Aggregated price index
Aggregated price index with volume information
- Mortgage Insurers stocks down 2.6% on average while median return down 2.4% in a day
- Mortgage Insurers stocks down 10.4% on average while median return down 10.6% in a week
- Mortgage Insurers stocks down 3.9% on average while median return down 3.9% 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 $GNW 11.8%, $AGO 2.9%
- 1M losers are : Losers for past month are $ESNT -5.0%, $RDN -6.6%, $MBI -10.0%, $AMBC -14.4%
- 1W winners are : Winners for past week are
- 1W losers are : Losers for past week are $ESNT -11.1%, $AGO -11.4%, $MBI -13.8%, $AMBC -17.0%
Index correlation analysis
Correlation for the past month is 46.4%, for the past 3 months is 37.5%
In the past month for a 5 days rolling window, the highest corrrelation is 86.9%, the lowest correlation is 12.2%, the latest correlation is 12.2%
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 89.3% between MTG and NMIH
The lowest correlation is -11.5% between ACGL and GNW
Radian Group Inc. (NYSE: RDN) announced today that its stockholders re-elected ten directors, who serve one-year terms and are elected annually.
RLI Corp. (RLI) board raises dividend in an effort to share more profits with its shareholders.
NEW YORK, NY / ACCESSWIRE / May 11, 2021 / MBIA, Inc. (NYSE:MBI) will be discussing their earnings results in their 2021 First Quarter Earnings call to be held on May 11, 2021 at 8:00 AM Eastern Time.
MBIA Inc. (NYSE:MBI) today posted its first quarter 2021 financial results on its website at https://investor.mbia.com/investor-relations/financial-information/default.aspx. The financial results will also be furnished to the Securities and Exchange Commission (SEC) on a Current Report on Form 8-K and available at sec.gov.
Image source: The Motley Fool. Ambac Financial Group, Inc. (NYSE: AMBC)Q1 2021 Earnings CallMay 10, 2021, 8:30 a.m. ETContents: Prepared Remarks Questions and Answers Call Participants Prepared Remarks: OperatorGreetings, and welcome to the Ambac Financial Group Inc.
Radian (RDN) hikes dividend by 12%, reflecting capital adequacy and financial flexibility.
Essent Group's (ESNT) first-quarter results indicate rise in revenues stemming from higher net premiums earned, partly offset by escalated losses and expenses.