(SREN) Swiss Re - SW

Sector: Financial Services | Industry: Insurance - Reinsurance | Exchange: SW (Switzerland) | Market Cap: 35.906m CHF | Total Return: -5.4% in 12m

Property Reinsurance, Casualty Reinsurance, Life Insurance, Health Insurance
Total Rating 46
Safety 31
Buy Signal -0.03
Insurance - Reinsurance
Industry Rotation: -1.2
Market Cap: 44.9B
Avg Turnover: 113M
Risk 3d forecast
Volatility21.2%
VaR 5th Pctl3.50%
VaR vs Median0.47%
Reward TTM
Sharpe Ratio-0.30
Rel. Str. IBD20.5
Rel. Str. Peer Group27.8
Character TTM
Beta0.246
Beta Downside0.040
Hurst Exponent0.460
Drawdowns 3y
Max DD22.36%
CAGR/Max DD0.81
CAGR/Mean DD3.04

Warnings

No concerns identified

Tailwinds

No distinct edge detected

Description: SREN Swiss Re

Swiss Re AG is a Zurich-based global provider of reinsurance and insurance-based risk transfer services. Founded in 1863, the firm operates through three primary segments: Property & Casualty Reinsurance, Life & Health Reinsurance, and Corporate Solutions. Its portfolio covers diverse risks ranging from traditional property and casualty to specialized lines such as aviation, cyber, and renewable energy.

As a leading global reinsurer, Swiss Re acts as a wholesaler for the insurance industry, assuming risks from primary insurers to stabilize their balance sheets against catastrophic losses. The business model relies heavily on underwriting discipline and the management of a vast investment portfolio funded by premium income. Investors may find it useful to examine ValueRay for deeper insights into the companys valuation metrics.

The company serves a broad client base including mutual insurance firms, public sector entities, and large corporations. By diversifying across geographic regions and risk types, Swiss Re mitigates the impact of localized disasters on its overall capital position.

Headlines to Watch Out For
  • Natural catastrophe frequency and severity impact P&C underwriting margins
  • Higher interest rates boost reinvestment yields on multi-billion dollar portfolio
  • Life and Health segment earnings stabilize as pandemic-related mortality claims normalize
  • Shareholder returns supported by strong capital position and consistent dividend policy
Piotroski VR-10 (Strict) 4.0
Net Income: 3.53b TTM > 0 and > 6% of Revenue
FCF/TA: 0.02 > 0.02 and ΔFCF/TA -0.10 > 1.0
NWC/Revenue: -208.2% < 20% (prev 21.13%; Δ -229.3% < -1%)
CFO/TA 0.02 > 3% & CFO 3.16b > Net Income 3.53b
Net Debt (6.23b) to EBITDA (13.5b): 0.46 < 3
Current Ratio: 0.15 > 1.5 & < 3
Outstanding Shares: last fiscal year (298.8m) vs prev 1.16% < -2%
Gross Margin: error (current vs previous; cannot be calculated due to missing/invalid data or negative margin)
Asset Turnover: 27.20% > 50% (prev 17.24%; Δ 9.96% > 0%)
Interest Coverage Ratio: 39.71 > 6 (EBIT TTM 13.5b / Interest Expense TTM 339.1m)
Altman Z'' -2.01
A: -0.55 (Total Current Assets 13.2b - Total Current Liabilities 87.1b) / Total Assets 134b
B: 0.21 (Retained Earnings 27.7b / Total Assets 134b)
C: 0.10 (EBIT TTM 13.5b / Avg Total Assets 131b)
D: 0.23 (Book Value of Equity 24.7b / Total Liabilities 109b)
Altman-Z'' = -2.01 = D
Beneish M 0.27
DSRI: 3.0 (Receivables 10.4b/624.0m, Revenue 35.5b/21.9b)
GMI: 1.0 (GM 100.0% / 100.0%)
AQI: 3.03 (AQ_t 0.90 / AQ_t-1 0.30)
SGI: 1.62 (Revenue 35.5b / 21.9b)
TATA: 0.00 (NI 3.53b - CFO 3.16b) / TA 134b)
Beneish M = 0.27 (Cap -4..+1) = D
What is the price of SREN shares?

As of June 20, 2026, the stock is trading at CHF 123.40 with a total of 1,825,423 shares traded.
Over the past week, the price has changed by +1.24%, over one month by -1.41%, over three months by -3.06% and over the past year by -5.39%.

Is SREN a buy, sell or hold?

Swiss Re has no consensus analysts rating.

Swiss Re (SREN) - Fundamental Data Overview as of 19 June 2026
Market Cap USD = 44.9b (35.9b CHF * 1.2511 CHF.USD)
Market Cap USD = 44.9b (35.9b CHF * 1.2511 CHF.USD)
P/E Trailing = 9.8663
P/E Forward = 9.4697
P/S = 0.847
P/B = 1.781
P/EG = 0.8009
Revenue TTM = 35.5b USD
EBIT TTM = 13.5b USD
EBITDA TTM = 13.5b USD
Long Term Debt = 8.54b USD (from longTermDebt, last quarter)
Short Term Debt = 294.8m USD (from shortTermDebt, last quarter)
Debt = 8.98b USD (from shortLongTermDebtTotal, last quarter)
Net Debt = 6.23b USD (calculated: Debt 8.98b - CCE 2.74b)
Enterprise Value = 51.2b USD (44.9b + Debt 8.98b - CCE 2.74b)
Interest Coverage Ratio = 39.71 (Ebit TTM 13.5b / Interest Expense TTM 339.1m)
EV/FCF = 16.17x (Enterprise Value 51.2b / FCF TTM 3.16b)
FCF Yield = 6.18% (FCF TTM 3.16b / Enterprise Value 51.2b)
FCF Margin = 8.91% (FCF TTM 3.16b / Revenue TTM 35.5b)
Net Margin = 9.93% (Net Income TTM 3.53b / Revenue TTM 35.5b)
 Gross Margin = unknown ((Revenue TTM 35.5b - Cost of Revenue TTM 0.0) / Revenue TTM)
 Tobins Q-Ratio = 0.38 (Enterprise Value 51.2b / Total Assets 134b)
Interest Expense / Debt = 3.78% (Interest Expense 339.1m / Debt 8.98b)
Taxrate = 24.11% (1.11b / 4.62b)
NOPAT = 10.2b (EBIT 13.5b * (1 - 24.11%))
Current Ratio = 0.15 (Total Current Assets 13.2b / Total Current Liabilities 87.1b)
Debt / Equity = 0.36 (Debt 8.98b / totalStockholderEquity, last quarter 24.7b)
Debt / EBITDA = 0.46 (Net Debt 6.23b / EBITDA 13.5b)
Debt / FCF = 1.97 (Net Debt 6.23b / FCF TTM 3.16b)
Total Stockholder Equity = 23.5b (last 4 quarters mean from totalStockholderEquity)
RoA = 2.70% (Net Income 3.53b / Total Assets 134b)
RoE = 15.01% (Net Income TTM 3.53b / Total Stockholder Equity 23.5b)
RoCE = 42.04% (EBIT 13.5b / Capital Employed (Equity 23.5b + L.T.Debt 8.54b))
RoIC = 22.54% (NOPAT 10.2b / Invested Capital 45.3b)
WACC = 6.19% (E(44.9b)/V(53.9b) * Re(6.85%) + D(8.98b)/V(53.9b) * Rd(3.78%) * (1-Tc(0.24)))
Discount Rate = 6.85% (= CAPM, Blume Beta Adj.)
Shares (quarterly) Correlation: -4.49 | Cagr: -0.01%
[DCF] Terminal Value 75.58% ; FCFF base≈3.15b ; Y1≈3.19b ; Y5≈3.44b
[DCF] Fair Price = 160.0 (EV 53.4b - Net Debt 6.23b = Equity 47.2b / Shares 294.9m; r=8.35% [WACC [floored]]; 5y FCF grow 1.08% → 2.50% )
EPS Correlation: 76.91 | EPS CAGR: 26.29% | SUE: 0.94 | # QB: 1
Revenue Correlation: -65.67 | Revenue CAGR: -22.29% | SUE: 3.42 | # QB: 1
EPS current Quarter (2026-06-30): EPS=3.86 | Chg30d=+0.00% | Revisions=+20% | Analysts=2
EPS next Quarter (2026-09-30): EPS=3.95 | Chg30d=+0.00% | Revisions=-20% | Analysts=2
EPS current Year (2026-12-31): EPS=16.17 | Chg30d=+0.17% | Revisions=+60% | GrowthEPS=+3.2% | GrowthRev=-0.5%
EPS next Year (2027-12-31): EPS=15.92 | Chg30d=-0.76% | Revisions=+0% | GrowthEPS=-1.6% | GrowthRev=+2.1%
[Analyst] Revisions Ratio: +60%