(SLF) Sun Life Financial - Ratings and Ratios
Insurance, Investments, Health, Mutual Funds, Asset Management
EPS (Earnings per Share)
Revenue
| Risk via 10d forecast | |
|---|---|
| Volatility | 17.7% |
| Value at Risk 5%th | 28.3% |
| Relative Tail Risk | -2.82% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | -0.08 |
| Alpha | -7.87 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.306 |
| Beta | 0.476 |
| Beta Downside | 0.567 |
| Drawdowns 3y | |
|---|---|
| Max DD | 14.91% |
| Mean DD | 5.05% |
| Median DD | 4.77% |
Description: SLF Sun Life Financial October 14, 2025
Sun Life Financial Inc. (NYSE: SLF) is a diversified financial services firm that delivers asset-management, wealth, insurance, and health solutions to both individual and institutional clients across 15+ markets, including Canada, the United States, the United Kingdom, and a broad set of Asian economies such as Hong Kong, Japan, India, and Singapore.
The company’s insurance portfolio spans term and permanent life policies, personal health coverage (prescription drugs, dental, vision), critical-illness, long-term care, and disability products. On the investment side, Sun Life offers mutual and segregated funds, annuities, guaranteed investment products, and provides comprehensive financial-planning and retirement services. Its asset-management arm manages pooled funds, institutional portfolios, and pension-fund assets for a global client base.
Founded in 1871 and headquartered in Toronto, Canada, Sun Life operated under the name Sun Life Financial Services of Canada Inc. until it rebranded to Sun Life Financial Inc. in July 2003.
Key financial and sector metrics: • 2023 net income was C$3.2 billion, reflecting a 7 % YoY increase driven by higher life-insurance premiums and fee-based investment income. • The firm’s combined ratio in its Canadian life-insurance segment improved to 92.5 % in Q4 2023, indicating underwriting profitability. • Demographic aging in North America and rising middle-class wealth in Asia are core growth drivers for life-insurance and wealth-management demand.
Ticker SLF is classified under the GICS sub-industry “Life & Health Insurance,” and its performance is sensitive to interest-rate trends, mortality assumptions, and regulatory capital requirements.
For a deeper, data-rich analysis of Sun Life’s valuation dynamics, you may find ValueRay’s proprietary dashboards useful.
SLF Stock Overview
| Market Cap in USD | 33,477m |
| Sub-Industry | Life & Health Insurance |
| IPO / Inception | 2000-03-23 |
| Return 12m vs S&P 500 | -11.7% |
| Analyst Rating | 3.92 of 5 |
SLF Dividends
| Metric | Value |
|---|---|
| Dividend Yield | 5.26% |
| Yield on Cost 5y | 8.30% |
| Yield CAGR 5y | 9.55% |
| Payout Consistency | 98.2% |
| Payout Ratio | 35.1% |
SLF Growth Ratios
| Metric | Value |
|---|---|
| CAGR 3y | 13.18% |
| CAGR/Max DD Calmar Ratio | 0.88 |
| CAGR/Mean DD Pain Ratio | 2.61 |
| Current Volume | 344.8k |
| Average Volume | 386.8k |
Piotroski VR‑10 (Strict, 0-10) 4.0
| Net Income (3.09b TTM) > 0 and > 6% of Revenue (6% = 2.17b TTM) |
| FCFTA 0.01 (>2.0%) and ΔFCFTA -2.16pp (YES ≥ +1.0pp, WARN ≥ +0.5pp) |
| NWC/Revenue 0.0% (prev 58.11%; Δ -58.11pp) (YES ≤20% & Δ≤-1pp; WARN ≤25% & Δ≤0 oder ≤40% & Δ≤-3pp) |
| CFO/TA 0.01 (>3.0%) and CFO 2.21b <= Net Income 3.09b (YES >=105%, WARN >=100%) |
| Net Debt (-1.38b) to EBITDA (4.84b) ratio: -0.28 <= 3.0 (WARN <= 3.5) |
| error: Current Ratio cannot be calculated (needs Total Current Assets and Liabilities) |
| Outstanding Shares last Quarter (564.0m) change vs 12m ago -2.93% (target <= -2.0% for YES) |
| Gross Margin 13.68% (prev 10.80%; Δ 2.88pp) >=18% & Δ>=+0.5pp (WARN >=15% & Δ>=0) |
| Asset Turnover 9.58% (prev 13.51%; Δ -3.93pp) >=50% & Δ>=+2pp (WARN >=35% & Δ>=0) |
| Interest Coverage Ratio 2.66 (EBITDA TTM 4.84b / Interest Expense TTM 575.0m) >= 6 (WARN >= 3) |
Altman Z'' 0.20
| (A) 0.0 = (Total Current Assets 0.0 - Total Current Liabilities 0.0) / Total Assets 394.93b |
| (B) 0.03 = Retained Earnings (Balance) 13.00b / Total Assets 394.93b |
| (C) 0.00 = EBIT TTM 1.53b / Avg Total Assets 378.09b |
| (D) 0.06 = Book Value of Equity 22.73b / Total Liabilities 368.94b |
| Total Rating: 0.20 = (6.56 * A) + (3.26 * B) + (6.72 * C) + (1.05 * D) |
ValueRay F-Score (Strict, 0-100) 58.85
| 1. Piotroski 4.0pt |
| 2. FCF Yield 7.36% |
| 3. FCF Margin 5.72% |
| 4. Debt/Equity 0.29 |
| 5. Debt/Ebitda -0.28 |
| 6. ROIC - WACC (= -3.00)% |
| 7. RoE 12.03% |
| 8. Rev. Trend 4.01% |
| 9. EPS Trend 44.40% |
What is the price of SLF shares?
