ROARABLE // PRO
GLOBAL DESKS // NYC --:--:-- NYSE
US TAPE
ROAR ▸

ACGL // Arch Capital Group Ltd.

DES <GO> NASDAQ CIK 0000947484 ↗
Financials • Property-Casualty Insurers
$103.94 ▲ +1.44 (+1.41%)
MKT CAP: $35.47B • VOL: 1.93M
ACGL // ROARABLE RATING & 5-PILLAR RQD CONFIDENCE 02:00 EST DETERMINISTIC ENGINE
PRIOR: RQD 68/100 [C+] (+0 PT) • UNCHANGED
ROARABLE C+
RQD CONFIDENCE
68 / 100 +0D
5 X 20-PT QUANT PILLARS
E 0 D 35 C 59 B 70 A 86+
Roarable Hold — Upper Neutral / Watch for Breakout
01 MASSIVE / SEC XBRL
Forensic Fundamentals
14 / 20
SOLID
FCF -10.4% vs NI +2% • ROIC-WACC +0.1% • Z 1.52
02 OPRA GEX + SEC 13F
Whale & Options Flow
[LOCKED] FLAGGED
UNLOCK BELOW TO REVEAL
03 SEC FORM 4 (90D)
Insider Conviction
[LOCKED] FLAGGED
UNLOCK BELOW TO REVEAL
04 FRED 90D r-MATRIX
Macro Regime Fit
16 / 20
STRONG
TAILWIND • r(10Y)=+0.00 (+23bp) • r(OAS)=+0.00
05 10-K REDLINE AUDIT
Forensic 10-K Risk
16 / 20
STRONG
20 BASE - 4 DEDUCT • 0 CRIT / 0 MED • STABLE
ALERT

Why did ACGL's Whale & Options Flow & Insider Conviction sub-score just flash a warning? Enter your email to unlock the full 5-Pillar Rating Breakdown + get instant alerts whenever ACGL is Upgraded or Downgraded.

ACGL // CANDLESTICK & AUTO-TRENDLINE WORKSTATION6M: +12.60%▲ RESISTANCE BREAKOUT
2026-10-30O $105.5H $106.7L $105.1C $106.4VOL 2.48M
RES: $104.6SUP: $90.01SMA50: $97.94SMA200: $96.80
$108.5$102.7$96.87$91.06$85.25RES $104.6SUP $90.01$106.42026-04-302026-06-152026-07-312026-09-162026-10-30
ACGL // INSTITUTIONAL BULL VS. BEAR FORENSIC DEBATE
NEUTRAL / PAIR TRADE CONVICTION: 52/100
BEAR 0
100 BULL

Arch Capital Group Ltd. (ACGL) exhibits 41.0% gross margins and 9.2% return on invested capital within Financials (Property-Casualty Insurers), balanced against a 9.4x enterprise multiple and 7.1% implied options volatility.

▲ INSTITUTIONAL BULL THESIS (LONG)
01. Operating Leverage & Capital Efficiency Moat

Sustained 41.0% gross profitability converts into 26.9% operating margin and 9.2% ROIC, outpacing sector cost of capital.

ROIC: 9.2% // GM: 41.0%
02. Top-Line Expansion & Cash Conversion

YoY revenue trajectory of +14.3% paired with 14.87% free cash flow yield supports self-funded R&D and capital return.

REV YOY: +14.3% // FCF YLD: 14.87%
03. Balance Sheet Solvency & Forensic Quality

Altman Z-Score of 1.52 and Piotroski F-Score of 9/9 indicate low near-term refinancing stress.

ALTMAN Z: 1.52 // F-SCORE: 9/9
▼ INSTITUTIONAL BEAR THESIS (SHORT / RISK)
01. Multiple Compression & Duration Sensitivity

Trading at 8.1x trailing P/E (6.8x Fwd P/E) leaves valuation vulnerable if real 10Y TIPS yields spike.

P/E: 8.1x // EV/EBITDA: 9.4x
02. Options Skew & Event Volatility Risk

Options market prices a ±7.1% implied move with a 0.78 put/call ratio around $102.00 max pain.

IMPL MOVE: ±7.1% // P/C: 0.78
03. Competitive Margin & CapEx Cycle Pressure

Elevated industry capital intensity and customer concentration in Property-Casualty Insurers require continuous execution to defend 22.1% net margins.

NET MARGIN: 22.1% // D/E: 0.95x
KEY CATALYST // Upcoming 10-Q/10-K XBRL margin progression, guidance revision vs 6.8x forward consensus, and institutional 13F positioning.
MACRO REGIME // Monitor US 10Y Real Yields (DFII10) and High-Yield Credit Spreads (OAS) for beta-adjusted multiple impact (Beta 1.07).
FORM 4 & 13F FLOW OPEN OWN <GO>
FILER SIDE $ VALUE
INSPECT FULL OWNERSHIP LEDGER IN OWN <GO>
UNUSUAL OPTIONS TAPE OPEN OPT <GO>
STRIKE / EXP TYPE PREMIUM
INSPECT GEX & CHAIN IN OPT <GO>
KEY VALUATION & PROFITABILITY RATIOS XBRL FA <GO>
TRAILING P/E 8.1x
FORWARD P/E 6.8x
EV / EBITDA 9.4x
FCF YIELD 14.87%
GROSS MARGIN 41.0%
OPERATING MARGIN 26.9%
NET MARGIN 22.1%
ROIC % 9.2%
REV GROWTH YOY +14.3%
DILUTED EPS TTM $12.89
DEBT / EQUITY 0.95x
DIVIDEND YIELD 0.00%
RSI-14 MOMENTUM 70.0
5Y EQUITY BETA 1.07
FRED MACRO SENSITIVITY (PEARSON r) ECST <GO>
MACRO CORRELATION CALIBRATION ACTIVE BELOW.
FRED MACRO REGIME STRESS-TEST SIMULATOR // ACGLPEARSON R VARIANCE ENGINE
01 // SELECT FEDERAL RESERVE & CREDIT SHOCK SCENARIO
02 // POSITION NOTIONAL EXPOSURE
HEADLINE STRESS SCORE
75/100SEVERE DRAWDOWN PRESSURE
PRIMARY FACTOR EXPOSURE
DFII10 // -0.61 r
Latest: 2.08%
EST. DIRECTIONAL MOVE
-8.50%
Implied Px: $95.11
EST. DOLLAR VARIANCE
-$4,248
On $50,000 Notional
[LOCKED // MULTI-FACTOR DRAWDOWN HEDGE & MACRO TRIGGER ALERT]

Unblur the exact $50,000 delta-adjusted ETF/options hedge ratio for ACGL & activate live FRED threshold breach alerts.

HEAD-TO-HEAD PEER COMPARISONS COMP <GO>