Selective Insurance Stock Forecast - Naive Prediction
| SIGI Stock | USD 81.37 0.75 0.93% |
Selective Stock outlook is based on your current time horizon. We recommend always using this module together with an analysis of Selective Insurance's historical fundamentals, such as revenue growth or operating cash flow patterns.
As of 28th of January 2026, The relative strength indicator of Selective Insurance's share price is at 50. This usually implies that the stock is in nutural position, most likellhy at or near its resistance level. The main idea of RSI analysis is to track how fast people are buying or selling Selective Insurance, making its price go up or down. Momentum 50
Impartial
Oversold | Overbought |
Quarterly Earnings Growth 0.259 | EPS Estimate Next Quarter 2.2267 | EPS Estimate Current Year 6.8675 | EPS Estimate Next Year 7.9088 | Wall Street Target Price 83.7143 |
Using Selective Insurance hype-based prediction, you can estimate the value of Selective Insurance Group from the perspective of Selective Insurance response to recently generated media hype and the effects of current headlines on its competitors. We also analyze overall investor sentiment towards Selective Insurance using Selective Insurance's stock options and short interest. It helps to benchmark the overall future attitude of investors towards Selective using crowd psychology based on the activity and movement of Selective Insurance's stock price.
Selective Insurance Short Interest
A significant increase or decrease in Selective Insurance's short interest from the previous month could be a good indicator of investor sentiment towards Selective. Short interest can provide insight into the potential direction of Selective Insurance stock and how bullish or bearish investors feel about the market overall.
200 Day MA 82.6093 | Short Percent 0.0361 | Short Ratio 3.81 | Shares Short Prior Month 1.6 M | 50 Day MA 81.3702 |
Selective Relative Strength Index
The Naive Prediction forecasted value of Selective Insurance Group on the next trading day is expected to be 82.13 with a mean absolute deviation of 0.89 and the sum of the absolute errors of 54.12.Selective Insurance Hype to Price Pattern
Investor biases related to Selective Insurance's public news can be used to forecast risks associated with an investment in Selective. The trend in average sentiment can be used to explain how an investor holding Selective can time the market purely based on public headlines and social activities around Selective Insurance Group. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Some investors profit by finding stocks that are overvalued or undervalued based on market sentiment. The correlation of Selective Insurance's market sentiment to its price can help taders to make decisions based on the overall investors consensus about Selective Insurance.
Selective Insurance Implied Volatility | 0.54 |
Selective Insurance's implied volatility exposes the market's sentiment of Selective Insurance Group stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Selective Insurance's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that Selective Insurance stock will not fluctuate a lot when Selective Insurance's options are near their expiration.
The Naive Prediction forecasted value of Selective Insurance Group on the next trading day is expected to be 82.13 with a mean absolute deviation of 0.89 and the sum of the absolute errors of 54.12. Selective Insurance after-hype prediction price | USD 81.37 |
There is no one specific way to measure market sentiment using hype analysis or a similar predictive technique. This prediction method should be used in combination with more fundamental and traditional techniques such as stock price forecasting, technical analysis, analysts consensus, earnings estimates, and various momentum models.
Selective | Build AI portfolio with Selective Stock |
Prediction based on Rule 16 of the current Selective contract
Based on the Rule 16, the options market is currently suggesting that Selective Insurance Group will have an average daily up or down price movement of about 0.0338% per day over the life of the 2026-03-20 option contract. With Selective Insurance trading at USD 81.37, that is roughly USD 0.0275 . If you think that the market is fully incorporating Selective Insurance's daily price movement you should consider acquiring Selective Insurance Group options at the current volatility level of 0.54%. But if you have an opposite viewpoint you should avoid it and even consider selling them.
Open Interest Against 2026-03-20 Selective Option Contracts
Although open interest is a measure utilized in the options markets, it could be used to forecast Selective Insurance's spot prices because the number of available contracts in the market changes daily, and new contracts can be created or liquidated at will. Since open interest in Selective Insurance's options reflects these daily shifts, investors could use the patterns of these changes to develop long and short-term trading strategies for Selective Insurance stock based on available contracts left at the end of a trading day.
