Selective Insurance Group Preferred Stock Market Value
| SIGIP Preferred Stock | USD 17.25 0.05 0.29% |
| Symbol | Selective |
Selective Insurance 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Selective Insurance's preferred stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Selective Insurance.
| 11/15/2025 |
| 02/13/2026 |
If you would invest 0.00 in Selective Insurance on November 15, 2025 and sell it all today you would earn a total of 0.00 from holding Selective Insurance Group or generate 0.0% return on investment in Selective Insurance over 90 days. Selective Insurance is related to or competes with Safety Insurance, Root, Heritage Insurance, ProAssurance, CullenFrost Bankers, Trinity Capital, and Ategrity Specialty. Selective Insurance Group, Inc., together with its subsidiaries, provides insurance products and services in the United ... More
Selective Insurance Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Selective Insurance's preferred stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Selective Insurance Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6159 | |||
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 2.13 | |||
| Value At Risk | (1.01) | |||
| Potential Upside | 0.8966 |
Selective Insurance Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Selective Insurance's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Selective Insurance's standard deviation. In reality, there are many statistical measures that can use Selective Insurance historical prices to predict the future Selective Insurance's volatility.| Risk Adjusted Performance | 0.0037 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.12) | |||
| Treynor Ratio | (0.01) |
Selective Insurance February 13, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0037 | |||
| Market Risk Adjusted Performance | (0) | |||
| Mean Deviation | 0.4063 | |||
| Semi Deviation | 0.533 | |||
| Downside Deviation | 0.6159 | |||
| Coefficient Of Variation | 9233.45 | |||
| Standard Deviation | 0.5376 | |||
| Variance | 0.289 | |||
| Information Ratio | (0.14) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.12) | |||
| Treynor Ratio | (0.01) | |||
| Maximum Drawdown | 2.13 | |||
| Value At Risk | (1.01) | |||
| Potential Upside | 0.8966 | |||
| Downside Variance | 0.3793 | |||
| Semi Variance | 0.2841 | |||
| Expected Short fall | (0.44) | |||
| Skewness | (0.17) | |||
| Kurtosis | (0.08) |
Selective Insurance Backtested Returns
Currently, Selective Insurance Group is very steady. Selective Insurance owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.11, which indicates the firm had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Selective Insurance Group, which you can use to evaluate the volatility of the company. Please validate Selective Insurance's Semi Deviation of 0.533, risk adjusted performance of 0.0037, and Coefficient Of Variation of 9233.45 to confirm if the risk estimate we provide is consistent with the expected return of 0.0552%. Selective Insurance has a performance score of 8 on a scale of 0 to 100. The entity has a beta of 0.28, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Selective Insurance's returns are expected to increase less than the market. However, during the bear market, the loss of holding Selective Insurance is expected to be smaller as well. Selective Insurance right now has a risk of 0.49%. Please validate Selective Insurance maximum drawdown, as well as the relationship between the expected short fall and rate of daily change , to decide if Selective Insurance will be following its existing price patterns.
Auto-correlation | -0.27 |
Weak reverse predictability
Selective Insurance Group has weak reverse predictability. Overlapping area represents the amount of predictability between Selective Insurance time series from 15th of November 2025 to 30th of December 2025 and 30th of December 2025 to 13th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Selective Insurance price movement. The serial correlation of -0.27 indicates that nearly 27.0% of current Selective Insurance price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.27 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Pair Trading with Selective Insurance
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Selective Insurance position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Selective Insurance will appreciate offsetting losses from the drop in the long position's value.Moving against Selective Preferred Stock
The ability to find closely correlated positions to Selective Insurance could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Selective Insurance when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Selective Insurance - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Selective Insurance Group to buy it.
The correlation of Selective Insurance is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Selective Insurance moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Selective Insurance moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Selective Insurance can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for Selective Preferred Stock Analysis
When running Selective Insurance's price analysis, check to measure Selective Insurance's 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 Selective Insurance is operating at the current time. Most of Selective Insurance's value examination focuses on studying past and present price action to predict the probability of Selective Insurance's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Selective Insurance's price. Additionally, you may evaluate how the addition of Selective Insurance to your portfolios can decrease your overall portfolio volatility.