Storebrand ASA (OSTO:STBO) Probability of Financial Distress (%): 0.07% (As of Jun. 25, 2026)


OSTO:STBO Storebrand ASA OSTO:STBO
52 GF Score
Price kr178.90
GF Value kr171.33
Valuation Fairly Valued
! 5 Warning Signs
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What is Storebrand ASA Probability of Financial Distress (%)?

Storebrand ASA OSTO:STBO -0.61% 52 Probability of Financial Distress (%) is 0.07% as of Jun. 25, 2026. GuruFocus rates OSTO:STBO with a GF Score™ of 52/100 and a GF Value™ of kr171.33 (Fairly Valued). The stock has 5 warning signs investors should review.

Probability of Financial Distress (%) measures the probability that a company will go bankrupt in the upcoming year given its current financial position. A higher ratio indicates a larger probability of bankruptcy for the company, while a lower ratio indicates a healthier fundamental. As of today, Storebrand ASA's Probability of Financial Distress (%) is 0.07%.

Like the Altman Z-Score, the PFD measures a company's bankruptcy risk. However, the main drawback of the Z-score is it does not apply to banks and insurance companies. According to Investopedia, the concept of "working capital" does not apply to banks and insurance companies, as financial institutions do not have typical current assets or current liabilities like inventories or accounts payable.

Storebrand ASA  (OSTO:STBo) Probability of Financial Distress (%) Explanation

Like the Altman Z-Score, the PFD measures a company's bankruptcy risk in the upcoming year. However, the main drawback of the Z-score is it does not apply to banks and insurance companies. According to Investopedia, the concept of "working capital" does not apply to banks and insurance companies, as financial institutions do not have typical current assets or current liabilities like inventories or accounts payable.

Storebrand ASA Probability of Financial Distress (%) Related Terms

OSTO:STBO vs FRHC, VOYA: Probability of Financial Distress (%) Comparison

For the Financial Conglomerates subindustry, Storebrand ASA's Probability of Financial Distress (%), along with its competitors' market caps and Probability of Financial Distress (%) data, can be viewed below:

* Competitive companies are chosen from companies within the same industry, with headquarter located in same country, with closest market capitalization; x-axis shows the market cap, and y-axis shows the term value; the bigger the dot, the larger the market cap. Note that "N/A" values will not show up in the chart.

Storebrand ASA Probability of Financial Distress (%) vs Diversified Financial Services Industry

For the Diversified Financial Services industry and Financial Services sector, Storebrand ASA's Probability of Financial Distress (%) distribution charts can be found below:

* The bar in red indicates where Storebrand ASA's Probability of Financial Distress (%) falls into.


OSTO:STBO
52GF Score
Storebrand ASA OSTO:STBO
Probability of Financial Distress (%) is just one metric. See GF Score™, valuation, warning signs, and more.
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Storebrand ASA Probability of Financial Distress (%) Calculation

Probability of Financial Distress (%) (PFD) was developed by John Campbell, Jens Hilscher and Jan Szilagyi in their Search of Distress Risk. It measures the probability that a company will go bankrupt within the next 12 months given its current financial position.

The Probability of Financial Distress (%) was obtained by a logit probability model based on eight explanatory variables. The logit formula to compute the probability of financial distress (LPFD) is given below:

LPFD= -20.12 * NIMTAAVG + 1.60 * TLMTA - 7.88 * EXRETAVG + 1.55 * SIGMA - 0.005 * RSIZE - 2.27 * CASHMTA + 0.070 * MB - 0.09 * PRICE -8.87
=-7.22

The Probability of Financial Distress (%) (PFD) was then obtianed by:

PFD=1/(1 + e^(-LPFD))*100%
=0.07%

The eight explanatory variables are:

1. NIMTAAVG = Net Income to Market Total Assets

NIMTAAVG=Net Income / Market Total Assets
=Net Income / (Market Cap + Total Liabilities)

*Note that for companies reported quarterly, geometrically declining weighted quarterly Net Income data in latest four quarters are used.

2. TLMTA = Total liabilities to Market Total Assets

TLMTA=Total Liabilities / Market Total Assets

3. CASHMTA = Cash to Market Total Assets

For insurance companies, CASHMTA is measured as:

CASHMTA=(Balance Sheet Cash And Cash Equivalents + Short-term investments) / Market Total Assets

4. EXRETAVG = Excess Return compared to the S&P 500

EXRETAVG is the weighted excess return compared to the S&P 500 in past 12 month. Geometrically declining weights are imposed on the monthly excess return to reflect lagged information. The weight is halved each quarter.