Please note that to derive more accurate forecasting about market movement from the current Selective Insurance's open interest, investors have to compare it to Selective Insurance's spot prices. As Ford's stock price increases, high open interest indicates that money is entering the market, and the market is strongly bullish. Conversely, if the price of Selective Insurance is decreasing and there is high open interest, that is a sign that the bearish trend will continue, and investors may react by taking short positions in Selective. So, decreasing or low open interest during a bull market indicates that investors are becoming uncertain of the depth of the bullish trend, and a reversal in sentiment will likely follow.
Selective Insurance Additional Predictive Modules
Most predictive techniques to examine Selective price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for Selective using various technical indicators. When you analyze Selective charts, please remember that the event formation may indicate an entry point for a short seller, and look at other indicators across different periods to confirm that a breakdown or reversion is likely to occur.| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
Selective Insurance Cash Forecast
Predicting cash flow or other financial metrics requires analysts to utilize a variety of statistical methods, techniques, and algorithms. These tools help uncover hidden patterns in the Selective Insurance's financial statements, enabling forecasts of their impact on future stock prices.
Cash | First Reported 1996-12-31 | Previous Quarter 357 K | Current Value 430 K | Quarterly Volatility 5.2 M |
Selective Insurance Naive Prediction Price Forecast For the 29th of January
Given 90 days horizon, the Naive Prediction forecasted value of Selective Insurance Group on the next trading day is expected to be 82.13 with a mean absolute deviation of 0.89, mean absolute percentage error of 1.20, and the sum of the absolute errors of 54.12.Please note that although there have been many attempts to predict Selective Stock prices using its time series forecasting, we generally do not recommend using it to place bets in the real market. The most commonly used models for forecasting predictions are the autoregressive models, which specify that Selective Insurance's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Selective Insurance Stock Forecast Pattern
| Backtest Selective Insurance | Selective Insurance Price Prediction | Buy or Sell Advice |
Selective Insurance Forecasted Value
In the context of forecasting Selective Insurance's Stock value on the next trading day, we examine the predictive performance of the model to find good statistically significant boundaries of downside and upside scenarios. Selective Insurance's downside and upside margins for the forecasting period are 80.91 and 83.34, respectively. We have considered Selective Insurance's daily market price to evaluate the above model's predictive performance. Remember, however, there is no scientific proof or empirical evidence that traditional linear or nonlinear forecasting models outperform artificial intelligence and frequency domain models to provide accurate forecasts consistently.
Model Predictive Factors
The below table displays some essential indicators generated by the model showing the Naive Prediction forecasting method's relative quality and the estimations of the prediction error of Selective Insurance stock data series using in forecasting. Note that when a statistical model is used to represent Selective Insurance stock, the representation will rarely be exact; so some information will be lost using the model to explain the process. AIC estimates the relative amount of information lost by a given model: the less information a model loses, the higher its quality.| AIC | Akaike Information Criteria | 118.2906 |
| Bias | Arithmetic mean of the errors | None |
| MAD | Mean absolute deviation | 0.8872 |
| MAPE | Mean absolute percentage error | 0.0111 |
| SAE | Sum of the absolute errors | 54.1166 |
Predictive Modules for Selective Insurance
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Selective Insurance. Regardless of method or technology, however, to accurately forecast the stock market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the stock market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.Selective Insurance After-Hype Price Density Analysis
As far as predicting the price of Selective Insurance at your current risk attitude, this probability distribution graph shows the chance that the prediction will fall between or within a specific range. We use this chart to confirm that your returns on investing in Selective Insurance or, for that matter, your successful expectations of its future price, cannot be replicated consistently. Please note, a large amount of money has been lost over the years by many investors who confused the symmetrical distributions of Stock prices, such as prices of Selective Insurance, with the unreliable approximations that try to describe financial returns.
