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CINF/L

Financials
z today 0.63
p-value (EG) 0.0425
β (log) 0.834
μ spread 1.2055
σ spread 0.0256
half-life 11.6 d
corr 18m 0.806
setup 1Y 6
bollinger 1Y 7
%b today 0.56

CINF — Cincinnati Financial Corporation

Insurance - Property & Casualty · Financial Services
Cincinnati Financial Corporation provides property casualty insurance products in the United States. The company operates through five segments: Commercial Lines Insurance, Personal Lines Insurance, Excess and Surplus Lines Insurance, Life Insurance, and Investments. The Commercial Lines Insurance segment offers coverage for commercial casualty and property, commercial auto, and workers' compensation. This segment also provides contract and commercial surety bonds, and fidelity bonds; management liability; and machinery and equipment insurance products. The Personal Lines Insurance segment offers personal auto; homeowner; and other personal lines insurance, such as dwelling fire, inland […]
Mkt cap: $26.0B Dipendenti: 5,705 Paese: United States sito ↗

L — Loews Corporation

Insurance - Property & Casualty · Financial Services
Loews Corporation, through its subsidiaries, provides commercial property and casualty insurance in the United States and internationally. The company offers specialty insurance products, such as management and professional liability and other coverage products; surety and fidelity bonds; professional liability coverages and risk management services to various professional firms, including architects, real estate agents, and accounting and law firms; standard and excess property, marine and boiler, machinery coverages, workers' compensation, general and product liability, commercial auto, umbrella, excess and surplus coverages, specialized loss-sensitive insurance programs, total risk […]
Mkt cap: $22.2B Dipendenti: 13,100 Paese: United States sito ↗
Lo spread — il grafico chiave. La linea verde misura la “distanza” tra le due azioni: ln(CINF) − β·ln(L). La riga orizzontale al centro e’ il suo valore medio (μ), la banda grigia l’oscillazione normale (±σ e ±2σ). Come leggerlo: finche’ la linea resta nella banda le due azioni sono in equilibrio. Quando esce in alto, CINF e’ diventata cara rispetto a L; quando esce in basso, il contrario. Piu’ e’ lontana dal centro (z elevato), piu’ ci si aspetta che rientri: e’ li’ che nasce il segnale di pair trading.
Setup contrarian: RSI(14) < 30 (ipervenduto) o > 70 (ipercomprato) sullo spread daily, in concomitanza con volume aggregato min(VCINF, VL) < SMA(20). Volume basso in fase estrema = forza del movimento in esaurimento ⇒ mean reversion più probabile. Le zone gialle sul grafico evidenziano i giorni triggered.
Setup volatilità: %b > 1 (spread sopra banda superiore ⇒ short spread) o %b < 0 (sotto banda inferiore ⇒ long spread), in concomitanza con BandWidth in pendenza piatta o negativa su 5 giorni (volatilità non in espansione ⇒ movimento esaurito). Bande di Bollinger SMA(20) ± 2σ rolling. Le zone gialle evidenziano i giorni triggered.

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Registra trade — CINF / L

z attuale 0.63 · prezzi di carico presi alla chiusura piu' recente disponibile.

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