The Travelers Companies Stock Market Value

TRV Stock  USD 230.14  1.31  0.57%   
Travelers Companies' market value is the price at which a share of Travelers Companies trades on a public exchange. It measures the collective expectations of The Travelers Companies investors about its performance. Travelers Companies is selling for under 230.14 as of the 28th of March 2024; that is 0.57 percent up since the beginning of the trading day. The stock's lowest day price was 229.39.
With this module, you can estimate the performance of a buy and hold strategy of The Travelers Companies and determine expected loss or profit from investing in Travelers Companies over a given investment horizon. Check out Travelers Companies Correlation, Travelers Companies Volatility and Travelers Companies Alpha and Beta module to complement your research on Travelers Companies.
Symbol

The Travelers Companies Price To Book Ratio

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
1.032
Dividend Share
3.93
Earnings Share
12.8
Revenue Per Share
180.078
Quarterly Revenue Growth
0.134
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 if Travelers Companies is a good investment 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.

Travelers Companies 'What if' Analysis

In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Travelers Companies' stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Travelers Companies.
0.00
02/27/2024
No Change 0.00  0.0 
In 31 days
03/28/2024
0.00
If you would invest  0.00  in Travelers Companies on February 27, 2024 and sell it all today you would earn a total of 0.00 from holding The Travelers Companies or generate 0.0% return on investment in Travelers Companies over 30 days. Travelers Companies is related to or competes with Loews Corp, American Financial, Hartford Financial, and Horace Mann. The Travelers Companies, Inc., through its subsidiaries, provides a range of commercial and personal property, and casua... More

Travelers Companies Upside/Downside Indicators

Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Travelers Companies' stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess The Travelers Companies upside and downside potential and time the market with a certain degree of confidence.

Travelers Companies Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Travelers Companies' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Travelers Companies' standard deviation. In reality, there are many statistical measures that can use Travelers Companies historical prices to predict the future Travelers Companies' volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that 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.
Hype
Prediction
LowEstimatedHigh
227.32228.37229.42
Details
Intrinsic
Valuation
LowRealHigh
209.97211.02251.71
Details
Naive
Forecast
LowNextHigh
227.42228.48229.53
Details
27 Analysts
Consensus
LowTargetHigh
174.87192.17213.31
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 toward taking a position in The Travelers Companies.

The Travelers Companies Backtested Returns

Travelers Companies appears to be very steady, given 3 months investment horizon. The Travelers Companies owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.3, which indicates the firm had a 0.3% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for The Travelers Companies, which you can use to evaluate the volatility of the company. Please review Travelers Companies' Risk Adjusted Performance of 0.1848, downside deviation of 0.6111, and Standard Deviation of 1.02 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Travelers Companies holds a performance score of 23. The entity has a beta of 0.51, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Travelers Companies' returns are expected to increase less than the market. However, during the bear market, the loss of holding Travelers Companies is expected to be smaller as well. Please check Travelers Companies' treynor ratio, as well as the relationship between the expected short fall and day median price , to make a quick decision on whether Travelers Companies' existing price patterns will revert.

Auto-correlation

    
  0.57  

Modest predictability

The Travelers Companies has modest predictability. Overlapping area represents the amount of predictability between Travelers Companies time series from 27th of February 2024 to 13th of March 2024 and 13th of March 2024 to 28th of March 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of The Travelers Companies price movement. The serial correlation of 0.57 indicates that roughly 57.0% of current Travelers Companies price fluctuation can be explain by its past prices.
Correlation Coefficient0.57
Spearman Rank Test0.02
Residual Average0.0
Price Variance7.1

The Travelers Companies lagged returns against current returns

Autocorrelation, which is Travelers Companies stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Travelers Companies' stock expected returns. We can calculate the autocorrelation of Travelers Companies returns to help us make a trade decision. For example, suppose you find that Travelers Companies has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
   Current and Lagged Values   
       Timeline  

Travelers Companies regressed lagged prices vs. current prices

Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Travelers Companies stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Travelers Companies stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Travelers Companies stock over time.
   Current vs Lagged Prices   
       Timeline  

Travelers Companies Lagged Returns

When evaluating Travelers Companies' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Travelers Companies stock have on its future price. Travelers Companies autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Travelers Companies autocorrelation shows the relationship between Travelers Companies stock current value and its past values and can show if there is a momentum factor associated with investing in The Travelers Companies.
   Regressed Prices   
       Timeline  

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 market does not have solid backing from leading economists and market statisticians.
Investor biases related to Travelers Companies' public news can be used to forecast risks associated with an 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 equities 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.

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When determining whether The Travelers Companies is a strong investment it is important to analyze Travelers Companies' competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Travelers Companies' future performance. For an informed investment choice regarding Travelers Stock, refer to the following important reports:
Check out Travelers Companies Correlation, Travelers Companies Volatility and Travelers Companies Alpha and Beta module to complement your research on Travelers Companies.
You can also try the Transaction History module to view history of all your transactions and understand their impact on performance.

Complementary Tools for Travelers Stock analysis

When running 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 the 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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Travelers Companies technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
A focus of Travelers Companies technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Travelers Companies trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...