Next price density |
| Expected price to next headline |
Selective Insurance Estimiated After-Hype Price Volatility
In the context of predicting Selective Insurance's stock value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on Selective Insurance's historical news coverage. Selective Insurance's after-hype downside and upside margins for the prediction period are 80.16 and 82.58, respectively. We have considered Selective Insurance's daily market price in relation to the headlines to evaluate this method's predictive performance. Remember, however, there is no scientific proof or empirical evidence that news-based prediction models outperform traditional linear, nonlinear models or artificial intelligence models to provide accurate predictions consistently.
Current Value
Selective Insurance is very steady at this time. Analysis and calculation of next after-hype price of Selective Insurance is based on 3 months time horizon.
Selective Insurance Stock Price Outlook Analysis
Have you ever been surprised when a price of a Company such as Selective Insurance is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading Selective Insurance backward and forwards among themselves. Have you ever observed a lot of a particular company's price movement is driven by press releases or news about the company that has nothing to do with actual earnings? Usually, hype to individual companies acts as price momentum. If not enough favorable publicity is forthcoming, the Stock price eventually runs out of speed. So, the rule of thumb here is that as long as this news hype has nothing to do with immediate earnings, you should pay more attention to it. If you see this tendency with Selective Insurance, there might be something going there, and it might present an excellent short sale opportunity.
| Expected Return | Period Volatility | Hype Elasticity | Related Elasticity | News Density | Related Density | Expected Hype |
0.13 | 1.21 | 0.20 | 0.04 | 9 Events / Month | 6 Events / Month | In about 9 days |
| Latest traded price | Expected after-news price | Potential return on next major news | Average after-hype volatility | |
81.37 | 81.37 | 0.00 |
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Selective Insurance Hype Timeline
Selective Insurance is at this time traded for 81.37. The entity has historical hype elasticity of 0.2, and average elasticity to hype of competition of 0.04. Selective is forecasted not to react to the next headline, with the price staying at about the same level, and average media hype impact volatility is about 80.67%. The immediate return on the next news is forecasted to be very small, whereas the daily expected return is at this time at 0.13%. %. The volatility of related hype on Selective Insurance is about 372.31%, with the expected price after the next announcement by competition of 81.41. About 87.0% of the company shares are owned by institutional investors. The company has price-to-book ratio of 1.48. Typically companies with comparable Price to Book (P/B) are able to outperform the market in the long run. Selective Insurance has Price/Earnings To Growth (PEG) ratio of 1.86. The entity recorded earning per share (EPS) of 6.49. The firm last dividend was issued on the 14th of November 2025. Selective Insurance had 2:1 split on the 21st of February 2007. Given the investment horizon of 90 days the next forecasted press release will be in about 9 days. Check out Historical Fundamental Analysis of Selective Insurance to cross-verify your projections.Selective Insurance Related Hype Analysis
Having access to credible news sources related to Selective Insurance's direct competition is more important than ever and may enhance your ability to predict Selective Insurance's future price movements. Getting to know how Selective Insurance's peers react to changing market sentiment, related social signals, and mainstream news is a great way to find investing opportunities and time the market. The summary table below summarizes the essential lagging indicators that can help you analyze how Selective Insurance may potentially react to the hype associated with one of its peers.
