Nmi Holdings Stock Performance
| NMIH Stock | USD 40.03 0.03 0.07% |
The company secures a Beta (Market Risk) of 0.82, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, NMI Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding NMI Holdings is expected to be smaller as well. At this point, NMI Holdings has a negative expected return of -0.0217%. Please make sure to verify NMI Holdings' total risk alpha, expected short fall, market facilitation index, as well as the relationship between the value at risk and daily balance of power , to decide if NMI Holdings performance from the past will be repeated at future time.
Risk-Adjusted Performance
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Over the last 90 days NMI Holdings has generated negative risk-adjusted returns adding no value to investors with long positions. Despite fairly strong forward indicators, NMI Holdings is not utilizing all of its potentials. The current stock price confusion, may contribute to short-horizon losses for the traders. ...more
Actual Historical Performance (%)
One Day Return 0.075 | Five Day Return 4.16 | Year To Date Return 34.96 | Ten Year Return 370.94 | All Time Return 185.93 |
1 | Disposition of 301 shares by Realmuto Nicholas Daniel of NMI Holdings subject to Rule 16b-3 | 09/13/2024 |
2 | Are You a Value Investor This 1 Stock Could Be the Perfect Pick | 09/24/2024 |
3 | WSFS Financial Matches Q3 Earnings Estimates | 10/24/2024 |
4 | NMI Holdings, Inc. Reports Third Quarter 2024 Financial ResultsAnnounces New Reinsurance Agreements | 11/06/2024 |
5 | NMI Holdings Inc Q3 2024 Earnings Call Highlights Record Revenue and Strategic ... | 11/07/2024 |
6 | NMI Holdings Third Quarter 2024 Earnings EPS Beats Expectations | 11/08/2024 |
7 | Heres Why NMI Holdings is a Strong Value Stock | 11/11/2024 |
8 | Los Angeles Capital Management LLC Has 2.59 Million Stake in NMI Holdings, Inc. | 11/13/2024 |
9 | Earnings call National Mi reports strong Q3 financials, optimistic outlook | 11/21/2024 |
10 | Disposition of 291 shares by Nicholas Realmuto of NMI Holdings at 42.0 subject to Rule 16b-3 | 11/22/2024 |
11 | Why NMI Holdings is a Top Value Stock for the Long-Term | 11/27/2024 |
| Begin Period Cash Flow | 44.4 M |
NMI |
NMI Holdings Relative Risk vs. Return Landscape
If you would invest 4,091 in NMI Holdings on August 31, 2024 and sell it today you would lose (88.00) from holding NMI Holdings or give up 2.15% of portfolio value over 90 days. NMI Holdings is currently does not generate positive expected returns and assumes 1.6095% risk (volatility on return distribution) over the 90 days horizon. In different words, 14% of stocks are less volatile than NMI, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
NMI Holdings Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for NMI Holdings' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as NMI Holdings, and traders can use it to determine the average amount a NMI Holdings' price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0135
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| Negative Returns | NMIH |
Estimated Market Risk
| 1.61 actual daily | 14 86% of assets are more volatile |
Expected Return
| -0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average NMI Holdings is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of NMI Holdings by adding NMI Holdings to a well-diversified portfolio.
NMI Holdings Fundamentals Growth
NMI Stock prices reflect investors' perceptions of the future prospects and financial health of NMI Holdings, and NMI Holdings fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on NMI Stock performance.
| Return On Equity | 0.18 | |||
| Return On Asset | 0.1 | |||
| Profit Margin | 0.56 % | |||
| Operating Margin | 0.76 % | |||
| Current Valuation | 3.45 B | |||
| Shares Outstanding | 79.13 M | |||
| Price To Earning | 10.65 X | |||
| Price To Book | 1.44 X | |||
| Price To Sales | 4.98 X | |||
| Revenue | 579 M | |||
| Gross Profit | 411.45 M | |||
| EBITDA | 456.46 M | |||
| Net Income | 322.11 M | |||
| Cash And Equivalents | 167.13 M | |||
| Cash Per Share | 1.97 X | |||
| Total Debt | 409 M | |||
| Debt To Equity | 0.27 % | |||
| Current Ratio | 0.91 X | |||
| Book Value Per Share | 27.68 X | |||
| Cash Flow From Operations | 342.68 M | |||
| Earnings Per Share | 4.37 X | |||
| Market Capitalization | 3.17 B | |||
| Total Asset | 2.96 B | |||
| Retained Earnings | 1.22 B | |||
About NMI Holdings Performance
By evaluating NMI Holdings' fundamental ratios, stakeholders can gain valuable insights into NMI Holdings' financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if NMI Holdings has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if NMI Holdings has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
| Last Reported | Projected for Next Year | ||
| Return On Tangible Assets | 0.11 | 0.12 | |
| Return On Capital Employed | 0.20 | 0.21 | |
| Return On Assets | 0.11 | 0.12 | |
| Return On Equity | 0.17 | 0.18 |
Things to note about NMI Holdings performance evaluation
Checking the ongoing alerts about NMI Holdings for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for NMI Holdings help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| NMI Holdings generated a negative expected return over the last 90 days | |
| NMI Holdings is unlikely to experience financial distress in the next 2 years | |
| NMI Holdings currently holds 409 M in liabilities with Debt to Equity (D/E) ratio of 0.27, which may suggest the company is not taking enough advantage from borrowing. NMI Holdings has a current ratio of 0.89, indicating that it has a negative working capital and may not be able to pay financial obligations when due. Note, when we think about NMI Holdings' use of debt, we should always consider it together with its cash and equity. | |
| Over 99.0% of NMI Holdings shares are owned by institutional investors | |
| Latest headline from zacks.com: Why NMI Holdings is a Top Value Stock for the Long-Term |
- Analyzing NMI Holdings' financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether NMI Holdings' stock is overvalued or undervalued compared to its peers.
- Examining NMI Holdings' industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating NMI Holdings' management team can have a significant impact on its success or failure. Reviewing the track record and experience of NMI Holdings' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of NMI Holdings' stock. These opinions can provide insight into NMI Holdings' potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for NMI Stock analysis
When running NMI Holdings' price analysis, check to measure NMI Holdings' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy NMI Holdings is operating at the current time. Most of NMI Holdings' value examination focuses on studying past and present price action to predict the probability of NMI Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move NMI Holdings' price. Additionally, you may evaluate how the addition of NMI Holdings to your portfolios can decrease your overall portfolio volatility.
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