MarketPeel
Insider Trading Intelligence
JO

James Ozanne

NMIH
DIRECTOR · NMI HOLDINGS, INC. · CIK 0001245515
FILING MIX · LIFETIME40%/60%
BUYS
2
SELLS
3
TOTAL VALUE
$1.04M
COMPANIES
1
ACTIVE SINCE
May 2020
HOLDINGS NOW
66,991
AVG SELL PX
$23.10
TRADE KIND
SHOWING 5 / 5
Trades · vs SPY
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Performance · forward returns vs SPY
1 backtested trades · 8 horizonsHow are these numbers computed? →
Forward-return performance of every backtestable P/S trade by James Ozanne, measured at 8 horizons from 7 days to 2 years. Deduped per economic event so co-filings count once. Excess return = trade return minus SPY return over the same window.
HORIZONTRADESWIN RATEINSIDER RETURNSPY RETURNMEAN EXCESSMEDIAN EXCESST-STAT
7d1+0.00%+0.64%+1.86%-1.22%-1.22%
14d1+100.00%-0.17%+2.59%-2.76%-2.76%
30d1+0.00%+4.17%+3.58%+0.59%+0.59%
60d1+0.00%+2.73%+8.14%-5.42%-5.42%
90d1+100.00%-3.15%+10.77%-13.92%-13.92%
180d1+100.00%-0.34%+18.94%-19.28%-19.28%
1y1+100.00%-7.49%+32.80%-40.29%-40.29%
2y1+100.00%-3.83%+14.77%-18.60%-18.60%
How to read this: Insider Returnis the average raw return of the filer's trades over the horizon. SPY Return is what SPY did over those same windows — reference only, not a comparison. The headline alpha number is Mean Excess = Insider − SPY; green means the filer beat SPY, red means they trailed it. Win rate is the share of individual trades where the filer beat SPY. T-statvalues above 2 mean the alpha is unlikely to be chance given the sample size. "Pending" counts trades where the horizon hasn't elapsed yet; their stats are not included in the row average.
Holdings over time
NMIH · 66,991 shares · as of Dec 22, 2020
028,83257,66386,495115,326SHARES HELD
Trading cadence · quarterly flow
BUY SELL
2020
2020
2020
FLOW · 2 buys / 3 sellsCOVERAGE · 3 quarters
Form 4 filings · all activity
COMPANYTYPESHARESPRICEVALUEHELD AFTERTRADE DATEFILEDDETAILS
NMIH
NMI HOLDINGS, INC.
SALEGRANT
Gift
20,00066,991Dec 22, 2020Dec 28, 2020View →
NMIH
NMI HOLDINGS, INC.
SALE
38,6250Nov 10, 2020Nov 12, 2020View →
NMIH
NMI HOLDINGS, INC.
SALE
28,335$23.10$654.4K86,991Nov 10, 2020Nov 12, 2020View →
NMIH
NMI HOLDINGS, INC.
PURCHASE
38,625$10.00$386.3K115,326Nov 10, 2020Nov 12, 2020View →
NMIH
NMI HOLDINGS, INC.
PURCHASEGRANT
Stock grant
9,01576,701May 14, 2020May 18, 2020View →
Other insiders · NMIH
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About this filer
CIK 0001245515
ROLE
Director
PRIMARY
NMIH
COMPANIES
1
ACTIVE SINCE
May 2020
MARKETPEEL · /INSIDER/0001245515DATA · SEC EDGAR · FORM 4 · CONSOLIDATED TAPE
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