| HypeElasticity | NewsDensity | SemiDeviation | InformationRatio | PotentialUpside | ValueAt Risk | MaximumDrawdown | |||
| MCY | Mercury General | (0.01) | 22 per month | 1.03 | 0.07 | 2.59 | (1.86) | 7.17 | |
| LMND | Lemonade | (0.01) | 15 per month | 3.30 | 0.13 | 8.61 | (5.07) | 43.33 | |
| WTM | White Mountains Insurance | (0.29) | 14 per month | 0.71 | 0.01 | 1.27 | (1.26) | 8.03 | |
| RDN | Radian Group | 0.30 | 21 per month | 0.00 | (0.08) | 1.95 | (2.12) | 10.62 | |
| RLI | RLI Corp | 0.00 | 0 per month | 0.00 | (0.08) | 2.38 | (2.34) | 6.59 | |
| AX | Axos Financial | 0.51 | 14 per month | 1.45 | 0.11 | 3.18 | (2.60) | 8.23 | |
| SNEX | Stonex Group | 0.00 | 0 per month | 2.00 | 0.08 | 4.36 | (3.12) | 9.30 | |
| ALL | The Allstate | 1.29 | 2 per month | 1.38 | (0.01) | 2.10 | (1.99) | 8.07 | |
| AHL | Aspen Insurance Holdings | 0.03 | 9 per month | 0.00 | (0.37) | 0.22 | (0.19) | 0.76 | |
| IBOC | International Bancshares | 1.43 | 3 per month | 1.48 | (0) | 2.75 | (2.10) | 9.51 |
Other Forecasting Options for Selective Insurance
For every potential investor in Selective, whether a beginner or expert, Selective Insurance's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. Selective Stock price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in Selective. Basic forecasting techniques help filter out the noise by identifying Selective Insurance's price trends.Selective Insurance Related Equities
One of the popular trading techniques among algorithmic traders is to use market-neutral strategies where every trade hedges away some risk. Because there are two separate transactions required, even if one position performs unexpectedly, the other equity can make up some of the losses. Below are some of the equities that can be combined with Selective Insurance stock to make a market-neutral strategy. Peer analysis of Selective Insurance could also be used in its relative valuation, which is a method of valuing Selective Insurance by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
Selective Insurance Market Strength Events
Market strength indicators help investors to evaluate how Selective Insurance stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Selective Insurance shares will generate the highest return on investment. By undertsting and applying Selective Insurance stock market strength indicators, traders can identify Selective Insurance Group entry and exit signals to maximize returns.
Selective Insurance Risk Indicators
The analysis of Selective Insurance's basic risk indicators is one of the essential steps in accurately forecasting its future price. The process involves identifying the amount of risk involved in Selective Insurance's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting selective stock prices, we also provide a set of basic risk indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
| Mean Deviation | 1.02 | |||
| Semi Deviation | 1.05 | |||
| Standard Deviation | 1.22 | |||
| Variance | 1.49 | |||
| Downside Variance | 1.34 | |||
| Semi Variance | 1.1 | |||
| Expected Short fall | (1.07) |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Story Coverage note for Selective Insurance
The number of cover stories for Selective Insurance depends on current market conditions and Selective Insurance's risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that Selective Insurance is classified under. However, while its typical story may have numerous social followers, the rapid visibility can also attract short-sellers, who usually are skeptical about Selective Insurance's long-term prospects. So, having above-average coverage will typically attract above-average short interest, leading to significant price volatility.
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Selective Insurance Short Properties
Selective Insurance's future price predictability will typically decrease when Selective Insurance's long traders begin to feel the short-sellers pressure to drive the price lower. The predictive aspect of Selective Insurance Group often depends not only on the future outlook of the potential Selective Insurance's investors but also on the ongoing dynamics between investors with different trading styles. Because the market risk indicators may have small false signals, it is better to identify suitable times to hedge a portfolio using different long/short signals. Selective Insurance's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 61.3 M | |
| Cash And Short Term Investments | 1.1 B |
Check out Historical Fundamental Analysis of Selective Insurance to cross-verify your projections. You can also try the Insider Screener module to find insiders across different sectors to evaluate their impact on performance.
Is there potential for Property & Casualty Insurance market expansion? Will Selective introduce new products? Factors like these will boost the valuation of Selective Insurance. If investors know Selective will grow in the future, the company's valuation will be higher. Understanding fair value requires weighing current performance against future potential. All the valuation information about Selective Insurance listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.259 | Dividend Share 1.52 | Earnings Share 6.49 | Revenue Per Share | Quarterly Revenue Growth 0.093 |
Investors evaluate Selective Insurance using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating Selective Insurance's intrinsic value—the estimated true worth—helps identify when the stock trades at a discount or premium to fair value. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. External factors like market trends, sector rotation, and investor psychology can cause Selective Insurance's market price to deviate significantly from intrinsic value.
Please note, there is a significant difference between Selective Insurance's value and its price as these two are different measures arrived at by different means. Investors typically determine if Selective Insurance is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. Conversely, Selective Insurance's market price signifies the transaction level at which participants voluntarily complete trades.