Aggregated price index
Aggregated price index with volume information
- Property/Casualty Insurance stocks down 0.4% on average while median return down 0.4% in a day
- Property/Casualty Insurance stocks down 0.4% on average while median return down 0.3% in a week
- Property/Casualty Insurance stocks up 6.0% on average while median return up 3.2% 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 $LMND 60.6%, $OXBR 50.9%, $CNFR 34.1%, $PLMR 30.4%, $UFCS 23.7%
- 1M losers are : Losers for past month are $PTVCB -1.9%, $ACGLO -2.6%, $RNR -3.5%, $NSEC -4.8%, $PROS -5.3%
- 1W winners are : Winners for past week are $OXBR 12.0%, $HALL 7.1%, $UFCS 6.9%, $CNFR 6.8%, $CINF 6.7%
- 1W losers are : Losers for past week are $ERIE -4.4%, $ACGL -4.8%, $LMND -8.1%, $KFS -9.2%, $JRVR -9.4%
Index correlation analysis
Correlation for the past month is 14.5%, for the past 3 months is 15.9%
In the past month for a 5 days rolling window, the highest corrrelation is 18.8%, the lowest correlation is 0.7%, the latest correlation is 3.3%
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 90.0% between CB and L
The lowest correlation is -67.5% between ICCH and MHLA
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