SWISS RE N chart

Last update: 2022-12-30
Key statistics and financials
Revenue per share 159.68
Dividend & Yield5.90fr (7.72%)
Beta 0.83
Market capitalization 21.79B
Operating cash flow 4.13B
ESG Scores 15.9

Company description

Swiss Re AG, together with its subsidiaries, provides wholesale reinsurance, insurance, other insurance-based forms of risk transfer, and other insurance-related services worldwide. The company operates through Property & Casualty Reinsurance, Life & Health Reinsurance, and Corporate Solutions. The Property & Casualty Reinsurance segment underwrites property reinsurance, including property, credit and surety, engineering, aviation, marine, agriculture, retakaful, and facultative reinsurance solutions; and casualty reinsurance, such as liability, motor, worker's compensation, personal accident, management and professional liability, cyber, and facultative reinsurance solutions. The Life & Health Reinsurance segment underwrites life and health insurance products. The Corporate Solutions segment offers standard risk transfer covers and multi-line programs to customized solutions. It serves stock and mutual insurance companies, public sector and governmental entities, mid-sized and large corporations, and individuals. Swiss Re AG was founded in 1863 and is headquartered in Zurich, Switzerland.

Sector: Financial Services - Industry: Insurance—Reinsurance

Financial Ratios
Quick Ratio0.38
Working Capital-0.02
Return On Equity0.06
Debt To Equity0.44
Fixed Asset Ratio0.13
Fixed Interest Cover4.2

Financial data

Financial Statements

Cashflow Statement 2018-12-31 2019-12-31 2020-12-31 2021-12-31
Change To Liabilities
Total Cashflows From Investing Activities 3.46B 2.46B -7.72B -2.14B
Net Borrowings -82M 1.41B 881M -153M
Total Cash From Financing Activities -5.59B -2.64B -2.5B -2.1B
Change To Operating Activities -1.35B 9.61B 5.08B 3.01B
Issuance Of Stock
Net Income 462M 727M -878M 1.44B
Change In Cash -821M 1.58B -2.09B -419M
Effect Of Exchange Rate -263M 88M 4M -286M
Total Cash From Operating Activities 1.57B 4.4B 5.39B 4.1B
Depreciation 57M 61M 67M 63M
Change To Account Receivables
Other Cashflows From Financing Activities -1.72B -1.44B -1.42B -55M
Change To Netincome -2.77B -11.68B -4.92B -7.37B
Capital Expenditures

Income Statement 2018-12-31 2019-12-31 2020-12-31 2021-12-31
Research Development
Income Before Tax 550M 909M -1.09B 1.83B
Net Income 462M 727M -878M 1.44B
Selling General Administrative 3.43B 3.58B 3.6B 3.5B
Gross Profit 4.55B 5.09B 3.1B 5.91B
Ebit 1.12B 1.51B -495M 2.4B
Operating Income 1.12B 1.51B -495M 2.4B
Interest Expense -570M -602M -595M -573M
Income Tax Expense 69M 140M -266M 394M
Total Revenue 37.06B 49.33B 43.34B 46.74B
Cost Of Revenue 32.51B 44.24B 40.24B 40.83B
Total Other Income ExpenseNet -570M -602M -595M -573M
Net Income From Continuing Ops 481M 769M -824M 1.44B
Net Income Applicable To Common Shares 421M 727M -878M 1.44B

Balance Sheet Statement 2018-12-31 2019-12-31 2020-12-31 2021-12-31
Total Liabilities 178.84B 207.53B 155.36B 157.89B
Total Stockholder Equity 27.93B 29.25B 27.14B 23.57B
Other Current Liabilities 14.56B 84.19B 15.59B 16B
Total Assets 207.57B 238.57B 182.62B 181.57B
Common Stock 32M 31M 30M 30M
Other Current Assets 12.54B 85.33B 13.08B 10.39B
Retained Earnings 34.51B 32.68B 29.05B 28.63B
Treasury Stock -7.11B -3.71B -2.2B -5.36B
Cash 5.27B 6.3B 4.7B 4.15B
Total Current Liabilities 88.72B 162.5B 105.31B 110.11B
Other Stockholder Equity -4.82B -1.49B -800M -3.96B
Property, Plant, and Equipment 485M 471M 426M
Total Current Assets 43.79B 114.54B 49.55B 41.65B
Net Tangible Assets 23.86B 25.31B 23.11B 19.6B
Net Receivables 14.31B 15.74B 16.27B 17.22B
Accounts Payable 71.59B 76.78B 87.5B 91.72B


Insider Transactions

Here are the insider transactions of stock shares related to SWISS RE N:

Filer Name Transaction Text Ownership Date Filer Relation Shares
NO DATA

Insider transaction explanations

Insider buying is the legal purchase of shares by a senior executive or director of a company. "Filer Name" corresponds to the name of the stock buyer or seller. "Transaction Text" describes the transaction. "Ownership" gives information about the transaction type. "Date" is the reported transaction date. "Filer Relation" gives the role of the insider in the company. "Shares" is the value of the transaction. You will find the complete description of the General Transaction Codes on the SEC dedicated page


Investment strategy backtesting

These are the result of three automatic investment systems applied to SWISS RE N. You will find the performance of an systematic investment system, a momentum strategy, and a buy the dip trading strategy.


Systematic investment results on SWISS RE N

Here is the result of two systematic investment strategies applied to SWISS RE N. The first strategy automatically buys the first day of the month, and the second strategy buys the fifteenth day of the month.

Systematic investment equity curve on SWISS RE N

The following chart shows the equity curve of the two systematic investment strategies applied to SWISS RE N:

SWISS RE N automated entries

The systematic investment strategy that buys the first day of the month would give a performance of 11.31% on the backtest period.

