Aggregated price index
Aggregated price index with volume information
Summary:
- Life/Health Insurance stocks down 0.5% on average while median return down 0.4% in a day
- Life/Health Insurance stocks down 1.5% on average while median return down 2.6% in a week
- Life/Health Insurance stocks up 3.3% on average while median return up 0.6% 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.
* 20 days Price Zscore = (Today price - 20 days SMA price) / 20 days volatility. 50 days Price Zscore = (Today price - 50 days SMA price) / 50 days volatility.
* 12-26 Days Percentage Price Oscillator = (12 days EMA price - 26 days EMA price) / 26 days EMA price * 100
- 1M winners are : Winners for past month are $EHTH 16.5%, $UNM 14.9%, $MET 8.6%, $FFG 8.4%, $BHF 8.0%
- 1M losers are : Losers for past month are $RZA -2.2%, $NWLI -4.8%, $RGA -5.7%, $VERY -10.4%, $GNW -26.1%
- 1W winners are : Winners for past week are $EHTH 18.3%, $GWGH 6.2%, $VERY 3.7%, $CIA 2.4%, $GNW 1.9%
- 1W losers are : Losers for past week are $VOYA -5.5%, $SNFCA -5.7%, $LNC -6.6%, $NWLI -6.7%, $BHF -10.3%
Correlation Analysis
Index correlation analysis
Correlation for the past month is 27.2%, for the past 3 months is 32.4%
In the past month for a 5 days rolling window, the highest corrrelation is 54.8%, the lowest correlation is 13.6%, the latest correlation is 34.1%
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 95.0% between MET and PFG
The lowest correlation is -55.2% between AMSF and RZA
Stock news
CNO Financial Group, Inc. (NYSE: CNO) will report results for the fourth quarter of 2020 after the market closes on Tuesday, February 9, 2021. The company will host a conference call to discuss results at 11:00 a.m. Eastern Time on Wednesday, February 10, 2021.
Globe Life Inc. (NYSE: GL) will release Fourth Quarter 2020 earnings after the market closes on Tuesday, February 2, 2021. At that time a copy of the Company's Q4 - 2020 earnings press release and any other financial and statistical information about the quarter will be available on the Company's website at https://investors.globelifeinsurance.com/ under Financial Reports and Other Financial Information. In conjunction with the Fourth Quarter 2020 Earnings Release of Globe Life Inc. you are invi...
Primerica schedules fourth quarter 2020 financial results webcast
MetLife to provide annuity benefits to 13,400 Lockheed Martin retirees and beneficiaries.
AmEx's (AXP) Q4 earnings gain traction from lower expenses and a solid performance by Global Consumer Services segment, offset by weak spending volumes.
Voya Financial, Inc. (NYSE: VOYA), announced today that its Retirement business has achieved a notable milestone — earning the No. 1 ranking in plan assets for the government 457/401(a) market, according to the Secure Retirement Institute® (SRI®) third-quarter 2020 Not-For-Profit Markets survey.1
When you buy and hold a stock for the long term, you definitely want it to provide a positive return. But more than...
Manulife Investment Management today announced the development of 955 Weigel, a new high image warehouse facility in the heart of the Elmhurst, Illinois industrial corridor. The 175,414 square foot building was designed and developed in a partnership between Manulife Investment Management and Crow Holdings Industrial and will be delivered in early 2021.
MetLife, Inc. announced today that its subsidiary, Metropolitan Tower Life Insurance Company, has entered into an agreement with Weyerhaeuser Company (Weyerhaeuser) to provide annuity benefits to nearly 5,200 retirees and beneficiaries in Weyerhaeuser’s defined benefit (DB) pension plan, representing pension obligations of approximately $765 million.