |
Wheel Score 84: Prime
With a Wheel Score of 84, Chubb Limited sits in the Prime band - price, quality and premium all line up for the wheel strategy. The parts: Value 25/25, Health 16/20, Moat 11/15, Premium 12/20, Stability 20/20. A high score is a ranking, not a signal: it says nothing about timing, the earnings date or your position size.
Implied volatility is 27% on the near-the-money contracts 20-60 days out: some premium, but under the 35-60% range the Wheel Score pays full marks for (12 of 20 points). Chain open interest is 40,657 contracts across all expiries - enough for the wheel at normal size.
Volume runs at 2.0M shares a day on a market cap of $136.1B, with a beta of 0.37 - a low beta, so day-to-day moves are smaller than the market's; the Stability part of the Wheel Score gives that 20 of 20.
| Part | Points | From | |
|---|---|---|---|
| Value | 25 / 25 | 40% margin of safety | |
| Health | 16 / 20 | Piotroski 7/9 | |
| Moat | 11 / 15 | moat 7.3/10 | |
| Premium | 12 / 20 | implied volatility 27% | |
| Stability | 20 / 20 | 2.0M shares/day, $136.1B cap, beta 0.37 |
The Wheel Score ranks ~7,400 US stocks for selling cash-secured puts and covered calls; it is updated nightly and is not a recommendation. The walkthrough lesson shows how the score fits into a trade, start to finish.
Upcoming events
Chubb Limited reports earnings on 20 Oct 2026 (after the close) - inside the 14-day window the Sunday Scan avoids, because a put sold now would carry the report's gap risk.
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 | 213.46 | 465.89 | +54% | 88Prime | $124.0B |
| TRV The Travelers Companies, Inc. | 377.82 | 755.75 | +50% | 84Prime | $78.8B |
| ALL The Allstate Corporation | 239.60 | 964.49 | +75% | 90Prime | $60.6B |
| WRB W. R. Berkley Corporation | 73.80 | 95.04 | +22% | 85Prime | $27.4B |
| CINF Cincinnati Financial Corporation | 167.22 | 449.78 | +63% | 84Prime | $25.7B |
| MKL Markel Corporation | 1,824.54 | 5,307.56 | +66% | 68Good | $22.6B |
| L Loews Corporation | 108.79 | 231.90 | +53% | 82Prime | $22.2B |
| AIZN Assurant, Inc. 5.25% Subordinat | 17.18 | 154.79 | +89% | 39No options | $14.0B |
| AIZ Assurant, Inc. | 281.87 | 513.45 | +45% | 87Prime | $13.9B |
| CNA CNA Financial Corporation | 47.31 | 105.66 | +55% | 87Prime | $12.8B |
| AFG American Financial Group, Inc. | 145.73 | 182.51 | +20% | 67Good | $12.1B |
| ERIE Erie Indemnity Company | 238.69 | 218.24 | -9% | 69Good | $11.0B |
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Start free See the Sunday ScanQuestions about CB
Is CB undervalued right now?
By the GLS models, yes: at 352.79 the stock is 40% below the average fair value of 592.59 (data as of 16 Oct 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 84 out of 100 (Prime). The Wheel Score blends the margin of safety (25 points), Piotroski health (20), the GLS moat (15), the option premium on offer (20) and trading stability (20) into one number that ranks stocks for the wheel strategy - selling cash-secured puts, then covered calls if assigned. 80 and above is Prime, 65-79 Good, 50-64 Fair, under 50 Weak.
What is the GLS fair value for CB?
592.59 per share as of 16 Oct 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 20 Oct 2026 (after the close), 4 days from the data date of 16 Oct 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 984 listed contracts with 40,657 open interest across all expiries and implied volatility of 27% 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.