(ACGL) Arch Capital - Ratings and Ratios

Exchange: NASDAQ • Country: Bermuda • Currency: USD • Type: Common Stock • ISIN: BMG0450A1053

Insurance, Reinsurance, Mortgage, Surety, Warranty

Stock: Property & Casualty Insurance
Age 30.4y

MCap 34,695m
Avg Vol 1.77M (164M USD)

Beta 0.417
Volatility 23.26%

EPS (Earnings per Share)

EPS CAGR: -38.86%
EPS Trend: 13.0%

Last SUE: -4.00
Qual. Beats: 0

Revenue

Rev. CAGR: 23.56%
Rev. Trend: 97.3%

Last SUE: 1.31
Qual. Beats: 2

Dividends

Currently no dividends paid

Risk via 5d forecast
Volatility	23.3%
Value at Risk 5%th	37.5%
Relative Tail Risk	-1.89%

Reward TTM
Sharpe Ratio	-0.01
Alpha	-7.89
CAGR/Max DD	0.70

Character TTM
Hurst Exponent	0.450
Beta	0.417
Beta Downside	0.414

Drawdowns 3y
Max DD	22.43%
Mean DD	9.12%
Median DD	8.16%

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) 6.5

Net Income: 4.10b TTM > 0 and > 6% of Revenue
FCF/TA: 0.08 > 0.02 and ΔFCF/TA -1.16 > 1.0
NWC/Revenue: 16.85% < 20% (prev -32.03%; Δ 48.88% < -1%)
CFO/TA 0.08 > 3% & CFO 6.34b > Net Income 4.10b
Net Debt (1.67b) to EBITDA (4.92b): 0.34 < 3
Current Ratio: 1.75 > 1.5 & < 3
Outstanding Shares: last quarter (376.1m) vs 12m ago -1.62% < -2%
Gross Margin: 33.98% > 18% (prev 0.37%; Δ 3361 % > 0.5%)
Asset Turnover: 24.93% > 50% (prev 22.00%; Δ 2.93% > 0%)
Interest Coverage Ratio: 31.81 > 6 (EBITDA TTM 4.92b / Interest Expense TTM 147.0m)

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 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)
Altman-Z'' Score: 2.23 = BBB

Beneish M

DSRI: 0.92 (Receivables 17.81b/16.39b, Revenue 19.05b/16.21b)
GMI: 1.10 (GM 33.98% / 37.32%)
AQI: none (AQ_t none / AQ_t-1 none)
SGI: 1.18 (Revenue 19.05b / 16.21b)
TATA: -0.03 (NI 4.10b - CFO 6.34b) / TA 79.19b)
Beneish M-Score: cannot calculate (missing components)

ValueRay F-Score (Strict, 0-100) 90.50

1. Piotroski: 6.50pt
2. FCF Yield: 23.97%
3. FCF Margin: 33.04%
4. Debt/Equity: 0.12
5. Debt/Ebitda: 0.34
6. ROIC - WACC: 9.69%
7. RoE: 18.38%
8. Revenue Trend: 97.29%
9. EPS Trend: 13.02%

What is the price of ACGL shares?

As of January 27, 2026, the stock is trading at USD 93.70 with a total of 2,531,968 shares traded.
Over the past week, the price has changed by +2.07%, over one month by -2.26%, over three months by +9.03% and over the past year by -2.92%.

Is ACGL a buy, sell or hold?

Arch Capital has received a consensus analysts rating of 4.14. Therefore, it is recommended to buy ACGL.

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	108	15.2%
Analysts Target Price	108	15.2%
ValueRay Target Price	104.5	11.5%

ACGL Fundamental Data Overview January 27, 2026

P/E Trailing = 8.7123
P/E Forward = 10.02
P/S = 1.7753
P/B = 1.4727
P/EG = 2.24
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 = 26.26b USD (34.69b + Debt 2.73b - CCE 11.17b)
Interest Coverage Ratio = 31.81 (Ebit TTM 4.68b / Interest Expense TTM 147.0m)
EV/FCF = 4.17x (Enterprise Value 26.26b / FCF TTM 6.29b)
FCF Yield = 23.97% (FCF TTM 6.29b / Enterprise Value 26.26b)
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 = 0.33 (Enterprise Value 26.26b / 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 = 5.36% (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 = 6.99% (E(34.69b)/V(37.42b) * Re(7.45%) + D(2.73b)/V(37.42b) * Rd(1.36%) * (1-Tc(0.14)))
Discount Rate = 7.45% (= CAPM, Blume Beta Adj.) -> floored to rf + 0.7*ERP = 7.95%
Shares Correlation 3-Years: -33.33 | Cagr: -0.49%
[DCF Debug] Terminal Value 84.61% ; FCFF base≈6.46b ; Y1≈7.97b ; Y5≈13.58b
Fair Price DCF = 788.9 (EV 287.74b - Net Debt 1.67b = Equity 286.08b / Shares 362.6m; r=6.99% [WACC]; 5y FCF grow 25.0% → 2.90% )
EPS Correlation: 13.02 | EPS CAGR: -38.86% | SUE: -4.0 | # QB: 0
Revenue Correlation: 97.29 | Revenue CAGR: 23.56% | SUE: 1.31 | # QB: 2
EPS next Quarter (2026-03-31): EPS=2.44 | Chg30d=+0.021 | Revisions Net=+2 | Analysts=16
EPS next Year (2026-12-31): EPS=9.37 | Chg30d=+0.089 | Revisions Net=+6 | Growth EPS=-0.8% | Growth Revenue=+4.2%

Additional Sources for ACGL Stock

News: Wall Street Journal | Benzinga | Yahoo Finance
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