TRV

2024Q1BMO

The Travelers Companies Inc primary · FINANCIAL SERVICES · INSURANCE - PROPERTY & CASUALTY

Report 2024-04-17 · Fiscal end 2024-03-31 · Features as of 2024-04-16

← Earnings history

Pre-Earnings Data

Expectations & setup

Street

Consensus EPS4.86
Consensus rev—
EPS high—
EPS low—
Dispersion—
Analysts—
EPS rev net 7d—
EPS rev net 30d—
Consensus Δ 7d—
Consensus Δ 30d—

Options

Implied move3.0%
IV front—
P/C full—
P/C front—
Features as of2024-04-16

Run-up

Close—
Ret 5d-0.3%
Ret 10d-2.1%
Ret 20d+0.5%
Ret 30d+1.8%

Post-Earnings Data

Results & reaction

Print

Actual EPS
4.69Miss
Estimated EPS4.86
Actual revenue
11.2B
Surprise %-3.5%
Beat / missMiss
Beat streak 40
Beat streak 80

Reaction

1-day stock reaction+0.2%
Implied vs actual

Implied 3.0%Actual 7.6%

Gap reaction-7.6%
Day result-7.4%
Next-day upYes
Realized / IV2.56×

Post tape

Post 5d+3.3%
Post 10d+3.2%
Post volume5.8M
Vol ×10d5.16×
Vol ×20d5.31×
Post range3.5%