Tearsheet

Selective Insurance (SIGI)


Market Price (4/14/2026): $81.74 | Market Cap: $4.9 Bil
Sector: Financials | Industry: Property & Casualty Insurance

Selective Insurance (SIGI)


Market Price (4/14/2026): $81.74
Market Cap: $4.9 Bil
Sector: Financials
Industry: Property & Casualty Insurance

Investment Highlights Why It Matters Detailed financial logic regarding cash flow yields vs trend-riding momentum.

0

Attractive yield
Total YieldTotal Yield = Earnings Yield + Dividend Yield, Earnings Yield = Net Income / Market Cap Dividend Yield = Total Dividends / Market Cap is 11%, ERPEquity Risk Premium (ERP) = Total Yield - Risk Free Rate, Reflects the premium above risk free assets offered by the investment. is 7.3%, FCF Yield is 24%

Attractive cash flow generation
CFO/Rev LTMCash Flow from Operations / Revenue (Sales), Last Twelve Months (LTM) is 23%, FCF/Rev LTMFree Cash Flow / Revenue (Sales), Last Twelve Months (LTM) is 22%

Low stock price volatility
Vol 12M is 28%

Megatrend and thematic drivers
Megatrends include Cybersecurity, AI in Financial Services, and Smart Buildings & Proptech. Themes include Software Security, Show more.

Weak multi-year price returns
2Y Excs Rtn is -52%, 3Y Excs Rtn is -78%

Key risks
SIGI key risks include [1] its history of significant adverse casualty reserve development, Show more.

0 Attractive yield
Total YieldTotal Yield = Earnings Yield + Dividend Yield, Earnings Yield = Net Income / Market Cap Dividend Yield = Total Dividends / Market Cap is 11%, ERPEquity Risk Premium (ERP) = Total Yield - Risk Free Rate, Reflects the premium above risk free assets offered by the investment. is 7.3%, FCF Yield is 24%
1 Attractive cash flow generation
CFO/Rev LTMCash Flow from Operations / Revenue (Sales), Last Twelve Months (LTM) is 23%, FCF/Rev LTMFree Cash Flow / Revenue (Sales), Last Twelve Months (LTM) is 22%
2 Low stock price volatility
Vol 12M is 28%
3 Megatrend and thematic drivers
Megatrends include Cybersecurity, AI in Financial Services, and Smart Buildings & Proptech. Themes include Software Security, Show more.
4 Weak multi-year price returns
2Y Excs Rtn is -52%, 3Y Excs Rtn is -78%
5 Key risks
SIGI key risks include [1] its history of significant adverse casualty reserve development, Show more.

Valuation, Metrics & Events

Price Chart

Why The Stock Moved

Qualitative Assessment

AI Analysis | Feedback

Selective Insurance (SIGI) stock has remained largely at the same level since 12/31/2025 because of the following key factors:

1. Strong Q4 2025 Earnings Offset by Personal Lines Weakness and Analyst Cautions. Selective Insurance reported robust fourth-quarter 2025 results, with non-GAAP operating income per diluted common share of $2.57, significantly surpassing analyst estimates of approximately $2.08 per share. The company achieved an improved combined ratio of 93.8% for the quarter, a 4.7-point improvement from the prior year, and saw net premiums written grow by 4%, along with a 17% increase in after-tax net investment income. However, this positive performance was partially mitigated by challenges within the Standard Personal Lines segment, which experienced an 8% decline in premiums and a combined ratio that increased by 11.3 points to 103.0%, primarily due to higher casualty loss costs in personal auto and catastrophe losses. Analyst sentiment following these results largely maintained a "Hold" rating, with a consensus average price target of $83.60, suggesting limited anticipated significant upward movement.

2. Broader Insurance Industry Headwinds Persisted. The overall property and casualty insurance market continued to face several macroeconomic and industry-specific challenges during early 2026, which likely curbed more substantial gains for Selective Insurance's stock. The industry was experiencing a softening market with decelerating premium growth, forecast at 3-4% for 2026. Elevated catastrophe losses, consistently totaling over $100 billion globally each year, remained a significant concern, alongside persistent "social inflation" and litigation trends that continued to drive up claims costs. For instance, Swiss Re estimated the average annual social inflation rate between 2017 and 2022 at 5.4%, compared to economic inflation at 3.7%. These broader sector pressures contributed to a cautious investor outlook, balancing out company-specific positive news.

