White Mountains Insurance Stock Market Value
| WTM Stock | USD 2,188 6.06 0.28% |
| Symbol | White |
Will Property & Casualty Insurance sector continue expanding? Could White diversify its offerings? Factors like these will boost the valuation of White Mountains. Anticipated expansion of White directly elevates investor willingness to pay premium valuations. Accurate valuation requires analyzing both current fundamentals and future growth trajectories. Every White Mountains data point contributes insight, yet successful analysis hinges on identifying the most consequential variables.
Quarterly Earnings Growth (0.37) | Dividend Share 1 | Earnings Share 430.07 | Revenue Per Share | Quarterly Revenue Growth 1.108 |
The market value of White Mountains Insurance is measured differently than its book value, which is the value of White that is recorded on the company's balance sheet. Investors also form their own opinion of White Mountains' value that differs from its market value or its book value, called intrinsic value, which is White Mountains' true underlying value. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. Because White Mountains' market value can be influenced by many factors that don't directly affect White Mountains' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between White Mountains' value and its price as these two are different measures arrived at by different means. Investors typically determine if White Mountains is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. Meanwhile, White Mountains' quoted price indicates the marketplace figure where supply meets demand through bilateral consent.
White Mountains '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 White Mountains' 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 White Mountains.
| 11/16/2025 |
| 02/14/2026 |
If you would invest 0.00 in White Mountains on November 16, 2025 and sell it all today you would earn a total of 0.00 from holding White Mountains Insurance or generate 0.0% return on investment in White Mountains over 90 days. White Mountains is related to or competes with NI Holdings, Donegal Group, Donegal Group, Hanover Insurance, RLI Corp, Chubb, and Progressive Corp. White Mountains Insurance Group, Ltd., through its subsidiaries, provides insurance and other financial services in the ... More
White Mountains 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 White Mountains' 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 White Mountains Insurance upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.08 | |||
| Information Ratio | 0.1188 | |||
| Maximum Drawdown | 10.24 | |||
| Value At Risk | (1.26) | |||
| Potential Upside | 1.94 |
White Mountains Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for White Mountains' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as White Mountains' standard deviation. In reality, there are many statistical measures that can use White Mountains historical prices to predict the future White Mountains' volatility.| Risk Adjusted Performance | 0.1441 | |||
| Jensen Alpha | 0.1812 | |||
| Total Risk Alpha | 0.1164 | |||
| Sortino Ratio | 0.1398 | |||
| Treynor Ratio | 0.4296 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of White Mountains' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
White Mountains February 14, 2026 Technical Indicators
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| Risk Adjusted Performance | 0.1441 | |||
| Market Risk Adjusted Performance | 0.4396 | |||
| Mean Deviation | 0.8302 | |||
| Semi Deviation | 0.8192 | |||
| Downside Deviation | 1.08 | |||
| Coefficient Of Variation | 574.59 | |||
| Standard Deviation | 1.27 | |||
| Variance | 1.61 | |||
| Information Ratio | 0.1188 | |||
| Jensen Alpha | 0.1812 | |||
| Total Risk Alpha | 0.1164 | |||
| Sortino Ratio | 0.1398 | |||
| Treynor Ratio | 0.4296 | |||
| Maximum Drawdown | 10.24 | |||
| Value At Risk | (1.26) | |||
| Potential Upside | 1.94 | |||
| Downside Variance | 1.16 | |||
| Semi Variance | 0.6711 | |||
| Expected Short fall | (0.94) | |||
| Skewness | 1.25 | |||
| Kurtosis | 8.52 |
White Mountains Insurance Backtested Returns
White Mountains appears to be very steady, given 3 months investment horizon. White Mountains Insurance shows Sharpe Ratio of 0.19, which attests that the company had a 0.19 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for White Mountains Insurance, which you can use to evaluate the volatility of the company. Please utilize White Mountains' Market Risk Adjusted Performance of 0.4396, downside deviation of 1.08, and Mean Deviation of 0.8302 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, White Mountains holds a performance score of 14. The firm maintains a market beta of 0.49, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, White Mountains' returns are expected to increase less than the market. However, during the bear market, the loss of holding White Mountains is expected to be smaller as well. Please check White Mountains' maximum drawdown, as well as the relationship between the skewness and day typical price , to make a quick decision on whether White Mountains' historical returns will revert.
Auto-correlation | 0.48 |
Average predictability
White Mountains Insurance has average predictability. Overlapping area represents the amount of predictability between White Mountains time series from 16th of November 2025 to 31st of December 2025 and 31st of December 2025 to 14th 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 White Mountains Insurance price movement. The serial correlation of 0.48 indicates that about 48.0% of current White Mountains price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.48 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 1752.17 |
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White Mountains technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.