SREN Stock Analysis: Swiss Re | SW

Insurance - Reinsurance | SW, Switzerland | Market Cap: 40.920m CHF | 12M Return: 4.5% | CH0126881561 | Charts, Fundamentals & Technical Analysis

Property Reinsurance, Casualty Reinsurance, Life Insurance, Health Insurance
Total Rating 51
Safety 22
Buy Signal -0.13
Insurance - Reinsurance
Industry Rotation: +8.2
Market Cap: 49.4B
Avg Turnover: 96.4M
Risk 3d forecast
Volatility21.4%
VaR 5th Pctl3.64%
VaR vs Median3.91%
Reward TTM
Sharpe Ratio0.18
Rel. Str. IBD61.6
Rel. Str. Peer Group61.1
Character TTM
Beta0.030
Beta Downside-0.322
Hurst Exponent0.402
Drawdowns 3y
Max DD22.36%
CAGR/Max DD0.93
CAGR/Mean DD3.30

Warnings

No concerns identified

Tailwinds

No distinct edge detected

Seasonality 11.7 years of data

Jan +0.2% 10
Feb +1.7% 20
Mar -0.1% 14
Apr +0.1% 5
May -0.1% 7
Jun -2.7% 34
Jul -1.1% 18
Aug +0.9% 8
Sep -0.5% 16
Oct +1.3% 2
Nov +1.7% 15
Dec -1.2% 15

How good or bad each month usually is (without trend). The score below shows how much you can trust it: 0 = pure chance, >40 gets interesting and >55 is strong.

Description: SREN Swiss Re

Swiss Re AG is a global reinsurer founded in 1863 and headquartered in Zurich, Switzerland. The company operates through three main segments: Property & Casualty Reinsurance, Life & Health Reinsurance, and Corporate Solutions, offering risk transfer solutions across multiple lines including property, casualty, aviation, marine, cyber, and life and health products.

Swiss Re serves a broad client base that includes stock and mutual insurance companies, public sector and governmental entities, mid-sized and large corporations, and individuals. As a reinsurer, the company essentially provides insurance to insurance companies, helping primary insurers manage large or catastrophic risks by assuming portions of their underwriting exposure.

Headlines to Watch Out For
  • P&C renewal pricing softens amid easing market conditions
  • Major catastrophe losses pressure combined ratio
  • Higher fixed income yields lift net investment income
Piotroski VR-10 (Strict) 4.5
Net Income: 4.97b TTM > 0 and > 6% of Revenue
FCF/TA: 0.02 > 0.02 and ΔFCF/TA 0.06 > 1.0
NWC/Revenue: -154.2% < 20% (prev 42.76%; Δ -197.0% < -1%)
CFO/TA 0.02 > 3% & CFO 3.16b > Net Income 4.97b
Net Debt (5.53b) to EBITDA (6.48b): 0.85 < 3
Current Ratio: 0.17 > 1.5 & < 3
Outstanding Shares: last quarter (295.9m) vs 12m ago -1.32% < -2%
Gross Margin: 66.47% > 18% (prev 100.0%; Δ -33.53% > 0.5%)
Asset Turnover: 34.95% > 50% (prev 16.23%; Δ 18.72% > 0%)
Interest Coverage Ratio: 13.32 > 6 (EBIT TTM 6.48b / Interest Expense TTM 486.6m)
Altman Z'' -2.31
A: -0.54 (Total Current Assets 14.7b - Total Current Liabilities 87.1b) / Total Assets 133b
B: 0.21 (Retained Earnings 28.3b / Total Assets 133b)
C: 0.05 (EBIT TTM 6.48b / Avg Total Assets 134b)
D: 0.23 (Book Value of Equity 24.5b / Total Liabilities 109b)
Altman-Z'' = -2.31 = D
Beneish M 1.00
DSRI: 3.0 (Receivables 10.8b/681.0m, Revenue 46.9b/22.0b)
GMI: 1.50 (GM 100.0% / 66.47%)
AQI: 3.15 (AQ_t 0.89 / AQ_t-1 0.28)
SGI: 2.14 (Revenue 46.9b / 22.0b)
TATA: 0.01 (NI 4.97b - CFO 3.16b) / TA 133b)
Beneish M = 1.17 (Cap -4..+1) = D
What is the price of SREN shares?

As of September 27, 2026, the stock is trading at CHF 141.65 with a total of 533,897 shares traded. Over the past week, the price has changed by +2.09%, over one month by +0.78%, over three months by +11.76% and over the past year by +4.54%.

