(ACGL) Arch Capital - Ratings and Ratios
Insurance, Reinsurance, Mortgage, Surety, Warranty
EPS (Earnings per Share)
Revenue
Dividends
Currently no dividends paid| Risk via 5d forecast | |
|---|---|
| Volatility | 23.5% |
| Value at Risk 5%th | 37.5% |
| Relative Tail Risk | -3.03% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.09 |
| Alpha | -5.77 |
| CAGR/Max DD | 0.77 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.282 |
| Beta | 0.428 |
| Beta Downside | 0.465 |
| Drawdowns 3y | |
|---|---|
| Max DD | 22.43% |
| Mean DD | 8.79% |
| Median DD | 7.63% |
Description: ACGL Arch Capital December 17, 2025
Arch Capital Group Ltd. (NASDAQ: ACGL) operates through three primary segments-Insurance, Reinsurance, and Mortgage-offering a broad suite of property-and-casualty products, specialty coverages, and U.S. mortgage insurance. The Insurance segment underwrites commercial auto, liability, workers’ compensation, marine, aviation, and other specialty lines, while also managing Lloyd’s syndicates and warranty solutions. The Reinsurance arm provides casualty, marine, aviation, and property-catastrophe capacity, and the Mortgage segment writes primary mortgage insurance largely for loans sold to Fannie Mae and Freddie Mac, complemented by reinsurance and underwriting services domestically and internationally.
Key performance indicators from the most recent fiscal year show a combined ratio of 92.5% in the Insurance segment, indicating underwriting profitability, and a net written premium growth of 7% year-over-year, driven in part by rising commercial liability demand. Return on equity (ROE) hovered around 13%, reflecting efficient capital use, while the company’s exposure to interest-rate risk is mitigated by its sizable investment portfolio, which has a duration of roughly 7 years-a sector-wide hedge as rates climb. Macro-economic drivers such as the U.S. housing market’s health and the frequency of natural-catastrophe events remain material to ACGL’s earnings volatility.
For a deeper quantitative view, you may find ValueRay’s detailed financial dashboards useful.
Piotroski VR‑10 (Strict, 0-10) 5.5
| Net Income (4.10b TTM) > 0 and > 6% of Revenue (6% = 1.14b TTM) |
| FCFTA 0.08 (>2.0%) and ΔFCFTA -1.16pp (YES ≥ +1.0pp, WARN ≥ +0.5pp) |
| NWC/Revenue 16.85% (prev -32.03%; Δ 48.88pp) (YES ≤20% & Δ≤-1pp; WARN ≤25% & Δ≤0 oder ≤40% & Δ≤-3pp) |
| CFO/TA 0.08 (>3.0%) and CFO 6.34b > Net Income 4.10b (YES >=105%, WARN >=100%) |
| Net Debt (1.67b) to EBITDA (4.92b) ratio: 0.34 <= 3.0 (WARN <= 3.5) |
| Current Ratio 1.75 (target 1.5–3.0; WARN 1.2–<1.5 or >3.0–5.0; CFO/TA gate active) |
| Outstanding Shares last Quarter (376.1m) change vs 12m ago -1.62% (target <= -2.0% for YES) |
| Gross Margin 33.98% (prev 37.32%; Δ -3.34pp) >=18% & Δ>=+0.5pp (WARN >=15% & Δ>=0) |
| Asset Turnover 24.93% (prev 22.00%; Δ 2.93pp) >=50% & Δ>=+2pp (WARN >=35% & Δ>=0) |
| Interest Coverage Ratio 31.81 (EBITDA TTM 4.92b / Interest Expense TTM 147.0m) >= 6 (WARN >= 3) |
Altman Z'' 2.23
| (A) 0.04 = (Total Current Assets 7.51b - Total Current Liabilities 4.30b) / Total Assets 79.19b |
| (B) 0.33 = Retained Earnings (Balance) 25.82b / Total Assets 79.19b |
| (C) 0.06 = EBIT TTM 4.68b / Avg Total Assets 76.42b |
| (D) 0.47 = Book Value of Equity 25.82b / Total Liabilities 55.47b |
| Total Rating: 2.23 = (6.56 * A) + (3.26 * B) + (6.72 * C) + (1.05 * D) |
ValueRay F-Score (Strict, 0-100) 91.52
| 1. Piotroski 5.50pt |
| 2. FCF Yield 22.86% |
| 3. FCF Margin 33.04% |
| 4. Debt/Equity 0.12 |
| 5. Debt/Ebitda 0.34 |
| 6. ROIC - WACC (= 9.54)% |
| 7. RoE 18.38% |
| 8. Rev. Trend 97.29% |
| 9. EPS Trend 57.18% |
What is the price of ACGL shares?
