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Property/Casualty Insurance Stocks$107.69
-0.40%4:00PM 01/15/2021
The list of companies include ACGL-Arch Capital Group Ltd, AFG-American Financial Group Inc, ALL-Allstate Corp (The), ARGO-Argo Group International Holdings Ltd, AXS-Axis Capital Holdings Ltd, CB-Chubb Limited, CINF-Cincinnati Financial Corp., CNFR-Conifer Holdings Inc, ERIE-Erie Indemnity Co., FNHC-FedNat Holding Co, GBLI-Global Indemnity Group LLC, GLRE-Greenlight Capital Re Ltd, HALL-Hallmark Financial Services, Inc, HCI-HCI Group Inc, HRTG-Heritage Insurance Holdings Inc., ICCH-ICC Holdings Inc, JRVR-James River Group Holdings Ltd, KFS-Kingsway Financial Services Inc., L-Loews Corp., LMND-Lemonade Inc, MCY-Mercury General Corp., MHLD-Maiden Holdings Ltd, NGHC-National General Holdings Corp, NMIH-NMI Holdings Inc, NSEC-National Security Group, Inc., ORI-Old Republic International Corp., OXBR-Oxbridge Re Holdings Ltd, PGR-Progressive Corp., PIH-1347 Property Insurance Holdings Inc, PLMR-Palomar Holdings Inc
Latest intraday update before market close @ 19:45:16 PM 01/15/2021
Summary :
Average return is down -0.4%
Median return is down -0.1%
21 out of 48 stocks are up (limited to those with intraday pricing feeds).

Aggregated price index

Aggregated price index with volume information

Summary:

  • 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.

Related Stocks

Click on + to show price series and click on ticker for stock detail page

Ticker
1 Day Return
1 Week Return
1 Month Return
PE Ratio
PE Growth Ratio
Price to Book (mrq)
Price to Sales (ttm)
Earning Growth
MarketCap
Short %
Held By Institutions %
20 Days Price ZScore
50 Days Price ZScore
12-26 Days Percentage Price Oscillator
20 Days Volume ZScore
ACGL-1.50%
-4.80%
3.30%
13.184.711.201.796.80%14.6B1.07%89.72%-1.070.201.16%-0.38
ACGLO-0.30%
-0.40%
-2.60%
0.911.946.80%14.8B29.86%-0.98-1.47-0.49%-0.46
ACGLP-0.50%
-1.20%
-1.80%
0.881.966.80%14.9B26.66%-1.35-1.81-0.33%-0.37
AFG-1.50%
-3.70%
1.00%
34.685.81.211.0511.60%7.8B0.76%64.21%-0.05-0.030.83%-0.85
AFGB1.00%
-2.60%
-1.50%
2.4B-1.14-1.08-0.47%0.34
AFGC1.10%
1.20%
0.60%
2.4B0.100.04-0.28%-1.00
AFGD-0.10%
-0.50%
0.30%
2.4B-0.84-0.03-0.13%-0.78
AFGE1.10%
2.00%
-0.10%
2.4B0.130.02-0.38%-0.77
ALL-0.60%
-1.40%
3.40%
7.641.371.300.7423.80%33.2B1.23%80.53%0.180.891.44%-0.40
ARGO-2.10%
0.30%
2.60%
-9.7226.20.910.841.6B1.22%95.61%0.921.122.00%0.27
AXS-1.40%
0.70%
-0.60%
-28.06-20.910.884.4B1.66%98.60%0.380.160.27%-0.27
CB-0.40%
-0.10%
2.90%
31.233.561.242.019.40%71.1B0.64%91.51%0.800.861.13%-0.22
CINF0.20%
6.70%
17.70%
18.9-9.171.552.1695.20%14.8B4.43%67.56%2.002.273.34%-0.25
CNFR0.00%
6.80%
34.10%
-0.330.710.3130.7M3.09%32.77%0.671.476.24%-0.27
CNFRL2.20%
3.60%
10.70%
200.4M1.582.543.17%-0.55
ERIE-0.70%
-4.40%
5.20%
45.814.5410.395.14-5.30%11.8B3.45%35.65%-0.230.761.72%-0.34
FNHC0.20%
0.20%
12.70%
-0.060.400.1878.2M0.97%58.72%0.820.541.03%-0.29
GBLI-1.40%
-1.80%
7.30%
61.032.050.570.68296.4M1.73%86.17%0.471.281.95%-0.63
GBLIL1.00%
0.20%
-1.80%
270.4M-0.09-0.13-0.33%-0.76
GLRE-0.10%
1.00%
3.70%
-4.0316.060.670.68-57.50%225.1M6.51%50.31%1.250.791.46%-1.00

* 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

Related ETFs (click on ticker for stock detail page)

leak data

  • 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%
Pick two stocks to compare:

Correlation Analysis

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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