Selective Insurance Group Stock Performance

SIGI Stock  USD 83.01  0.01  0.01%   
For Selective Insurance, absolute and relative returns are mapped against common benchmarks. Across the 3 months window, Selective Insurance shows an expected return of -0.11% and pays a 2.03% yield.
Risk-Adjusted Performance
0100
0 · Weak
For the recent 90-day horizon, Selective Insurance Group failed to convert its risk exposure into positive performance. This measure separates raw price movement from actual return efficiency on a risk-adjusted basis. Over the measured period, Selective Insurance has produced below-breakeven returns relative to its volatility profile. Learn More

Relative Risk vs. Return Landscape

If you had invested $ 8,966 in Selective Insurance Group on February 6, 2026 and sold it today, you would have lost $ 666.00 , a decline of 7.43% over 90 days. Selective Insurance Group does not currently generate positive expected returns and carries 1.83% risk (volatility on return distribution) over a 90-day horizon. In relative terms, Selective Insurance exhibits above-average volatility, exceeding roughly 84% of comparable stocks, and SIGI has trailed 99% of traded instruments in return over the 90-day horizon.
  Expected Return   
       Risk  
This comparison focuses on expected return, realized volatility, and risk efficiency versus the market. It is informative when expected return is read together with volatility rather than in isolation. Given a 90-day horizon, SIGI has been underperforming the market. Compounding this underperformance, SIGI is 1.97 times more volatile than its market benchmark. It converts risk into return at a rate of about -0.06%. Dow Jones Industrial is currently generating roughly 0.0% per unit of volatility.

Target Price Odds to finish over Current Price

Mean reversion in Selective Stock pricing reflects the documented tendency for stocks to gravitate toward equilibrium. While this pattern holds broadly, certain stocks can remain mispriced for extended periods before correction.
Current PriceHorizonTarget PriceOdds moving above the current price in 90 days
83.01 90 days 83.01
about 32.79 %
Using a normal distribution model, the likelihood of Selective Insurance moving above the current price in 90 days from now is about 32.79 %. Past return patterns over this horizon reflect a distribution that has favored above-current-price scenarios. (The curve shows where outcomes have been clustering for Selective Stock over the next 90 days). The curve width gives a practical read on how much uncertainty surrounds Selective Stock over this horizon.
Given a 90-day horizon, Selective Insurance has a beta of 0.43. This usually implies as returns on the market go up, Selective Insurance's average returns tend to increase less than the benchmark. However, during a bear market, the loss from holding Selective Insurance Group tends to be smaller as well. Additionally, Selective Insurance Group has a negative alpha, implying that risk has not been adequately compensated by returns. SIGI is significantly underperforming the Dow Jones Industrial.
   Selective Insurance Price Density   
       Price  

Predictive Modules for Selective Insurance

Forecasting Selective Insurance requires combining quantitative signals with evolving sentiment and fundamental trends. Each approach has strengths and limitations, making diversified forecasting strategies especially important for Selective Insurance.
Mean reversion is the tendency of Selective Insurance's price to return to its historical average after periods of extreme deviation. Some analysts monitor this tendency by comparing Selective Insurance's price extremes to fundamental value.
Sentiment
Range
LowSentimentHigh
81.1883.0184.84
Details
Intrinsic
Valuation
LowIntrinsicHigh
80.3182.1483.97
Details
Naive
Forecast
LowNextHigh
78.9980.8282.65
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
77.7781.8585.93
Details
Selective Insurance is positioned within its peer group by benchmarking margins, returns, and multiples. This peer-relative view identifies where Selective Insurance leads, trails, or tracks its competitive set.

Primary Risk Indicators

Over the past two decades, the stock market has experienced significant volatility affecting Selective Insurance. Selective Insurance has seen dramatic price moves that have reshaped risk profiles for its holders.
α
Alpha over Dow Jones
-0.118
β
Beta against Dow Jones0.43
σ
Overall volatility
4.42
Ir
Information ratio -0.0681

Investor Alerts and Insights

Targeted alerts for Selective Insurance provide the responsiveness needed to evaluate market conditions and assess potential outcomes. These notifications for Selective Insurance help investors make timely decisions in response to significant stock events.
Selective Insurance generated a negative expected return over the last 90 days
SIGI has a current ratio of 0.32, indicating negative working capital and limited capacity to cover financial obligations when due.

Price Density Drivers

Price movements in Selective Insurance are influenced by the balance of buyer and seller positioning dynamics. Monitoring key indicators provides context for understanding when price movements are fundamental versus tactical.
Common Stock Shares Outstanding61.1 million
Cash And Short Term Investments17.96 million

Selective Insurance Fundamentals Growth

The market price of Selective Stock is shaped by investors' expectations for Selective Insurance's financial performance. Revenue and earnings trends, operating margins, and capital structure decisions all play a role in Selective Stock pricing.

Performance Metrics & Calculation Methodology

Benchmark comparison for Selective Insurance clarifies whether returns reflect stock-specific outcomes or market-wide trends. Outperformance relative to the benchmark may reflect exposure tilt, selection effect, or timing. Selective Insurance shows ROE of 13.27%, ROA of 2.66% (TTM).

Selective Insurance Group inputs come from periodic company reporting and market reference feeds and are mapped into a consistent reporting framework. Return and risk statistics are calculated from historical price series.

Editorial review and methodology oversight provided by: Rifka Kats, Member of Macroaxis Editorial Board