Over the past week, the price has changed by +0.10%, over one month by -3.73%, over three months by +1.77% and over the past year by +0.02%.
Is SLF a buy, sell or hold?
- Strong Buy: 4
- Buy: 5
- Hold: 3
- Sell: 1
- Strong Sell: 0
What are the forecasts/targets for the SLF price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | 61 | 3.2% |
| Analysts Target Price | 61 | 3.2% |
| ValueRay Target Price | 67.3 | 13.9% |
SLF Fundamental Data Overview November 25, 2025
P/E Trailing = 15.888
P/E Forward = 10.5263
P/S = 0.9707
P/B = 1.9869
P/EG = 0.8949
Beta = 0.828
Revenue TTM = 36.21b CAD
EBIT TTM = 1.53b CAD
EBITDA TTM = 4.84b CAD
Long Term Debt = 7.38b CAD (from longTermDebt, last quarter)
Short Term Debt = 2.30b CAD (from shortTermDebt, last fiscal year)
Debt = 7.38b CAD (from shortLongTermDebtTotal, last quarter)
Net Debt = -1.38b CAD (from netDebt column, last quarter)
Enterprise Value = 28.12b CAD (47.23b + Debt 7.38b - CCE 26.48b)
Interest Coverage Ratio = 2.66 (Ebit TTM 1.53b / Interest Expense TTM 575.0m)
FCF Yield = 7.36% (FCF TTM 2.07b / Enterprise Value 28.12b)
FCF Margin = 5.72% (FCF TTM 2.07b / Revenue TTM 36.21b)
Net Margin = 8.54% (Net Income TTM 3.09b / Revenue TTM 36.21b)
Gross Margin = 13.68% ((Revenue TTM 36.21b - Cost of Revenue TTM 31.26b) / Revenue TTM)
Gross Margin QoQ = 12.73% (prev 12.01%)
Tobins Q-Ratio = 0.07 (Enterprise Value 28.12b / Total Assets 394.93b)
Interest Expense / Debt = 1.78% (Interest Expense 131.0m / Debt 7.38b)
Taxrate = 17.97% (260.0m / 1.45b)
NOPAT = 1.26b (EBIT 1.53b * (1 - 17.97%))
Current Ratio = unknown (Total Current Assets 0.0 / Total Current Liabilities 0.0)
Debt / Equity = 0.29 (Debt 7.38b / totalStockholderEquity, last quarter 25.70b)
Debt / EBITDA = -0.28 (Net Debt -1.38b / EBITDA 4.84b)
Debt / FCF = -0.66 (Net Debt -1.38b / FCF TTM 2.07b)
Total Stockholder Equity = 25.71b (last 4 quarters mean from totalStockholderEquity)
RoA = 0.78% (Net Income 3.09b / Total Assets 394.93b)
RoE = 12.03% (Net Income TTM 3.09b / Total Stockholder Equity 25.71b)
RoCE = 4.63% (EBIT 1.53b / Capital Employed (Equity 25.71b + L.T.Debt 7.38b))
RoIC = 3.92% (NOPAT 1.26b / Invested Capital 32.02b)
WACC = 6.92% (E(47.23b)/V(54.61b) * Re(7.77%) + D(7.38b)/V(54.61b) * Rd(1.78%) * (1-Tc(0.18)))
Discount Rate = 7.77% (= CAPM, Blume Beta Adj.) -> floored to rf + 0.7*ERP = 8.05%
Shares Correlation 3-Years: -100.0 | Cagr: -1.76%
[DCF Debug] Terminal Value 74.81% ; FCFE base≈5.12b ; Y1≈4.15b ; Y5≈2.89b
Fair Price DCF = 96.06 (DCF Value 53.51b / Shares Outstanding 557.1m; 5y FCF grow -22.78% → 3.0% )
EPS Correlation: 44.40 | EPS CAGR: 3.55% | SUE: 0.11 | # QB: 0
Revenue Correlation: 4.01 | Revenue CAGR: 0.29% | SUE: 1.25 | # QB: 3
Additional Sources for SLF Stock
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle