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NMI Holdings, Inc. (NMIH)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN

US6292093050

CUSIP

629209305

Sector

Financial Services

IPO Date

Nov 8, 2013

Highlights

Market Cap

$2.98B

EPS (TTM)

$4.37

PE Ratio

8.62

PEG Ratio

1.66

Total Revenue (TTM)

$635.85M

Gross Profit (TTM)

$635.32M

EBITDA (TTM)

$515.95M

Year Range

$28.67 - $42.49

Target Price

$43.50

Short %

2.33%

Short Ratio

2.82

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
NMIH vs. COOP NMIH vs. VOO NMIH vs. COST
Popular comparisons:
NMIH vs. COOP NMIH vs. VOO NMIH vs. COST

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in NMI Holdings, Inc., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


140.00%160.00%180.00%200.00%220.00%240.00%JulyAugustSeptemberOctoberNovemberDecember
159.43%
231.65%
NMIH (NMI Holdings, Inc.)
Benchmark (^GSPC)

Returns By Period

NMI Holdings, Inc. had a return of 22.37% year-to-date (YTD) and 23.50% in the last 12 months. Over the past 10 years, NMI Holdings, Inc. had an annualized return of 14.98%, outperforming the S&P 500 benchmark which had an annualized return of 11.01%.


NMIH

YTD

22.37%

1M

-3.43%

6M

11.04%

1Y

23.50%

5Y*

1.08%

10Y*

14.98%

^GSPC (Benchmark)

YTD

23.11%

1M

-0.36%

6M

7.02%

1Y

23.15%

5Y*

12.80%

10Y*

11.01%

Monthly Returns

The table below presents the monthly returns of NMIH, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20247.55%-5.76%7.51%-4.58%7.52%2.59%15.60%4.37%0.29%-6.09%3.39%22.37%
202311.15%0.47%-4.33%4.79%7.48%2.66%3.45%7.15%-5.35%0.96%0.55%7.93%42.01%
202213.23%-6.47%-10.89%-10.86%1.25%-10.53%13.75%8.39%-0.78%7.66%-1.82%-2.93%-4.35%
2021-6.36%7.78%3.41%9.31%-6.39%-7.07%-2.05%2.50%0.18%7.39%-19.28%11.48%-3.53%
2020-3.80%-26.88%-50.26%16.45%13.65%4.65%-3.48%10.50%3.79%20.73%1.95%3.38%-31.74%
201923.25%9.77%7.12%8.54%-2.92%4.15%-12.36%13.91%-7.34%11.39%14.77%-1.16%85.88%
20187.94%8.17%-16.62%-16.31%20.22%-2.10%28.22%3.35%4.86%-6.67%-7.57%-8.65%5.00%
20171.41%2.78%2.70%1.75%-10.34%10.10%3.06%-8.05%14.29%17.34%17.18%-0.29%59.62%
2016-22.45%-2.86%-0.98%24.55%-0.79%-12.18%14.60%26.43%-4.03%0.39%12.42%23.84%57.31%
2015-15.66%-5.19%2.60%6.54%-0.63%1.13%-0.25%4.00%-8.65%-1.05%-1.73%-8.39%-25.85%
2014-3.61%-10.84%7.13%-3.16%-3.61%-4.02%-4.86%-3.10%-10.64%3.47%-2.68%4.82%-28.28%
20130.29%-9.33%-9.07%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 79, NMIH is among the top 21% of stocks on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of NMIH is 7979
Overall Rank
The Sharpe Ratio Rank of NMIH is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of NMIH is 7474
Sortino Ratio Rank
The Omega Ratio Rank of NMIH is 7373
Omega Ratio Rank
The Calmar Ratio Rank of NMIH is 8686
Calmar Ratio Rank
The Martin Ratio Rank of NMIH is 8282
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for NMI Holdings, Inc. (NMIH) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for NMIH, currently valued at 1.14, compared to the broader market-4.00-2.000.002.001.141.90
The chart of Sortino ratio for NMIH, currently valued at 1.61, compared to the broader market-4.00-2.000.002.004.001.612.54
The chart of Omega ratio for NMIH, currently valued at 1.21, compared to the broader market0.501.001.502.001.211.35
The chart of Calmar ratio for NMIH, currently valued at 1.43, compared to the broader market0.002.004.006.001.432.81
The chart of Martin ratio for NMIH, currently valued at 5.24, compared to the broader market0.0010.0020.005.2412.39
NMIH
^GSPC

The current NMI Holdings, Inc. Sharpe ratio is 1.14. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of NMI Holdings, Inc. with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.14
1.90
NMIH (NMI Holdings, Inc.)
Benchmark (^GSPC)

Dividends

Dividend History


NMI Holdings, Inc. doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.96%
-3.58%
NMIH (NMI Holdings, Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the NMI Holdings, Inc.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the NMI Holdings, Inc. was 73.07%, occurring on Mar 23, 2020. Recovery took 1084 trading sessions.

The current NMI Holdings, Inc. drawdown is 12.96%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-73.07%Feb 12, 202028Mar 23, 20201084Jul 15, 20241112
-68.83%Nov 29, 2013551Feb 8, 2016430Oct 20, 2017981
-36.87%Feb 27, 201829Apr 9, 201881Aug 2, 2018110
-32.65%Sep 27, 201861Dec 24, 201837Feb 19, 201998
-20.01%Jun 21, 201925Jul 26, 201973Nov 7, 201998

Volatility

Volatility Chart

The current NMI Holdings, Inc. volatility is 7.92%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
7.92%
3.64%
NMIH (NMI Holdings, Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of NMI Holdings, Inc. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Valuation

The Valuation section provides an assessment of the market value of NMI Holdings, Inc. compared to its peers in the Insurance - Specialty industry.


PE Ratio
20.040.060.080.08.6
The chart displays the price to earnings (P/E) ratio for NMIH in comparison to other companies of the Insurance - Specialty industry. Currently, NMIH has a PE value of 8.6. This PE ratio falls in the average range for the industry.
PEG Ratio
-4.0-2.00.02.04.06.08.01.7
The chart displays the price to earnings to growth (PEG) ratio for NMIH in comparison to other companies of the Insurance - Specialty industry. Currently, NMIH has a PEG value of 1.7. This PEG ratio falls in the average range for the industry.

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for NMI Holdings, Inc..


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Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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