TRV

2024Q2BMO

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

Report 2024-07-19 · Fiscal end 2024-06-30 · Features as of 2024-07-18

← Earnings history

Pre-Earnings Data

Expectations & setup

Street

Consensus EPS2.00
Consensus rev—
EPS high—
EPS low—
Dispersion—
Analysts—
EPS rev net 7d—
EPS rev net 30d—
Consensus Δ 7d—
Consensus Δ 30d—

Options

Implied move5.6%
IV front—
P/C full—
P/C front—
Features as of2024-07-18

Run-up

Close—
Ret 5d+5.6%
Ret 10d+8.3%
Ret 20d+5.8%
Ret 30d+5.2%

Post-Earnings Data

Results & reaction

Print

Actual EPS
2.51Beat
Estimated EPS2.00
Actual revenue
11.3B
Surprise %+25.5%
Beat / missBeat
Beat streak 41
Beat streak 81

Reaction

1-day stock reaction-5.1%
Implied vs actual

Implied 5.6%Actual 2.8%

Gap reaction-2.8%
Day result-7.8%
Next-day upNo
Realized / IV0.51×

Post tape

Post 5d+5.1%
Post 10d+5.4%
Post volume2.8M
Vol ×10d2.49×
Vol ×20d2.16×
Post range5.7%