Show more

Stock Movement Drivers

Fundamental Drivers

The -1.8% change in SIGI stock from 12/31/2025 to 4/13/2026 was primarily driven by a -14.9% change in the company's P/E Multiple.
(LTM values as of)123120254132026Change
Stock Price ($)83.2681.74-1.8%
Change Contribution By: 
Total Revenues ($ Mil)5,2285,3372.1%
Net Income Margin (%)7.8%8.7%12.3%
P/E Multiple12.410.5-14.9%
Shares Outstanding (Mil)61600.7%
Cumulative Contribution-1.8%

LTM = Last Twelve Months as of date shown

Market Drivers

12/31/2025 to 4/13/2026
ReturnCorrelation
SIGI-1.8% 
Market (SPY)-5.4%2.0%
Sector (XLF)-5.7%49.1%

Fundamental Drivers

The 1.9% change in SIGI stock from 9/30/2025 to 4/13/2026 was primarily driven by a 16.5% change in the company's Net Income Margin (%).
(LTM values as of)93020254132026Change
Stock Price ($)80.2481.741.9%
Change Contribution By: 
Total Revenues ($ Mil)5,1135,3374.4%
Net Income Margin (%)7.5%8.7%16.5%
P/E Multiple12.710.5-17.1%
Shares Outstanding (Mil)61601.1%
Cumulative Contribution1.9%

LTM = Last Twelve Months as of date shown

Market Drivers

9/30/2025 to 4/13/2026
ReturnCorrelation
SIGI1.9% 
Market (SPY)-2.9%5.4%
Sector (XLF)-3.8%47.7%

Fundamental Drivers

The -8.9% change in SIGI stock from 3/31/2025 to 4/13/2026 was primarily driven by a -60.0% change in the company's P/E Multiple.
(LTM values as of)33120254132026Change
Stock Price ($)89.7681.74-8.9%
Change Contribution By: 
Total Revenues ($ Mil)4,8625,3379.8%
Net Income Margin (%)4.3%8.7%105.2%
P/E Multiple26.410.5-60.0%
Shares Outstanding (Mil)61601.1%
Cumulative Contribution-8.9%

LTM = Last Twelve Months as of date shown

Market Drivers

3/31/2025 to 4/13/2026
ReturnCorrelation
SIGI-8.9% 
Market (SPY)16.3%25.7%
Sector (XLF)4.8%44.0%

Fundamental Drivers

The -10.0% change in SIGI stock from 3/31/2023 to 4/13/2026 was primarily driven by a -56.8% change in the company's P/E Multiple.
(LTM values as of)33120234132026Change
Stock Price ($)90.8281.74-10.0%
Change Contribution By: 
Total Revenues ($ Mil)3,5585,33750.0%
Net Income Margin (%)6.3%8.7%38.3%
P/E Multiple24.410.5-56.8%
Shares Outstanding (Mil)60600.3%
Cumulative Contribution-10.0%

LTM = Last Twelve Months as of date shown

Market Drivers

3/31/2023 to 4/13/2026
ReturnCorrelation
SIGI-10.0% 
Market (SPY)63.3%19.7%
Sector (XLF)67.8%40.2%

Return vs. Risk

Price Returns Compared

 202120222023202420252026Total [1]
Returns
SIGI Return24%10%14%-5%-9%-4%29%
Peers Return26%14%2%33%14%-4%113%
S&P 500 Return27%-19%24%23%16%-0%81%

Monthly Win Rates [3]
SIGI Win Rate67%50%58%42%58%75% 
Peers Win Rate57%53%53%70%58%45% 
S&P 500 Win Rate75%42%67%75%67%50% 

Max Drawdowns [4]
SIGI Max Drawdown-5%-7%0%-17%-20%-11% 
Peers Max Drawdown-5%-10%-14%0%-10%-8% 
S&P 500 Max Drawdown-1%-25%-1%-2%-15%-7% 


[1] Cumulative total returns since the beginning of 2021
[2] Peers: THG, CINF, WRB, RLI, HIG.
[3] Win Rate = % of calendar months in which monthly returns were positive
[4] Max drawdown represents maximum peak-to-trough decline within a year
[5] 2026 data is for the year up to 4/13/2026 (YTD)

How Low Can It Go

Unique KeyEventSIGIS&P 500
2022 Inflation Shock2022 Inflation Shock  
2022 Inflation Shock% Loss% Loss-17.4%-25.4%
2022 Inflation Shock% Gain to Breakeven% Gain to Breakeven21.1%34.1%
2022 Inflation ShockTime to BreakevenTime to Breakeven161 days464 days
2020 Covid Pandemic2020 Covid Pandemic  
2020 Covid Pandemic% Loss% Loss-41.0%-33.9%
2020 Covid Pandemic% Gain to Breakeven% Gain to Breakeven69.4%51.3%
2020 Covid PandemicTime to BreakevenTime to Breakeven297 days148 days
2018 Correction2018 Correction  
2018 Correction% Loss% Loss-19.9%-19.8%
2018 Correction% Gain to Breakeven% Gain to Breakeven24.8%24.7%
2018 CorrectionTime to BreakevenTime to Breakeven585 days120 days
2008 Global Financial Crisis2008 Global Financial Crisis  
2008 Global Financial Crisis% Loss% Loss-64.9%-56.8%
2008 Global Financial Crisis% Gain to Breakeven% Gain to Breakeven185.0%131.3%
2008 Global Financial CrisisTime to BreakevenTime to Breakeven2,198 days1,480 days

Compare to THG, CINF, WRB, RLI, HIG

In The Past

Selective Insurance's stock fell -17.4% during the 2022 Inflation Shock from a high on 4/1/2022. A -17.4% loss requires a 21.1% gain to breakeven.

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About Selective Insurance (SIGI)

Selective Insurance Group, Inc., together with its subsidiaries, provides insurance products and services in the United States. It operates through four segments: Standard Commercial Lines, Standard Personal Lines, E&S Lines, and Investments. The company offers property insurance products, which covers the financial consequences of accidental loss of an insured's real property, personal property, and/or earnings due to the property's loss; and casualty insurance products that covers the financial consequences of employee injuries in the course of employment, and bodily injury and/or property damage to a third party, as well as flood insurance products. It also invests in fixed income investments and commercial mortgage loans, as well as equity securities and alternative investment portfolio. The company offers its insurance products and services to businesses, non-profit organizations, local government agencies, and individuals through independent retail agents and wholesale general agents. Selective Insurance Group, Inc. was founded in 1926 and is headquartered in Branchville, New Jersey.

AI Analysis | Feedback

1. It's like a Travelers or Chubb, but also offering personal insurance to individuals.

2. Imagine an Allstate or State Farm, but with a major emphasis on insurance for businesses and specialty risks.

AI Analysis | Feedback

  • Property Insurance: Covers the financial consequences of accidental loss of an insured's real property, personal property, and/or earnings due to the property's loss.
  • Casualty Insurance: Covers the financial consequences of employee injuries in the course of employment, and bodily injury and/or property damage to a third party.
  • Flood Insurance: Provides coverage for damages caused by flooding.

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John J. Marchioni
Chairman of the Board, President and Chief Executive Officer

John J. Marchioni joined Selective Insurance in 1998 as a Government Affairs Specialist. He progressed through various leadership roles, including Assistant Vice President in Government Affairs, Vice President, Director of Government Affairs, Vice President and Strategic Business Unit Leader, and Senior Vice President, Director of Personal Lines and Flood. He was promoted to Executive Vice President, Chief Field Operations Officer in 2007 and President and Chief Operating Officer in 2013. He served as President and Chief Executive Officer from February 2020 until May 2022, when he assumed his current role as Chairman of the Board, President and Chief Executive Officer. Prior to joining Selective, he was Vice President of Government Affairs for the Commerce & Industry Association of New Jersey.

Patrick S. Brennan
Executive Vice President, Chief Financial Officer

Patrick S. Brennan was appointed Executive Vice President and Chief Financial Officer of Selective, effective October 1, 2024. Before joining Selective in 2024, he spent 18 years at The Progressive Corporation, where he most recently served for eight years as Treasurer, overseeing treasury, capital strategy, risk management, and investor relations. His earlier career included key positions in the Treasury department at IBM Corporation, focusing on funding and foreign exchange strategy.

John Bresney
Executive Vice President, Chief Information Officer

John Bresney is the Executive Vice President, Chief Information Officer at Selective, responsible for all IT operations. He began his career at Selective as an intern in 1994, advancing through various leadership roles, including Senior Application Development Manager, Assistant Vice President, Enterprise Development Services; Vice President, Infrastructure and Operations; and Vice President, Personal Lines Business Development and Architecture.

Joseph O. Eppers
Executive Vice President, Chief Investment Officer

Joseph O. Eppers is the Executive Vice President, Chief Investment Officer at Selective. He joined the company in 2015, bringing 20 years of professional investment experience. Prior to Selective, he served as a Director at BlackRock within the Financial Institutions Group and was previously Senior Vice President of Investments at Endurance Specialty Holdings Ltd.

Jeffrey F. Kamrowski
Executive Vice President, MUSIC (Mesa Underwriters Specialty Insurance Company)

Jeffrey F. Kamrowski is the Executive Vice President, MUSIC (Mesa Underwriters Specialty Insurance Company), a subsidiary of Selective Insurance Group, Inc. He joined Selective in 1988 as a programming analyst and has gained extensive experience across standard and specialty lines insurance operations, holding various roles in Business Services, Commercial Lines Underwriting, E&S, and Information Technology.

AI Analysis | Feedback

Here are the key risks to Selective Insurance (SIGI):

  1. Social Inflation and Reserve Adequacy: Selective Insurance faces significant risk from social inflation, characterized by increased litigation, larger jury awards, and broader definitions of liability, particularly given its high exposure (approximately 45%) to lawsuit-prone insurance lines, including contractor insurance. This trend can lead to higher-than-expected claims payouts and necessitate further reserve strengthening, directly impacting profitability. The company has a recent history of reserve charges affecting its financial performance, including a substantial $75 million charge that contributed to a 13% stock decline after falling short of earnings estimates in Q1 2025. Selective Insurance also reported unfavorable prior-year casualty reserve development in 2024 and 2025.
  2. Climate Change and Catastrophic Events: As a provider of property and flood insurance, Selective Insurance is vulnerable to the increasing frequency and severity of natural disasters, such as hurricanes, wildfires, floods, and severe storms. These events strain loss ratios and require insurers to continuously reassess their exposure in high-risk geographies. The unpredictable nature and increasing frequency of such events can materially impact the company's financial results. Furthermore, climate change poses investment risks due to its transition and physical impacts on carbon-intensive sectors within the company's investment portfolio.
  3. Intense Competition and Dynamic Market Conditions: Selective Insurance operates in a highly competitive and fragmented property and casualty insurance market. The company faces robust competition from national carriers, super-regional insurers, and emerging digital entrants (insurtechs), which can impact its market share, pricing power, and overall profitability. The industry is also undergoing significant transformation driven by technological advancements like AI and data analytics, evolving customer expectations, and persistent inflationary pressures on loss costs, demanding continuous adaptation and investment to maintain competitiveness.

AI Analysis | Feedback

The rise of direct-to-consumer digital insurance providers and insurtech companies poses a clear emerging threat to Selective Insurance. These new entrants leverage advanced technology, artificial intelligence, and data analytics to offer streamlined online and mobile-app based experiences, often providing faster quotes, personalized policies, and potentially lower prices by bypassing traditional independent agent distribution channels. As Selective Insurance heavily relies on independent retail and wholesale agents, this shift towards digital-first customer acquisition and service models could lead to erosion of market share, particularly in personal lines and smaller commercial segments where customers are increasingly opting for direct digital interactions for their insurance needs.

AI Analysis | Feedback

The addressable markets for Selective Insurance's main products and services in the United States are as follows:

  • U.S. Property and Casualty Insurance Market: This market, which encompasses both property and casualty insurance products, was valued at an estimated USD 1.10 trillion in 2025 and is projected to reach USD 1.33 trillion by 2030, growing at a compound annual growth rate (CAGR) of 3.96%.
  • U.S. Homeowners' Insurance Market: A significant component of the property insurance sector, the market size for Homeowners' Insurance in the U.S. was approximately USD 175.1 billion in 2025.
  • U.S. Flood Insurance Market: The U.S. private residential flood insurance market generated premium revenue of USD 0.5 billion in 2024. More broadly, the U.S. flood insurance market, including both private and federal policies, saw direct premiums written increase to USD 4.1 billion in 2024.

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Selective Insurance (SIGI) is expected to drive future revenue growth over the next two to three years through a combination of strategic initiatives across its insurance operations and investment portfolio:

  • Disciplined Underwriting and Pricing Actions: The company is focused on strong underwriting and pricing discipline across its Standard Commercial Lines, Standard Personal Lines, and Excess & Surplus (E&S) Lines segments. This includes implementing renewal pure price increases, such as 15.1% in personal lines and 7.8% in E&S lines in Q4 2025, and 8.9% in Standard Commercial Lines in Q3 2025, which are anticipated to contribute to net premiums earned growth.
  • Expansion of Net Investment Income: Selective Insurance projects its after-tax net investment income to increase by 10% in 2026, reaching $465 million, driven by the growth in its invested assets. The company's conservative investment portfolio strategy and attractive new purchase yields, such as the 5.8% pretax average new purchase yield in Q3 2025, are expected to provide a durable source of future investment income.
  • Geographic Expansion and Market Diversification: The company plans to continue its geographic expansion, with the launch of Standard Commercial Lines business in Kansas in 2025 and anticipated entry into Montana and Wyoming by the end of 2026. Selective is also pursuing potential geographic expansion in Standard Personal Lines and aims to increase market share and diversify its product and distribution capabilities across its E&S and other specialty lines.
  • Strategic Technology Investments: Selective Insurance is investing in technology to enhance operational efficiency, improve decision-making, and support scalability. These investments, particularly in the Excess and Surplus segment, are intended to propel top-line growth and overall profitability.

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Share Repurchases

  • The Board of Directors approved a new $200 million share repurchase program effective October 27, 2025, superseding a prior $100 million authorization.
  • In 2025, Selective Insurance Group returned $182 million to common stockholders through regular dividends and opportunistic share repurchases.
  • Actual share repurchases amounted to approximately $92 million in 2025, $15.6 million in 2024, $7.9 million in 2023, and $19 million in 2022.

Outbound Investments

  • Annual "investing activities - other" for Selective Insurance were approximately $-0.055 billion in 2022, $-0.087 billion in 2023, $-0.065 billion in 2024, and $-0.191 billion for the twelve months ending December 31, 2025.
  • The company is committed to strategic investments aimed at fueling growth, innovation, and performance excellence, with a focus on expanding with existing partners and establishing new agency locations.
  • Selective Insurance maintains a conservative approach to its investment portfolio and has not made significant changes to its investment strategy.

Capital Expenditures

  • Selective Insurance is in the process of relocating many operations to a new leased facility in Short Hills, New Jersey, with the transition expected to occur from mid-2026 through 2029.
  • The company prioritizes deploying capital to enhance scale, improve decision-making, and boost operational efficiency, including investments in digital tools and underwriting strategies.

Trade Ideas

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MKTX_3202026_Dip_Buyer_FCFYield03202026MKTXMarketAxessDip BuyDB | FCFY OPMDip Buy with High FCF Yield and High Margin
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Recent Active Movers

Peer Comparisons

Peers to compare with:

Financials

SIGITHGCINFWRBRLIHIGMedian
NameSelectiv.Hanover .Cincinna.WR Berkl.RLI Hartford. 
Mkt Price81.74179.35163.6866.9658.76139.07110.41
Mkt Cap4.96.425.526.65.438.715.9
Rev LTM5,3376,56712,63114,6401,88228,0719,599
Op Inc LTM-------
FCF LTM1,1941,1703,0923,4136095,7532,143
FCF 3Y Avg1,0007722,5843,2875415,1651,792
CFO LTM1,2331,1783,1123,5836145,9222,173
CFO 3Y Avg1,0317822,6043,3975465,3501,817

