Selective Insurance Group Stock Performance
| SIGI Stock | USD 96.38 0.40 0.42% |
Selective Insurance has a performance score of 6 on a scale of 0 to 100. The entity has a beta of 1.3, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Selective Insurance will likely underperform. Selective Insurance right now has a risk of 1.61%. Please validate Selective Insurance treynor ratio, kurtosis, period momentum indicator, as well as the relationship between the downside variance and day median price , to decide if Selective Insurance will be following its existing price patterns.
Risk-Adjusted Performance
6 of 100
Weak | Strong |
Modest
Compared to the overall equity markets, risk-adjusted returns on investments in Selective Insurance Group are ranked lower than 6 (%) of all global equities and portfolios over the last 90 days. Despite fairly weak technical and fundamental indicators, Selective Insurance may actually be approaching a critical reversion point that can send shares even higher in December 2024. ...more
Actual Historical Performance (%)
One Day Return 0.67 | Five Day Return (2.29) | Year To Date Return (3.06) | Ten Year Return 260.84 | All Time Return 22 K |
Forward Dividend Yield 0.0158 | Payout Ratio 0.4006 | Last Split Factor 2:1 | Forward Dividend Rate 1.52 | Dividend Date 2024-12-02 |
| Selective Insurance dividend paid on 3rd of September 2024 | 09/03/2024 |
1 | Acquisition by Patrick Brennan of 12036 shares of Selective Insurance subject to Rule 16b-3 | 10/08/2024 |
2 | Selective Insurance Earnings Expected to Grow Should You Buy | 10/14/2024 |
3 | Selective Insurance Non-GAAP EPS of 1.40 misses by 0.24, revenue of 1.24B in-line | 10/21/2024 |
4 | Selective Insurance Group Inc Q3 Earnings EPS Misses at 1. ... | 10/22/2024 |
5 | Selective Insurance Group, Inc. Q3 2024 Earnings Call Transcript | 10/23/2024 |
6 | Selective insurances chief accounting officer sells 130,031 in stock | 10/25/2024 |
7 | Selective Insurance stock gains after upgrade to Outperform at BMO | 10/30/2024 |
8 | Reinsurance Group Q3 Earnings Beat Estimates on Higher Revenues | 11/01/2024 |
9 | Disposition of 1903 shares by Coaxum Wole C of Selective Insurance at 91.56 subject to Rule 16b-3 | 11/04/2024 |
10 | FMR LLCs Strategic Acquisition of Shares in Selective Insurance Group Inc | 11/13/2024 |
11 | Why Is Selective Insurance Up 4 percent Since Last Earnings Report | 11/20/2024 |
| Begin Period Cash Flow | 25.2 M |
Selective |
Selective Insurance Relative Risk vs. Return Landscape
If you would invest 8,870 in Selective Insurance Group on August 24, 2024 and sell it today you would earn a total of 768.00 from holding Selective Insurance Group or generate 8.66% return on investment over 90 days. Selective Insurance Group is currently generating 0.1424% in daily expected returns and assumes 1.6094% risk (volatility on return distribution) over the 90 days horizon. In different words, 14% of stocks are less volatile than Selective, and 98% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
Selective Insurance Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Selective Insurance's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Selective Insurance Group, and traders can use it to determine the average amount a Selective Insurance's 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 = 0.0885
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | SIGI | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 1.61 actual daily | 14 86% of assets are more volatile |
Expected Return
| 0.14 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.09 actual daily | 6 94% of assets perform better |
Based on monthly moving average Selective Insurance is performing at about 6% of its full potential. 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 Selective Insurance by adding it to a well-diversified portfolio.
Selective Insurance Fundamentals Growth
Selective Stock prices reflect investors' perceptions of the future prospects and financial health of Selective Insurance, and Selective Insurance 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 Selective Stock performance.
| Return On Equity | 0.0813 | ||||
| Return On Asset | 0.0163 | ||||
| Profit Margin | 0.05 % | ||||
| Operating Margin | 0.1 % | ||||
| Current Valuation | 6.54 B | ||||
| Shares Outstanding | 60.79 M | ||||
| Price To Earning | 17.00 X | ||||
| Price To Book | 1.97 X | ||||
| Price To Sales | 1.24 X | ||||
| Revenue | 101.17 M | ||||
| Gross Profit | 740.47 M | ||||
| EBITDA | 517.25 M | ||||
| Net Income | 365.24 M | ||||
| Cash And Equivalents | 289.62 M | ||||
| Cash Per Share | 4.80 X | ||||
| Total Debt | 501.31 M | ||||
| Debt To Equity | 0.19 % | ||||
| Current Ratio | 0.33 X | ||||
| Book Value Per Share | 48.82 X | ||||
| Cash Flow From Operations | 758.91 M | ||||
| Earnings Per Share | 3.72 X | ||||
| Market Capitalization | 5.86 B | ||||
| Total Asset | 11.8 B | ||||
| Retained Earnings | 3.03 B | ||||
About Selective Insurance Performance
By evaluating Selective Insurance's fundamental ratios, stakeholders can gain valuable insights into Selective Insurance's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Selective Insurance 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 Selective Insurance 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 | ||
| Days Of Inventory On Hand | -133.6 K | -140.3 K | |
| Return On Tangible Assets | 0.03 | 0.03 | |
| Return On Capital Employed | 0.04 | 0.04 | |
| Return On Assets | 0.03 | 0.02 | |
| Return On Equity | 0.12 | 0.11 |
Things to note about Selective Insurance performance evaluation
Checking the ongoing alerts about Selective Insurance for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Selective Insurance help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Selective Insurance Group currently holds 501.31 M in liabilities with Debt to Equity (D/E) ratio of 0.19, which may suggest the company is not taking enough advantage from borrowing. Selective Insurance has a current ratio of 0.32, indicating that it has a negative working capital and may not be able to pay financial obligations when due. Note, when we think about Selective Insurance's use of debt, we should always consider it together with its cash and equity. | |
| Over 86.0% of Selective Insurance shares are owned by institutional investors | |
| Latest headline from finance.yahoo.com: Why Is Selective Insurance Up 4 percent Since Last Earnings Report |
- Analyzing Selective Insurance's 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 Selective Insurance's stock is overvalued or undervalued compared to its peers.
- Examining Selective Insurance's 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 Selective Insurance's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Selective Insurance's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Selective Insurance's stock. These opinions can provide insight into Selective Insurance's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Selective 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.
| Portfolio Anywhere Track or share privately all of your investments from the convenience of any device | |
| Headlines Timeline Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity | |
| Portfolio Suggestion Get suggestions outside of your existing asset allocation including your own model portfolios | |
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
| Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets | |
| Portfolio Center All portfolio management and optimization tools to improve performance of your portfolios | |
| Content Syndication Quickly integrate customizable finance content to your own investment portal | |
| Instant Ratings Determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| FinTech Suite Use AI to screen and filter profitable investment opportunities |