Chubb Corp company logo

# 1st Gen Model Chubb Corp Fire, marine, & casualty insurance

  • $145.40Last close price
    at 26-jun-2017
  • Subscribe >> Deal exit on
    June 27, 2017
    Deal entry on
    June 27, 2017
  • 1.18%Expected margin
  • 59.68% successful of 62 deals

CB

Model's trade recommendations 1.72% Return for period

-5.31% Annual return

$67.63B Market Cap

β 0.90  

CB

Model (following trade recommendations)

CB

Underlying stock

S&P 500

Index
Return for period 1.72%
2.47%
1.78%
52wk return -1.01%
19.35%
16.82%
52wk Range
121.83—147.58
2000.54—2399.63
Sortino ratio -0.46
Sharpe ratio -0.43
Norm. RMSE 0.15%
Downside risk 11.01%
Volatility 11.83%
  • 2.76 (1.91%) Div (Yield)
  • BUY Analysts consensus recommendation

Chubb Limited is a property and casualty insurance company. It provides commercial and personal property and casualty insurance, personal accident and supplemental health insurance, reinsurance and life insurance. Chubb Limited, formerly known as ACE Limited, is based in Zurich, Switzerland.

Industry sector: Finance

Sector classification: Fire, marine, & casualty insurance

Deep Learning based analysis and prediction model for Chubb Corp (CB) stock is a 1st Generation Non-linear Autoregresive with exogenous variable(s) (NARX) model based on the Recurrent Neural Network architecture.

Model is in the production pipeline since Oct. 2, 2015.

Market data for CB model training are being downloaded from the Quandl premium datasets on a daily basis.

Model is being retrained on a daily basis.

Float 465M
P/E 14.02
Shares Outstanding 467M
% Held by Insiders 0.43%
% Held by Institutions 88.67%
EPS (last reported FY) $10.12
EPS (last reported Q) $2.48
EPS, estimated (last reported Q) $2.44
Total revenues $32 B
Net income $4 B