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RLI RLI Corp.

Financial Services

66.84 USD Close 11/3
Since 2024-12-04 -15.6%
Open
67.02
High
67.83
Low
66.45
Prev close
67.24
Volume
923.8K
Amplitude
2.05%
P/E
15.6
P/B
3.6
Revenue YoY (TTM)
+4.7%
52W 47.26 67.83

Is RLI Corp. a buy? Fundamentals and valuation first

As of 2026-11-03

Valuation: Fair, Quality: Strong, Momentum: Good, Risk / liquidity: Good.

Valuation Fair Free-cash-flow yield is Good, but Price / book is Pricey.
TTM P/E 15.58 43th percentile Fair
Price / book 3.61 76th percentile Pricey
Free-cash-flow yield (%) 8.67 79th percentile Good
US Stock Backtest in Python: Price-to-Book Ratio StrategyQuality Factor Investing: A US Quality Value Backtest
Quality Strong ROE, TTM is Top; Operating margin, TTM is Good.
ROE, TTM (%) 23.29 84th percentile Top
Operating margin, TTM (%) 25.95 79th percentile Good
FCF margin, TTM (%) 27.37 84th percentile Top
Quality Factor Investing: A US Quality Value Backtest
Growth Neutral Diluted EPS growth, TTM YoY is Good, but Revenue growth, TTM YoY is Average.
Revenue growth, TTM YoY (%) 4.65 47th percentile Average
Diluted EPS growth, TTM YoY (%) 12.6 63th percentile Good
Momentum Good 60-day return is Top; 240-day return is Good.
60-day return (%) 5.43 82th percentile Top
240-day return (%) 13.63 64th percentile Good
Momentum Trading Strategy: A 12-1 Momentum Backtest
Risk / liquidity Good 20-day dollar volume is Top; 60-day annualized volatility is Good.
20-day dollar volume 60,884,414 83th percentile Top
60-day annualized volatility (%) 25.74 29th percentile Good
Factor Investing Explained: 10 Classic Factors in US Stocks

RLI Corp. (RLI) today

2 quant signals active · As of 2026-11-03

Win rate and excess are historical post-trigger stats vs the market. Click a signal for its full definition and samples; history does not predict future results.

FinLab Studio

From RLI Corp. to every stock like it

AI finds several complementary traits of RLI Corp. across different dimensions, combines them into a multifactor strategy, and backtests it against the market.

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RLI Corp. (RLI) peers and tracking

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RLI Corp. (RLI) quant signal backtests

Signals active now

Each active condition is tested against this stock’s own history and benchmarked versus the S&P 500.

52-week adjusted-price high

Active

Adjusted close first reaches a 252-trading-day high; repeated hits within 20 days count once.

27 historical occurrences (since 2017-12-28)

Average forward return after 52-week adjusted-price high

20-day: Win 65.4%, Sample 26, Median +1.21%, Excess -0.27%, Beat mkt rate 38.5%

60-day: Win 64%, Sample 25, Median +0.89%, Excess -0.18%, Beat mkt rate 52%

120-day: Win 62.5%, Sample 24, Median +1.83%, Excess -1.59%, Beat mkt rate 37.5%

120 days after: historical avg +2.08%

20-day +0.94%
60-day +3.12%
120-day +2.08%
20-day
60-day
120-day
Win
65.4%
64%
62.5%
Sample
26
25
24
Median
+1.21%
+0.89%
+1.83%
Excess
-0.27%
-0.18%
-1.59%
Beat mkt rate
38.5%
52%
37.5%

Over 24 occurrences, 120-day forward avg gained 2.08%, lagged the market by 1.59 pts; win rate 62.5%.

Top-quintile 6-month momentum

Active · now 88.47%

The stock ranks in the top 20% of the liquid US common-stock universe by 126-day adjusted return.

