Aggregated price index
Aggregated price index with volume information
Summary:
- Direct Property and Casualty Insurance Carriers stocks down 0.2% on average while median return down 0.1% in a day
- Direct Property and Casualty Insurance Carriers stocks down 0.7% on average while median return down -0.4% in a week
- Direct Property and Casualty Insurance Carriers stocks up 3.3% on average while median return up 3.3% in a month
- When average return is significantly different from median return, this implies an asymmetry - composite return is driven by some outliners.
Aggregated price index (close) is based on equal weighted constituencies returns. Average short volume and average total volumes are averaged across all volume data among constituencies.
Click on + to show price series and click on ticker for stock detail page
* P/E and MarketCap are refreshed daily using IEX Cloud service. P/B, P/S, PEG, growth, short%, HelbyInstitute are refreshed weekly using Yahoo feeds. For latest stock stats please visit Yahoo Finance.
* Price Patter: / is upward trend, \ is downward trend, - is sideway. Click on the ticker to go to stock page to see Bayesian Trend model plot of the time series.
* Channel and change points are derived from Bayesian Trend model, where the channel slope is the growth rate while change points are those the model partition the time series.
- 1M winners are : Winners for past month are $MBI 36.5%, $AGO 16.4%, $KINS 16.2%, $UVE 13.5%, $AMBC 11.2%
- 1M losers are : Losers for past month are $FNHC -7.5%, $PLMR -18.6%, $ROOT -18.7%, $LMND -19.8%, $HCI -24.7%
- 1W winners are : Winners for past week are $UVE 5.7%, $ACGL 5.2%, $FNF 4.9%, $AMBC 3.8%, $MBI 3.6%
- 1W losers are : Losers for past week are $ERIE -5.9%, $KNSL -7.7%, $FNHC -10.0%, $PLMR -12.6%, $HCI -14.3%
Correlation Analysis
Index correlation analysis
Correlation for the past month is 19.6%, for the past 3 months is 21.6%
In the past month for a 5 days rolling window, the highest corrrelation is 43.8%, the lowest correlation is 1.1%, the latest correlation is 1.1%
When a correlation deviated from the normal level and goes lower or even negative, it indicates some of stocks have deviated from the normal direction of the group. The deviation could reverse if long term level of correlation was at a higher level. It creates trading opportunities and deserves study whether the deviation is idiosyncratic or systematic.
Among pairwise correlation, the highest correlation is 89.4% between CB and CINF
The lowest correlation is -53.2% between CNFR and ICCH
Stock news
Cleveland, OH, based Investment company First Fiduciary Investment Counsel, Inc. (Current Portfolio) buys Activision Blizzard Inc, iShares iBonds Dec 2026 Term Corporate ETF, iShares iBonds Dec 2022 Term Corporate ETF, iShares iBonds Dec 2025 Term Corporate ETF, Invesco BulletShares 2022 Corporate Bond ETF, sells iShares iBonds Dec 2021 Term Corporate ETF, Invesco BulletShares 2021 Corporate Bond ETF, Allstate Corp during the 3-months ended 2021Q4, according to the most recent filings of the inv
Lincoln, NE, based Investment company Farmers & Merchants Investments Inc (Current Portfolio) buys Berkshire Hathaway Inc, VMware Inc, Exxon Mobil Corp, Vanguard Short-Term Corporate Bond ETF, Vanguard Short-Term Bond ETF, sells CoreSite Realty Corp, AT&T Inc, Ameren Corp, Lennox International Inc, Alliant Energy Corp during the 3-months ended 2021Q4, according to the most recent filings of the investment company, Farmers & Merchants Investments Inc.
Investment company Culbertson A N & Co Inc (Current Portfolio) buys The Travelers Inc, WisdomTree U.S.
Auto insurance industry and consumers struggle with continuing rise in catalytic converter stolen for their precious metals; hybrids, SUVs targeted
Agent-centered business model, improving premium, industry-leading margins, and solid capital position continue to drive Cincinnati Financial (CINF).
Scottsdale, AZ, based Investment company Autus Asset Management, LLC (Current Portfolio) buys ONEOK Inc, Markel Corp, Phillips 66 Partners LP, Broadmark Realty Capital Inc, Gladstone Commercial Corp, sells iShares iBonds Dec 2021 Term Muni Bond ETF, iShares Core MSCI Emerging Markets ETF during the 3-months ended 2021Q4, according to the most recent filings of the investment company, Autus Asset Management, LLC.
First American Financial (FAF) is at a 52-week high, but can investors hope for more gains in the future? We take a look at the company's fundamentals for clues.
Chubb Limited (NYSE: CB) today announced that Drew Spitzer has been appointed Treasurer of the company. Currently, Mr. Spitzer serves as Chief Financial Officer for North America Insurance. In his new role, he will be responsible for all treasury-related functions of the company globally.
In the latest trading session, FNF Group (FNF) closed at $55.86, marking a +0.99% move from the previous day.
Alexandria, VA, based Investment company Burke & Herbert Bank & Trust Co (Current Portfolio) buys Target Corp, Duke Energy Corp, The Travelers Inc, Raytheon Technologies Corp, SPDR Bloomberg High Yield Bond ETF, sells Centene Corp, Charles Schwab Corp, Las Vegas Sands Corp, Salesforce.com Inc during the 3-months ended 2021Q4, according to the most recent filings of the investment company, Burke & Herbert Bank & Trust Co.