Performance at glance

Performance

11.31 %

Latent gain

184.6 fr

Invested capital

1631.8 fr

Annualized return

2.75 %
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Momentum strategy results on SWISS RE N

This is the result of two momentum investment strategies applied to SWISS RE N. The first strategy uses a momentum signal calculated on one quarter, and the second uses a momentum signal calculated on two quarters.

Momentum entry openings on SWISS RE N

The following chart shows all the entries opened by the momentum investment system on SWISS RE N:

SWISS RE N momentum entries
  • The first momentum investment strategy would give 4.53% of return on SWISS RE N. That represents 271.74fr of latent gain with 5994.84fr of employed capital.
  • The second momentum investment strategy would give 8.47% of return on SWISS RE N. That represents 354.68fr of latent gain with 4186.32fr of employed capital.
Performance at glance (1Q Momentum)

Performance

4.53 %

Latent gain

271.74 fr

Invested capital

5994.84 fr

Annualized return

1.92 %
Performance at glance (2Q Momentum)

Performance

8.47 %

Latent gain

354.68 fr

Invested capital

4186.32 fr

Annualized return

2.33 %

Momentum equity curve on SWISS RE N

The following chart shows the equity curve of the two momentum strategies applied to SWISS RE N:

SWISS RE N momentum equity

Note: the dividends potentially given by SWISS RE N are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on SWISS RE N

The following chart shows the employed capital evolution of the two momentum strategies on SWISS RE N since the beginning:

SWISS RE N

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250fr, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000fr.


Buy the dip strategy result on SWISS RE N

Buy the dip entry openings on SWISS RE N

SWISS RE N

The performance achieved by the robo-advisor on SWISS RE N is 4.08%. That represents 39.12$ of latent gain with 959.9fr of employed capital. The following chart shows SWISS RE N stock price with all the entries opened by the automated investment system.

Note: The blue line represents the weekly stock price of SWISS RE N, and the green triangles represent the entry openings. The artificall robo-advisor needs at least 100 weeks of trading history to work.

Performance at glance

Performance

4.08 %

Latent gain

39.12 fr

Invested capital

959.9 fr

Annualized return

1.92 %

Equity curve of the strategy applied to SWISS RE N

The following chart shows the result of the investment strategy applied to SWISS RE N:

SWISS RE N

Note: the dividends potentially given by SWISS RE N are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on SWISS RE N

The following chart shows the employed capital evolution since the beginning of the investment strategy on SWISS RE N:

SWISS RE N

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Investment strategies comparison on SWISS RE N

In this section, I will compare the three previous investment strategies applied to SWISS RE N.

Equity curve comparison on SWISS RE N

The following chart shows the equity curve of the artificall advisor, the trend folowing and the automatic investment strategies:

SWISS RE N investment strategy comparison

Employed capital comparison on SWISS RE N

SWISS RE N investment comparison

Performance comparison on SWISS RE N

Strategy Latent Profit Growth Employed capital CAGR
Automatic investment 11.31% 184.6fr 1631.8fr 2.75%
Momentum 1 quarter 4.53% 271.74fr 5994.84fr 1.17%
Momentum 2 quarters 8.47% 354.68fr 4186.32fr 2.33%
Non-directional 4.08% 39.12fr 959.9fr 1.92%
Annualized return comparison

Automatic investment

2.75 %

Momentum 1Q

2.33 %

Momentum 2Q

2.33 %

Non-directional

1.92 %

Correlated stocks

Here are the most positively and negatively correlated stocks with SWISS RE N:

Positive correlations

Most correlated stocks this year

  • SWISS RE N

  • Most correlated stocks last 3 months

  • THERADIAG
  • SWISS RE N

  • Negative correlation

    Most negatively correlated stocks this year


    Most negatively correlated stocks last 3 months

  • TIAN LUN GAS

  • Note: The algorithm computes the probability of correlation between SWISS RE N and the other stocks. There may be false positives or some missing correlated stocks. If the price of SWISS RE N does not vary for 36 weeks, the correlation calculation result will be wrong.


    Company information

    Company name SWISS RE N
    Country Switzerland
    City Zurich
    Address Mythenquai 50/60, PO Box
    Phone 41 43 285 2121
    Website www.swissre.com
    FullTime employees 14836
    Industry Insurance—Reinsurance
    Sector Financial Services
    Exchange XSWX
    Ticker SREN.XSWX
    Market www.six-group.com

    SWISS RE N ESG Scores

    Environment scores

    Environment ESG Factors Scores
    Environment Score 0.9
    Peer Environment Performance 1.4494680851064
    Environment Percentile unknown
    Palm Oil no
    Nuclear no
    Fur Leather no
    GMO no
    Coal no
    Pesticides no
    Animal Testing no

    Social scores

    Social ESG Factors Scores
    Social Score 6.8
    Peer Social Performance 8.7667021276596
    Social Percentile unknown
    Highest Controversy 1
    Peer Highest Controversy Performance 1.46875
    Adult no
    Gambling no
    Alcoholic no
    Tobacco no
    Catholic no
    Controversial Weapons no
    Small Arms no
    Military Contract no
    Peer Count yes

    Related Controversy: Product & Service IncidentsCustomer IncidentsBusiness Ethics Incidents


    Governance scores

    Governance ESG Factors Scores
    Governance Score 8.2
    Peer Governance Performance 10.650425531915
    Governance Percentile unknown

    ESG at glance
    Total ESG Scores: 15.9
    Environment Score: 0.9
    Social Score: 6.8
    Governance Score: 8.2

    ESG Performance: UNDER_PERF

    Peer Group: Insurance

    Peer Esg Score Performance: 21.185416666667

    Rating Year: 2022

    Rating Month: 8

    Max Age: 86400

    Percentile: 12