Rli Corp Stock Alpha and Beta Analysis
| RLI Stock | USD 73.97 0.47 0.63% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as RLI Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in RLI Corp over a specified time horizon. Remember, high RLI Corp's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to RLI Corp's market risk premium analysis include:
Beta 0.42 | Alpha (0.18) | Risk 1.56 | Sharpe Ratio (0.14) | Expected Return (0.22) |
RLI Corp Quarterly Cash And Equivalents |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
RLI |
RLI Corp Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. RLI Corp market risk premium is the additional return an investor will receive from holding RLI Corp long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in RLI Corp. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate RLI Corp's performance over market.| α | -0.18 | β | 0.42 |
RLI Corp expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of RLI Corp's Buy-and-hold return. Our buy-and-hold chart shows how RLI Corp performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.RLI Corp Market Price Analysis
Market price analysis indicators help investors to evaluate how RLI Corp stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading RLI Corp shares will generate the highest return on investment. By understating and applying RLI Corp stock market price indicators, traders can identify RLI Corp position entry and exit signals to maximize returns.
RLI Corp Return and Market Media
The median price of RLI Corp for the period between Fri, Dec 13, 2024 and Thu, Mar 13, 2025 is 76.57 with a coefficient of variation of 5.34. The daily time series for the period is distributed with a sample standard deviation of 4.16, arithmetic mean of 77.98, and mean deviation of 3.59. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 300 shares by Michael Stone of RLI Corp at 170.75 subject to Rule 16b-3 | 12/13/2024 |
| RLI Corp dividend paid on 20th of December 2024 | 12/20/2024 |
2 | RLI Fourth Quarter earnings release teleconference | 01/06/2025 |
3 | RLI Named as One of the Best Places to Work in 2025, a Glassdoor Employees Choice Award Winner | 01/22/2025 |
4 | Acquisition by Jennifer Klobnak of 2000 shares of RLI Corp at 72.1 subject to Rule 16b-3 | 01/24/2025 |
5 | Acquisition by David Duclos of 2000 shares of RLI Corp at 72.5 subject to Rule 16b-3 | 01/29/2025 |
6 | AM Best Affirms A Rating and Revises Outlook to Positive for RLI Corp., RLI Insurance Co., Mt. Hawley Insurance Co. and Contractors Bonding and Insurance Co. | 01/30/2025 |
7 | Acquisition by Craig Kliethermes of 14500 shares of RLI Corp at 74.51 subject to Rule 16b-3 | 02/03/2025 |
8 | Longboard Asset Management LP Makes New Investment in RLI Corp. | 02/06/2025 |
9 | RLI declares 0.15 dividend | 02/13/2025 |
10 | With 81 percent ownership, RLI Corp. boasts of strong institutional backing | 02/14/2025 |
11 | Rhumbline Advisers Possesses 21.95 Million in Holdings in RLI Corp. | 02/21/2025 |
12 | Los Angeles Capital Management LLC Trims Stake in RLI Corp. | 02/26/2025 |
13 | Acquisition by Seth Davis of 150 shares of RLI Corp subject to Rule 16b-3 | 02/28/2025 |
14 | RLI Corp. Shares Sold by Bridges Investment Management Inc. | 03/04/2025 |
15 | Disposition of 20000 shares by Jennifer Klobnak of RLI Corp at 56.14 subject to Rule 16b-3 | 03/05/2025 |
16 | Technical Data - Stock Traders Daily | 03/07/2025 |
17 | How Does RLI Corp. Maintain Stability Amid Market Changes | 03/11/2025 |
About RLI Corp Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including RLI or other stocks. Alpha measures the amount that position in RLI Corp has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2022 | 2023 | 2024 | 2025 (projected) | Dividend Yield | 0.0613 | 0.0231 | 4.13E-4 | 3.92E-4 | Price To Sales Ratio | 3.51 | 3.99 | 53.02 | 55.67 |
RLI Corp Upcoming Company Events
As portrayed in its financial statements, the presentation of RLI Corp's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, RLI Corp's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of RLI Corp's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of RLI Corp. Please utilize our Beneish M Score to check the likelihood of RLI Corp's management manipulating its earnings.
| 17th of April 2024 Upcoming Quarterly Report | View | |
| 22nd of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 22nd of January 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
Build Portfolio with RLI Corp
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Check out RLI Corp Backtesting, RLI Corp Valuation, RLI Corp Correlation, RLI Corp Hype Analysis, RLI Corp Volatility, RLI Corp History and analyze RLI Corp Performance. For more detail on how to invest in RLI Stock please use our How to Invest in RLI Corp guide.You can also try the Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
RLI Corp 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.