Aggregated price index
Aggregated price index with volume information
- Reinsurance Carriers stocks down 0.2% on average while median return down 0.3% in a day
- Reinsurance Carriers stocks up 0.5% on average while median return up 0.7% in a week
- Reinsurance Carriers stocks up 4.2% on average while median return up 1.8% 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 $OXBR 50.9%, $ESGR 8.0%, $TPRE 5.3%, $MHLD 4.2%, $GLRE 3.7%
- 1M losers are : Losers for past month are $RZB -0.3%, $RZA -1.2%, $ESGRO -1.5%, $RNR -3.5%, $RGA -5.4%
- 1W winners are : Winners for past week are $OXBR 12.0%, $RZA 3.1%, $ESGRP 2.7%, $ESGR 1.2%, $RZB 1.1%
- 1W losers are : Losers for past week are $SG -1.2%, $RE -3.3%, $RGA -3.7%, $RNR -3.9%, $Y -4.0%
Index correlation analysis
Correlation for the past month is 8.0%, for the past 3 months is 14.1%
In the past month for a 5 days rolling window, the highest corrrelation is 28.6%, the lowest correlation is -2.2%, the latest correlation is 9.5%
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 90.8% between RE and RNR
The lowest correlation is -64.5% between ESGRO and RNR
HAMILTON, Bermuda, Jan. 15, 2021 (GLOBE NEWSWIRE) -- Enstar Group Limited (NASDAQ: ESGR) announced today that one of its wholly owned subsidiaries has entered into an agreement with subsidiaries of ProSight Global, Inc. (“ProSight”) to provide reinsurance relating to 2019 and prior year business. The reinsurance will comprise a ground up loss portfolio transfer of ProSight’s discontinued workers’ compensation and excess workers’ compensation lines of business and an adverse development cover on...
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RenaissanceRe (RNR) expects net negative impact of around $170 million on fourth-quarter 2020 results due to persistent occurrence of catastrophe events.
Reinsurance Group of America, Incorporated (NYSE:RGA) plans to release fourth quarter earnings on Monday, February 8, at approximately 4:15 p.m. Eastern Time. The release will be issued via newswire and will also be available through RGA’s website, www.rgare.com.
Alleghany (Y) is poised to benefit from improving rates, growth in business lines and solid financial position.
Reinsurance Group of America, Incorporated (NYSE: RGA) a leading global life and health reinsurer, today announced the election of Shundrawn A. Thomas to its Board of Directors. Mr. Thomas will begin his service on February 1, 2021. The addition of Mr. Thomas increases the number of RGA directors to 12.
Voya Financial (VOYA) sells its individual life insurance to Resolution Life US to simplify its businesses portfolio.