Aggregated price index
Aggregated price index with volume information
- Mortgage Insurers stocks down 1.6% on average while median return down 1.4% in a day
- Mortgage Insurers stocks down 0.2% on average while median return down -0.4% in a week
- Mortgage Insurers stocks up 3.0% on average while median return up 4.6% 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 $AGO 24.4%, $ESNT 12.4%, $MTG 11.3%, $RDN 10.2%
- 1M losers are : Losers for past month are $MBI -2.9%, $AMBC -8.4%, $GNW -26.0%
- 1W winners are : Winners for past week are $AGO 5.5%, $RDN 2.3%, $MTG 1.1%, $NMIH 0.8%
- 1W losers are : Losers for past week are $GNW -0.3%, $AMBC -2.8%, $MBI -3.5%, $ACGL -4.8%
Index correlation analysis
Correlation for the past month is 62.0%, for the past 3 months is 56.3%
In the past month for a 5 days rolling window, the highest corrrelation is 87.8%, the lowest correlation is 10.3%, the latest correlation is 53.9%
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 93.6% between MTG and RDN
The lowest correlation is 32.6% between AMBC and GNW
Radian Group Inc. (NYSE: RDN) today announced that it will hold a conference call on Thursday, February 25, 2021, at 10:00 a.m. Eastern time to discuss the company’s fourth quarter and year-end 2020 results, which will be announced after the market closes on Wednesday, February 24, 2021.
Better pricing and underwriting practice, exposure growth and sturdy capital are expected to help these insurers outperform Q4 earnings estimates.
W.R. Berkley's (WRB) solid insurance business, strong international business and sturdy financial position along with favorable growth estimates make it a good investment choice.
Assurant's (AIZ) new share repurchase program reflects effective capital deployment backed by solid financial position driven by strong segmental performance.
EMERYVILLE, Calif., Jan. 13, 2021 (GLOBE NEWSWIRE) -- NMI Holdings, Inc., (NASDAQ: NMIH), the parent company of National Mortgage Insurance Corporation (National MI), today announced that it will report results for its fourth quarter ended December 31, 2020 after the market close on Tuesday, February 16, 2021. The company will hold a conference call and live webcast at 2:00 p.m. Pacific Time / 5:00 p.m. Eastern Time. The webcast will be available on the company's website at https://ir.nationalm...
Moody's Investors Service ("Moody's") has today assigned an A2 senior secured underlying rating to the GBP 65.95 million 3.920% Guaranteed Secured Index-Linked Bonds due 2029 (the Bonds) issued by Baglan Moor Healthcare PLC (Baglan Moor). Baglan Moor is a special purpose vehicle which, in May 2000, entered into a 30-year project agreement (PA) with Abertawe Bro Morgannwg National Health Service Trust (the Trust) to design, build, finance and maintain a new 270 bed hospital (Neath Port Talbot Ho...
First American (FAF) is poised to grow on the strength of its solid commercial business, expanding valuation and data businesses.
CNA Financial (CNA) is poised to grow on the back of higher yields in fixed income portfolio, lower acquisition expenses and prudent capital deployment.
Growth on new primary insurance written, direct primary insurance in force and an improving risk-based capital ratio continue to drive NMI Holdings.