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

Company Info

ISINUS6292093050
CUSIP629209305
SectorFinancial Services
IndustryInsurance—Specialty

Highlights

Market Cap$2.49B
EPS$3.84
PE Ratio8.03
PEG Ratio1.66
Revenue (TTM)$579.00M
Gross Profit (TTM)$411.45M
EBITDA (TTM)$456.46M
Year Range$21.12 - $32.50
Target Price$35.63
Short %2.27%
Short Ratio2.44

Share Price Chart


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NMI Holdings, Inc.

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

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.


80.00%100.00%120.00%140.00%160.00%180.00%200.00%OctoberNovemberDecember2024FebruaryMarch
129.36%
196.42%
NMIH (NMI Holdings, Inc.)
Benchmark (^GSPC)

S&P 500

Returns By Period

NMI Holdings, Inc. had a return of 8.19% year-to-date (YTD) and 47.09% in the last 12 months. Over the past 10 years, NMI Holdings, Inc. had an annualized return of 10.66%, which was very close to the S&P 500 benchmark's annualized return of 10.96%.


PeriodReturnBenchmark
Year-To-Date8.19%10.04%
1 month9.63%3.53%
6 months15.88%22.79%
1 year47.09%32.16%
5 years (annualized)4.43%13.15%
10 years (annualized)10.66%10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20247.55%-5.76%
20237.15%-5.35%0.96%0.55%7.93%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for NMI Holdings, Inc. (NMIH) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
NMIH
NMI Holdings, Inc.
2.08
^GSPC
S&P 500
2.76

Sharpe Ratio

The current NMI Holdings, Inc. Sharpe ratio is 2.08. A Sharpe ratio higher than 2.0 is considered very good.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.08
2.76
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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-9.73%
0
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. The portfolio has not yet recovered.

The current NMI Holdings, Inc. drawdown is 9.73%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-73.07%Feb 12, 202028Mar 23, 2020
-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 7.09%, 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%3.00%4.00%5.00%6.00%7.00%8.00%OctoberNovemberDecember2024FebruaryMarch
7.09%
2.82%
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.

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Values in undefined except per share items