5. SIGMA = Standard Deviation of Daily Returns

For sigma, we use the annualized standard deviation of a company's returns over the past 92 days (or 63 trading days).

6. RSIZE = Relative Size

RSIZE=log (Market Cap / Total Market Cap of S&P 500 companies)

7. MB = Market to Adjusted Book Equity Ratio

MB=Market Cap / Adjusted Book Equity
=Market Cap / (Total Stockholders Equity + 0.1 * ( Market Cap - Total Stockholders Equity))

8. PRICE

PRICE is measured as the log of the stock price, capped at log(15).

What does a Probability of Financial Distress (%) of 0.07% mean?
Storebrand ASA (OSTO:STBO) has a Probability of Financial Distress (%) of 0.07% as of Jun. 25, 2026.
Is Storebrand ASA's Probability of Financial Distress (%) too high?
Storebrand ASA's current Probability of Financial Distress (%) is 0.07%. Overall, Storebrand ASA has a GF Score™ of 52/100 and is considered Fairly Valued, reflecting its overall financial health beyond just this single metric.
How does Storebrand ASA's Probability of Financial Distress (%) compare to FRHC and VOYA?
Storebrand ASA's Probability of Financial Distress (%) of 0.07% can be compared against companies in the Diversified Financial Services industry. See the competitive comparison table and distribution chart on this page for a detailed peer-by-peer breakdown.
What is a good Probability of Financial Distress (%) for a Diversified Financial Services company?
A good Probability of Financial Distress (%) depends on the Diversified Financial Services industry context. However, Probability of Financial Distress (%) should not be evaluated in isolation — investors should consider it alongside profitability, growth, and financial strength metrics. Use the industry distribution chart on this page to see where any company falls relative to its peers.
What does a high Probability of Financial Distress (%) mean?
A high Probability of Financial Distress (%) can signal that a stock is expensive relative to its fundamentals. Storebrand ASA's current Probability of Financial Distress (%) is 0.07%. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Storebrand ASA stock overvalued right now?
Based on GuruFocus' analysis, Storebrand ASA (OSTO:STBO) is currently considered Fairly Valued. The stock's GF Value™ is kr171.33, compared to a current price of kr178.90 — trading 4.4% above its estimated fair value. The current Probability of Financial Distress (%) is 0.07%. Storebrand ASA's overall GF Score™ is 52/100 with 5 warning signs to review. Investors should evaluate multiple metrics — including profitability, growth, and financial strength — before making a decision.
How is Probability of Financial Distress (%) calculated?
Probability of Financial Distress (%) is calculated from a company's financial statements. For Storebrand ASA (OSTO:STBO), the current Probability of Financial Distress (%) is 0.07% as of Jun. 25, 2026. GuruFocus calculates this using data sourced from SEC filings and annual reports. See the calculation section and 30-year financial data on this page for the full breakdown.

Is Storebrand ASA (OSTO:STBO) Overvalued in 2026?

Based on GuruFocus' analysis, Storebrand ASA stock appears to be overvalued. The current stock price of kr178.90 is trading 4.4% above its estimated GF Value™ of kr171.33. GuruFocus considers Storebrand ASA to be Fairly Valued.

Key valuation signals for OSTO:STBO:

  • Probability of Financial Distress (%): 0.07%
  • GF Value™: kr171.33 vs. price of kr178.90 (4.4% above fair value)
  • GF Score™: 52/100 with 5 warning signs

No single metric tells the full story. See the OSTO:STBO stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.

Storebrand ASA Business Description

Address Professor Kohts vei 9, P.O. Box 500, Lysaker, Oslo, NOR, 1327
Storebrand ASA is a Nordic long-term savings and insurance company. The business is divided into four segments Savings, Insurance, Guaranteed Pension, and Others. The Savings segment includes products for retirement savings with no interest rate guarantees which defined contribution pensions in Norway and Sweden, asset management, and retail banking products. The Insurance segment provides risk products in Norway and Sweden, it provides health, property and casualty, personal risk products, and others. The Guaranteed Pension business area encompasses long-term pension savings products that give customers a guaranteed rate of return. Other segment consists of other companies within the Storebrand Group, including smaller subsidiaries of Storebrand Livsforsikring and SPP.
52GF Score

Get the complete analysis for OSTO:STBO

Probability of Financial Distress (%) is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.

kr178.90
Price
kr171.33
GF Value