Momentum Trading Strategy: A 12-1 Momentum Backtest
13 historical occurrences (since 2018-07-19)

Average forward return after Top-quintile 6-month momentum

20-day: Win 50%, Sample 12, Median +1.04%, Excess +1.2%, Beat mkt rate 58.3%

60-day: Win 58.3%, Sample 12, Median +3.05%, Excess +0.64%, Beat mkt rate 58.3%

120-day: Win 58.3%, Sample 12, Median +2.43%, Excess -1.63%, Beat mkt rate 50%

120 days after: historical avg +4.16%

20-day +2.23%
60-day +4.8%
120-day +4.16%
20-day
60-day
120-day
Win
50%
58.3%
58.3%
Sample
12
12
12
Median
+1.04%
+3.05%
+2.43%
Excess
+1.2%
+0.64%
-1.63%
Beat mkt rate
58.3%
58.3%
50%

Over 12 occurrences, 120-day forward avg gained 4.16%, lagged the market by 1.63 pts; win rate 58.3%.

Valuation regime and forward returns

Daily TTM P/E is converted into an expanding own-history percentile, then grouped into five valuation regimes. Forward returns use adjusted prices over the next 240 trading days.

PE percentile bandSample days240-day avg returnMedianWin rateAvg excess (vs index)
0-20 You are here744+7.6% +8.7% 75% -4%
20-40 293+7% +8.6% 66.9% -7.1%
40-60 177+15.7% +18% 83.6% -1.2%
60-80 57+12.8% +16.7% 75.4% -11.1%
80-100 144+23.8% +18.1% 98.6% -6.7%

Quarterly EPS is aligned by SEC filing date before it is forward-filled to daily prices. The expanding percentile uses only information available up to each day.

Current TTM P/E is about 15.58, placing it in the 7.8 own-history percentile, inside the 0-20 bucket.

More history: Valuation × momentum analogs, Market-wide momentum baseline, Signals not active now

Valuation × momentum analogs

Each historical day is grouped by own-history P/E tercile and 60-day momentum direction, then tested for the next 120-trading-day adjusted return.

Valuation
Momentum
Cheap (own-history bottom third)
Middle
Expensive (own-history top third)
60-day momentum up
Now
+2%
Win rate 61.1% Excess -2%
509d
+6.8%
Win rate 77.8% Excess -2.7%
216d
+11%
Win rate 90.5% Excess -3.9%
137d
60-day momentum down
+2%
Win rate 55.8% Excess -6.1%
530d
+23.7%
Win rate 100% Excess +15.2%
77d
+26.4%
Win rate 95.7% Excess +9.3%
47d

Currently in “Cheap (own-history bottom third) × 60-day momentum up”: across 509 historical days, 120-day forward avg gained 2%, win rate 61.1%, lagged the market by 2%.

Days = trading days in this bucket; returns use adjusted prices, ex-costs. 60-day momentum: direction of this stock's price over the past 60 trading days.

Market-wide momentum baseline

Across 99,865 liquid US common-stock samples, top-quintile 6-month momentum was followed by an average 60-trading-day return of +6.39%, a 58.3% positive-return rate, and +3.05 percentage points of average excess return versus the S&P 500.

Baseline: weekly samples since 2016 where a liquid US common stock ranked in the top quintile by 126-trading-day momentum. Forward return is 60 trading days; excess return is versus S&P 500 (^GSPC).

Signals not active now

Inactive signals still show the stock-specific historical forward-return distribution for context.

Filed revenue acceleration

Pending

TTM revenue growth is at least 10% and improved versus the prior filed quarter; event date is the SEC filing date.

9 times historically; 60-day forward avg -1.96%, win rate 33.3%, beating the market by -3.84 pts on average.

EPS surprise beat

Pending

Reported EPS beat consensus estimate by at least 5%; event date is the earnings-surprise timestamp.

PEAD: Post-Earnings Announcement Drift Backtest

33 times historically; 60-day forward avg +4.87%, win rate 69%, beating the market by +2.02 pts on average.

Method and limits

  • Returns use us_price:adj_close, adjusted for splits and dividends where available.
  • Excess returns use world_index:^GSPC as the S&P 500 benchmark proxy.
  • Quarterly fundamentals are aligned to SEC filing dates before daily valuation studies.
  • The promoted universe starts from active NYSE/NASDAQ common stocks, then applies price and dollar-volume gates.
  • Snapshot-only tables such as analyst consensus, DCF, us_ratios, and us_key_metrics are intentionally excluded from historical evidence.
  • Overlapping event windows are descriptive distributions, not independent samples.

This page is for historical data analysis and education only. It is not investment advice. Backtests and historical return distributions do not predict future performance; evaluate risk independently before trading.