Over the past week, the price has changed by -0.34%, over one month by +1.56%, over three months by +5.49% and over the past year by +3.16%.
Is ACGL a buy, sell or hold?
- Strong Buy: 6
- Buy: 4
- Hold: 4
- Sell: 0
- Strong Sell: 0
What are the forecasts/targets for the ACGL price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | 107.3 | 11.9% |
| Analysts Target Price | 107.3 | 11.9% |
| ValueRay Target Price | 108.1 | 12.8% |
ACGL Fundamental Data Overview December 27, 2025
P/E Trailing = 9.0347
P/E Forward = 10.3842
P/S = 1.841
P/B = 1.5272
P/EG = 2.24
Beta = 0.447
Revenue TTM = 19.05b USD
EBIT TTM = 4.68b USD
EBITDA TTM = 4.92b USD
Long Term Debt = 2.73b USD (from longTermDebt, last quarter)
Short Term Debt = unknown (none)
Debt = 2.73b USD (from shortLongTermDebtTotal, last quarter)
Net Debt = 1.67b USD (from netDebt column, last quarter)
Enterprise Value = 27.54b USD (35.98b + Debt 2.73b - CCE 11.17b)
Interest Coverage Ratio = 31.81 (Ebit TTM 4.68b / Interest Expense TTM 147.0m)
FCF Yield = 22.86% (FCF TTM 6.29b / Enterprise Value 27.54b)
FCF Margin = 33.04% (FCF TTM 6.29b / Revenue TTM 19.05b)
Net Margin = 21.50% (Net Income TTM 4.10b / Revenue TTM 19.05b)
Gross Margin = 33.98% ((Revenue TTM 19.05b - Cost of Revenue TTM 12.58b) / Revenue TTM)
Gross Margin QoQ = 40.00% (prev 37.12%)
Tobins Q-Ratio = 0.35 (Enterprise Value 27.54b / Total Assets 79.19b)
Interest Expense / Debt = 1.36% (Interest Expense 37.0m / Debt 2.73b)
Taxrate = 13.74% (215.0m / 1.56b)
NOPAT = 4.03b (EBIT 4.68b * (1 - 13.74%))
Current Ratio = 1.75 (Total Current Assets 7.51b / Total Current Liabilities 4.30b)
Debt / Equity = 0.12 (Debt 2.73b / totalStockholderEquity, last quarter 23.72b)
Debt / EBITDA = 0.34 (Net Debt 1.67b / EBITDA 4.92b)
Debt / FCF = 0.26 (Net Debt 1.67b / FCF TTM 6.29b)
Total Stockholder Equity = 22.28b (last 4 quarters mean from totalStockholderEquity)
RoA = 5.17% (Net Income 4.10b / Total Assets 79.19b)
RoE = 18.38% (Net Income TTM 4.10b / Total Stockholder Equity 22.28b)
RoCE = 18.70% (EBIT 4.68b / Capital Employed (Equity 22.28b + L.T.Debt 2.73b))
RoIC = 16.68% (NOPAT 4.03b / Invested Capital 24.18b)
WACC = 7.14% (E(35.98b)/V(38.71b) * Re(7.59%) + D(2.73b)/V(38.71b) * Rd(1.36%) * (1-Tc(0.14)))
Discount Rate = 7.59% (= CAPM, Blume Beta Adj.) -> floored to rf + 0.7*ERP = 8.05%
Shares Correlation 3-Years: -33.33 | Cagr: -0.49%
[DCF Debug] Terminal Value 81.43% ; FCFE base≈6.46b ; Y1≈7.97b ; Y5≈13.60b
Fair Price DCF = 637.9 (DCF Value 231.33b / Shares Outstanding 362.6m; 5y FCF grow 25.0% → 3.0% )
EPS Correlation: 57.18 | EPS CAGR: 23.12% | SUE: 4.0 | # QB: 4
Revenue Correlation: 97.29 | Revenue CAGR: 23.56% | SUE: 1.31 | # QB: 2
EPS next Quarter (2026-03-31): EPS=2.42 | Chg30d=-0.020 | Revisions Net=-1 | Analysts=15
EPS next Year (2026-12-31): EPS=9.28 | Chg30d=+0.002 | Revisions Net=-1 | Growth EPS=+0.4% | Growth Revenue=+4.9%
Additional Sources for ACGL Stock
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle