Aggregated price index
Aggregated price index with volume information
- Mortgage Insurers stocks up 0.3% on average while median return up 0.3% in a day
- Mortgage Insurers stocks up 4.4% on average while median return up 3.8% in a week
- Mortgage Insurers stocks up 17.3% on average while median return up 15.4% 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%, $NMIH 21.8%, $MTG 16.5%, $AGO 16.4%
- 1M losers are : Losers for past month are
- 1W winners are : Winners for past week are $NMIH 6.8%, $MTG 5.4%, $ACGL 5.2%, $RDN 4.6%
- 1W losers are : Losers for past week are
Index correlation analysis
Correlation for the past month is 50.7%, for the past 3 months is 51.9%
In the past month for a 5 days rolling window, the highest corrrelation is 91.0%, the lowest correlation is 2.8%, the latest correlation is 13.5%
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 90.7% between ESNT and NMIH
The lowest correlation is -6.5% between GNW and MBI
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EMERYVILLE, Calif., Jan. 14, 2022 (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 and full year ended December 31, 2021 after the market close on Tuesday, February 15, 2022. 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:/
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In a welcome move, NMI stock saw its Relative Strength Rating improve from 65 to 75 on Tuesday. The Calif.-based firm provides private mortgage insurance to homebuyers. See if NMI can continue to show renewed price strength and clear that threshold.