Aggregated price index
Aggregated price index with volume information
Summary:
- Life/Health Insurance stocks up 0.7% on average while median return up 0.6% in a day
- Life/Health Insurance stocks up 5.7% on average while median return up 4.1% in a week
- Life/Health Insurance stocks up 8.7% on average while median return up 6.5% 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 $EHTH 60.3%, $VOYA 13.9%, $BHFAP 11.8%, $PRI 11.6%, $MFC 11.4%
- 1M losers are : Losers for past month are $MET -0.1%, $EIG -0.6%
- 1W winners are : Winners for past week are $EHTH 33.2%, $CNO 12.3%, $LNC 10.6%, $RGA 8.0%, $BHF 7.9%
- 1W losers are : Losers for past week are $SNFCA -3.1%
Correlation Analysis
Index correlation analysis
Correlation for the past month is 22.9%, for the past 3 months is 17.4%
In the past month for a 5 days rolling window, the highest corrrelation is 30.6%, the lowest correlation is 4.9%, the latest correlation is 4.9%
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 89.8% between AFL and GL
The lowest correlation is -56.9% between MHNC and RZA
Stock news
NEW YORK, January 26, 2023--Voya Financial, Inc. (NYSE: VOYA), announced today that its board of directors has declared a common stock dividend of $0.20 per share for the first quarter of 2023. The common stock dividend is payable on March 29, 2023 to shareholders of record as of Feb. 24, 2023.
NEW YORK, January 26, 2023--Voya Financial, Inc. (NYSE: VOYA), today announced that its annual meeting of stockholders will be held on Thursday, May 25, 2023 at 11:00 a.m. ET. Common stockholders of record as of the close of business on Wednesday, March 29, 2023, will be entitled to vote at the meeting.
Aflac's (AFL) fourth-quarter results are likely to reflect the fruits of multiple cost-curbing efforts.
Today, Manulife announced Cleveland Clinic Canada as the new Medical Director for its Group Benefits operations. Cleveland Clinic Canada will bring global healthcare expertise to advise Manulife and support their ongoing commitment to helping its approximately 5 million group benefits customers manage personal health issues, and navigate Canada's stretched and often complex healthcare system. This relationship reflects another significant step in Manulife's goal to help Canadians live longer, he
Unum Group (UNM) Q4 results are likely to reflect favorable benefits experience, higher sales and higher persistency.
DULUTH, Ga., January 25, 2023--Primerica, Inc. (NYSE:PRI) announced today that it will hold a webcast on Friday, February 24, 2023, at 10:00 a.m. Eastern time to discuss the Company’s results for the quarter ended December 31, 2022, as well as other business-related matters, including future expectations. A news release announcing the quarter’s results will be distributed after the close of the market on Thursday, February 23, 2023.
NEW YORK, January 25, 2023--MetLife CEO and CFO to Speak at Bank of America Securities Financial Services Conference 2023
Globe Life (GL) doesn't possess the right combination of the two key ingredients for a likely earnings beat in its upcoming report. Get prepared with the key expectations.
Aflac (AFL) possesses the right combination of the two key ingredients for a likely earnings beat in its upcoming report. Get prepared with the key expectations.