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Stock Risk Measures for Selective Insurance Group

A quantitative factor review, as of July 31, 2020.
  1. Company Info - Description, identity and sector data.
  2. Share Data - Stock earnings and key dates.
  3. Market Risk - Beta, size, liquidity and momentum measures.
  4. Financial Risk - Earnings and dividends.
by Paul Alan Davis, CFA
Updated: August 02, 2020
See how we arrive at an overall risk score of 57 for SIGI below.

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SIGI Risk Report

Overview

Our quantitative data points are meant to provide a high-level understanding of factors in equity risk models for Selective Insurance Group. Portfolio managers use these models to forecast risk, optimize portfolios and review performance.

We show how SIGI stock compares to 2,000+ US-based stocks, and to peers in the Finance sector and Property/Casualty Insurance industry.

Please do not consider this data as investment advice. Data is downloaded from sources we deem reliable, but errors may occur.

Company Info

Business Description

Company logo Selective Insurance Group, Inc. provides property and casualty insurance products. It operates through the following segments: Standard Commercial Lines, Standard Personal Lines, E&S Lines, and Investments. The Standard Commercial Lines segment offers insurance products and services to commercial customers, such as non-profit organizations and local government agencies. The Standard Personal Lines segment comprises of insurance products and services, including flood insurance coverage. The E&S Lines segment includes insurance products and services provided to customers who are not obtained coverage in the standard marketplace. The Investments segment invests the premiums collected by various segments; and engages in the issuance of debt and equity securities. Selective Insurance Group was founded by Daniel L. B. Smith in 1926 and is headquartered in Branchville, NJ.

Identity

Sector and Industry

Share Data

Shares and Float

Earnings and Dividends

Market Risk Measures

Many of the following risk metrics are standardized and transformed into quantitative factors in institutional-level risk models.

Rankings below represent percentiles from 1 to 100, with 1 being the lowest rating of risk.

Systematic Risk

Stocks with higher beta exhibit higher sensitivity to the ups and downs in the market. (↑↑)

Company Size

Stocks with higher market capitalization often have lower risk. (↑↓)

Trading Liquidity

Higher average daily dollar volume over the past 30 days implies lower liquidity risk. (↑↓)

Price Momentum

Higher price momentum stocks, aka recent winners, equate to lower risk for many investors. (↑↓)

Financial Risk Measures

Style risk factors often include measures of profitability and payout levels.

Earnings Yield

Companies with higher earnings generally provide lower risk. (↑↓)

Dividend Yield

Companies with higher dividend yields, if sustaintable, are perceived to have lower risk. (↑↓)

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