RSA Insurance Group (LSE:RSAB.PFD) Momentum Rank : 0 (As of Sep. 21, 2024)

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What is RSA Insurance Group Momentum Rank?

RSA Insurance Group has the Momentum Rank of 0.

For Momentum Rank, we considered the residual momentum concept that was widely studied by Blitz and his colleagues as well as by Nobel Prize laureates Fama and French. However, we did not find any significant differences in the performances of stocks with different ranks of residual momentum. Therefore, we use traditional momentum instead.

Momentum Rank is determined using the standardized momentum ratio and other momentum indicators. The standardized momentum ratio is the average of the performances from 12 months ago to 1 month ago and 6 months ago to 1 month ago, divided by the beta of the stock over the past 12 months. To calculate the momentum ratio today, we would use the average of the two performance numbers.

For momentum, we found that stock price performance does not have a monotonic correlation with the momentum ratio. The stocks with the highest momentum ratios perform worse than those at about the 70th percentile. Therefore, for the momentum rank, we ranked the stocks at about the 70th percentile of the momentum ratio as the highest at 10.

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RSA Insurance Group Business Description

Industry

GURUFOCUS.COM » STOCK LIST » Financial Services » Insurance » RSA Insurance Group Ltd (LSE:RSAB.PFD) » Definitions » Momentum Rank

Comparable Companies

Traded in Other Exchanges

N/A

Address

22 Bishopsgate, Floor 8, London, GBR, EC2N 4BQ

Website

https://www.rsagroup.com

RSA Insurance Group Ltd is a commercial and specialty insurance products and services direct-to-customers, via brokers and affinity partners. The personal insurance line includes protection for homes, vehicles, pets, and valuables. The commercial insurance line is geared toward business owners, while the global specialty places emphasis on highly specialized or multinational businesses. The vast majority of RSA Insurance's premiums are distributed directly to customers.

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