Growth & Margins

SIGITHGCINFWRBRLIHIGMedian
NameSelectiv.Hanover .Cincinna.WR Berkl.RLI Hartford. 
Rev Chg LTM9.8%5.6%11.4%6.9%6.3%6.4%6.7%
Rev Chg 3Y Avg14.5%6.6%25.7%9.3%4.2%8.7%9.0%
Rev Chg Q8.6%5.3%21.8%-0.1%6.1%5.6%5.8%
QoQ Delta Rev Chg LTM2.1%1.3%4.6%-0.0%1.4%1.4%1.4%
Op Mgn LTM-------
Op Mgn 3Y Avg-------
QoQ Delta Op Mgn LTM-------
CFO/Rev LTM23.1%17.9%24.6%24.5%32.6%21.1%23.8%
CFO/Rev 3Y Avg21.2%12.3%22.8%25.2%31.7%20.3%22.0%
FCF/Rev LTM22.4%17.8%24.5%23.3%32.3%20.5%22.8%
FCF/Rev 3Y Avg20.6%12.2%22.7%24.4%31.3%19.6%21.6%

Valuation

SIGITHGCINFWRBRLIHIGMedian
NameSelectiv.Hanover .Cincinna.WR Berkl.RLI Hartford. 
Mkt Cap4.96.425.526.65.438.715.9
P/S0.91.02.01.82.91.41.6
P/EBIT7.77.28.411.010.67.88.1
P/E10.59.610.614.913.410.110.6
P/CFO4.05.48.27.48.86.57.0
Total Yield11.4%12.5%11.5%9.3%11.9%11.4%11.4%
Dividend Yield1.9%2.1%2.1%2.6%4.5%1.5%2.1%
FCF Yield 3Y Avg18.2%13.5%12.1%14.2%8.4%16.6%13.9%
D/E0.20.20.00.10.00.10.1
Net D/E-0.1-0.3-0.7-0.9-0.3-0.5-0.4

Returns

SIGITHGCINFWRBRLIHIGMedian
NameSelectiv.Hanover .Cincinna.WR Berkl.RLI Hartford. 
1M Rtn7.0%3.4%0.5%-2.6%-5.0%4.6%2.0%
3M Rtn-1.2%3.6%0.6%-2.4%-0.8%3.3%-0.1%
6M Rtn0.2%3.1%4.8%-12.1%-4.1%9.0%1.7%
12M Rtn-3.8%17.3%27.7%0.4%-20.0%21.8%8.9%
3Y Rtn-9.5%54.1%65.5%76.6%0.3%116.4%59.8%
1M Excs Rtn3.6%-0.3%-2.9%-5.7%-8.4%0.3%-1.6%
3M Excs Rtn-1.6%5.3%2.2%-0.9%-0.9%3.6%0.6%
6M Excs Rtn-2.6%-1.3%0.1%-14.4%-6.4%5.6%-2.0%
12M Excs Rtn-30.1%-9.4%-1.8%-23.5%-45.8%-4.7%-16.4%
3Y Excs Rtn-78.1%-17.1%-9.6%5.0%-69.5%44.2%-13.4%

Comparison Analyses

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Financials

Segment Financials

Revenue by Segment
$ Mil20252024202320222021
Standard Commercial Lines3,4483,0892,7492,4602,159
Excess and surplus (E&S) Lines504391334280239
Investments454385173344223
Standard Personal Lines425367301295301
Total4,8314,2323,5583,3792,922


Price Behavior

Price Behavior
Market Price$81.74 
Market Cap ($ Bil)4.9 
First Trading Date03/26/1990 
Distance from 52W High-8.8% 
   50 Days200 Days
DMA Price$80.98$80.31
DMA Trenddowndown
Distance from DMA0.9%1.8%
 3M1YR
Volatility22.5%28.4%
Downside Capture-0.140.05
Upside Capture-51.691.86
Correlation (SPY)3.0%14.8%
SIGI Betas & Captures as of 3/31/2026

 1M2M3M6M1Y3Y
Beta-0.08-0.080.050.110.400.37
Up Beta-0.680.200.730.650.570.59
Down Beta-0.56-0.000.300.240.410.35
Up Capture-78%-61%-51%-12%5%4%
Bmk +ve Days7162765139424
Stock +ve Days7182766134400
Down Capture77%26%14%-2%41%53%
Bmk -ve Days12233358110323
Stock -ve Days15233559117348