Current recommended Stop Loss: 135.70 (which is 4.2% or 2.4 ATR below the current price).

Is SREN a buy, sell or hold?

Swiss Re has no consensus analysts rating.

Swiss Re (SREN) - Fundamental Data Overview as of 21 September 2026
Market Cap USD = 49.4b (40.9b CHF * 1.2066 CHF.USD)
Market Cap USD = 49.4b (40.9b CHF * 1.2066 CHF.USD)
P/E Trailing = 10.2323
P/E Forward = 8.9526
P/S = 0.9779
P/B = 1.991
P/EG = 0.8009
Revenue TTM = 46.9b USD
EBIT TTM = 6.48b USD
EBITDA TTM = 6.48b USD
Long Term Debt = 8.99b USD (from longTermDebt, last quarter)
Short Term Debt = 319.9m USD (from shortTermDebt, last quarter)
Debt = 9.47b USD (from shortLongTermDebtTotal, last quarter)
Net Debt = 5.53b USD (calculated: Debt 9.47b - CCE 3.94b)
Enterprise Value = 54.9b USD (49.4b + Debt 9.47b - CCE 3.94b)
Interest Coverage Ratio = 13.32 (Ebit TTM 6.48b / Interest Expense TTM 486.6m)
EV/FCF = 17.35x (Enterprise Value 54.9b / FCF TTM 3.16b)
FCF Yield = 5.76% (FCF TTM 3.16b / Enterprise Value 54.9b)
FCF Margin = 6.74% (FCF TTM 3.16b / Revenue TTM 46.9b)
Net Margin = 10.58% (Net Income TTM 4.97b / Revenue TTM 46.9b)
Gross Margin = 66.47% ((Revenue TTM 46.9b - Cost of Revenue TTM 15.7b) / Revenue TTM)
Gross Margin QoQ = 28.52% (prev none%)
Tobins Q-Ratio = 0.41 (Enterprise Value 54.9b / Total Assets 133b)
Interest Expense / Debt = 5.14% (Interest Expense 486.6m / Debt 9.47b)
Taxrate = 23.68% (1.54b / 6.48b)
NOPAT = 4.95b (EBIT 6.48b * (1 - 23.68%))
Current Ratio = 0.17 (Total Current Assets 14.7b / Total Current Liabilities 87.1b)
Debt / Equity = 0.39 (Debt 9.47b / totalStockholderEquity, last quarter 24.5b)
Debt / EBITDA = 0.85 (Net Debt 5.53b / EBITDA 6.48b)
Debt / FCF = 1.75 (Net Debt 5.53b / FCF TTM 3.16b)
Total Stockholder Equity = 24.1b (last 4 quarters mean from totalStockholderEquity)
RoA = 3.70% (Net Income 4.97b / Total Assets 133b)
RoE = 20.64% (Net Income TTM 4.97b / Total Stockholder Equity 24.1b)
RoCE = 19.62% (EBIT 6.48b / Capital Employed (Equity 24.1b + L.T.Debt 8.99b))
RoIC = 11.22% (NOPAT 4.95b / Invested Capital 44.1b)
WACC = 5.74% (E(49.4b)/V(58.8b) * Re(6.09%) + D(9.47b)/V(58.8b) * Rd(5.14%) * (1-Tc(0.24)))
Discount Rate = 6.09% (= CAPM, Blume Beta Adj.)
Shares (quarterly) Correlation: -39.28 | Cagr: -1.13%
[DCF] Terminal Value 75.58% ; FCFF base≈3.15b ; Y1≈3.19b ; Y5≈3.44b
[DCF] Fair Price = 162.4 (EV 53.4b - Net Debt 5.53b = Equity 47.9b / Shares 294.9m; r=8.35% [WACC [floored]]; 5y FCF grow 1.08% → 2.50% )
EPS Correlation: 76.81 | EPS CAGR: 17.53% | SUE: 0.16 | # QB: 0
Revenue Correlation: -5.10 | Revenue CAGR: -1.93% | SUE: 3.84 | # QB: 2
EPS current Quarter (2026-09-30): EPS=3.69 | Chg30d=-2.40% | Revisions=-40% | Analysts=2
EPS current Year (2026-12-31): EPS=16.51 | Chg30d=+2.24% | Revisions=+30% | GrowthEPS=+5.3% | GrowthRev=-1.6%
EPS next Year (2027-12-31): EPS=15.68 | Chg30d=-0.30% | Revisions=-50% | GrowthEPS=-5.0% | GrowthRev=+0.9%
[Analyst] Revisions Ratio: -21% (up=6, down=10)