[1] Upside and downside betas calculated using positive and negative benchmark daily returns respectively
Based On 1-Year Data
Annualized
Return
Annualized
Volatility
Sharpe
Ratio
Correlation
with SIGI
SIGI-4.0%28.3%-0.14-
Sector ETF (XLF)10.5%15.6%0.4539.3%
Equity (SPY)18.7%13.7%1.0615.3%
Gold (GLD)53.7%27.6%1.554.5%
Commodities (DBC)25.2%16.2%1.37-6.9%
Real Estate (VNQ)14.8%14.0%0.7636.8%
Bitcoin (BTCUSD)-11.7%43.0%-0.173.8%

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Based On 5-Year Data
Annualized
Return
Annualized
Volatility
Sharpe
Ratio
Correlation
with SIGI
SIGI3.4%27.1%0.13-
Sector ETF (XLF)10.1%18.7%0.4247.6%
Equity (SPY)11.1%17.0%0.5031.8%
Gold (GLD)21.8%17.8%1.010.9%
Commodities (DBC)11.7%18.8%0.515.2%
Real Estate (VNQ)3.7%18.8%0.1030.7%
Bitcoin (BTCUSD)4.6%56.6%0.308.2%

Smart multi-asset allocation framework can stack odds in your favor. Learn How
Based On 10-Year Data
Annualized
Return
Annualized
Volatility
Sharpe
Ratio
Correlation
with SIGI
SIGI10.1%28.6%0.39-
Sector ETF (XLF)13.0%22.2%0.5459.4%
Equity (SPY)13.9%17.9%0.6749.8%
Gold (GLD)14.2%15.9%0.74-0.8%
Commodities (DBC)8.8%17.6%0.4214.6%
Real Estate (VNQ)5.2%20.7%0.2248.7%
Bitcoin (BTCUSD)67.5%66.9%1.079.0%

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Short Interest

Short Interest: As Of Date3312026
Short Interest: Shares Quantity1.3 Mil
Short Interest: % Change Since 3152026-33.9%
Average Daily Volume0.6 Mil
Days-to-Cover Short Interest2.2 days
Basic Shares Quantity60.2 Mil
Short % of Basic Shares2.1%

Earnings Returns History

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 Forward Returns
Earnings Date1D Returns5D Returns21D Returns
1/29/20260.0%7.0%1.4%
10/22/2025-5.7%-8.0%-4.7%
7/23/2025-17.0%-12.2%-13.2%
4/23/2025-1.8%-4.0%-4.4%
1/29/2025-12.6%-9.0%-8.1%
10/21/2024-3.8%-5.6%0.5%
7/18/2024-18.2%-11.4%-11.0%
5/1/2024-6.4%-3.2%-4.2%
...
SUMMARY STATS   
# Positive81013
# Negative161411
Median Positive2.1%2.0%4.7%
Median Negative-4.7%-6.5%-4.6%
Max Positive3.4%7.0%21.2%
Max Negative-18.2%-12.2%-13.2%

SEC Filings

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Report DateFiling DateFiling
12/31/202502/09/202610-K
09/30/202510/24/202510-Q
06/30/202507/25/202510-Q
03/31/202504/25/202510-Q
12/31/202402/10/202510-K
09/30/202410/25/202410-Q
06/30/202407/26/202410-Q
03/31/202405/02/202410-Q
12/31/202302/09/202410-K
09/30/202311/02/202310-Q
06/30/202308/03/202310-Q
03/31/202305/04/202310-Q
12/31/202202/10/202310-K
09/30/202211/03/202210-Q
06/30/202208/04/202210-Q
03/31/202205/05/202210-Q

Insider Activity

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#OwnerTitleHoldingActionFiling DatePriceSharesTransacted
Value
Value of
Held Shares
Form
1Brennan, Patrick SeanEVP, Chief Financial OfficerDirectBuy1027202576.172,700205,6591,367,117Form
2Doherty, Robert Kelly DirectBuy801202577.001,500115,5002,087,482Form
3McCarthy, Thomas A TrustBuy729202577.422,500193,5501,451,315Form
4Marchioni, John JPresident and CEOTrustBuy728202577.893,200249,24810,887,075Form
5Eppers, JosephEVP, Chief Investment OfficerDirectBuy725202576.821,402107,702959,669Form