MGIC INVESTMENT CORP (MTG)

NYSE · SEC-listed source profile

Listing facts

SEC issuer name
MGIC INVESTMENT CORP
Ticker
MTG
Exchange
NYSE
Instrument family
Not yet reviewed
SEC issuer CIK
0000876437
Listing source refreshed
2026-09-13

SEC listing source

IEX reference history

Recent completed-session IEX reference closes for this current listing. The chart shows raw, unadjusted single-exchange observations rather than a consolidated U.S. market close.

MGIC INVESTMENT CORP recent IEX single-exchange reference closing-price history22 observations from Aug 20, 2026 to Sep 21, 2026. Values range from 29.44 to 31.46.
Unadjusted IEX reference closes · Aug 20, 2026–Sep 21, 2026 · 22 observations · per share
IEX Historical Data Terms

Screened reference metrics

These percentage measures use the same qualified observation window and normalize only explicitly registered positive split events. They are reference metrics, not total returns or benchmark-relative performance.

Window return
-4.14%
Aug 20, 2026–Sep 21, 2026
Range width
6.86%
Screened closing-price range
Latest range position
0%
Position within screened close range
Average close vs. start
-0.19%
Average screened close relative to starting close
About this market data

IEX historical data reflects IEX activity only and is presented as a source-scoped reference point, not as consolidated U.S. market history.

Screened reference metrics use K9-qualified IEX reference history and only explicitly registered positive split events. They do not assert complete split history, consolidated U.S. market performance, or canonical adjusted prices.

Data provided for free by IEX. By accessing or using IEX Historical Data, you agree to the IEX Historical Data Terms of Use.

The raw chart can show a discontinuity around a stock split because it is intentionally unadjusted. The screened metrics use only explicitly registered positive split events and do not assert complete split history.

Company Research Map

These reviewed encyclopedia concepts are supported by public-company evidence for this business. Operating-model groups show how the reported concepts fit together without implying that every metric in the broader model is reported by this issuer.

Research coverage

Start with an operating model, then move into the supported concepts and economic bridges below. Coverage counts describe reviewed evidence links for this issuer, not standardized KPI completeness.

Mortgage Insurance Operating Economics

18 reviewed concepts

Connect new insured business, portfolio runoff and persistency, insured exposure, premium yield, credit performance, and PMIERs capital capacity to understand private mortgage-insurance economics.

How these metrics connect

These bridges come from the reviewed operating model. Linked concepts have public-company evidence for this issuer; broader bridge coverage remains explicit when the model contains additional concepts.

New business quality and insured-book growth
8 of 8 reviewed concepts

New insurance written adds insured principal to the portfolio, while cancellations and principal payments reduce the existing book. FICO, LTV, DTI, and purchase mix describe important underwriting characteristics of new business, and the resulting flows determine insurance in force and risk in force without making principal balance equivalent to insured loss exposure.

Persistency and premium monetization
4 of 4 reviewed concepts

Annual persistency describes how much insurance remains from the prior year. In-force portfolio yield measures the underlying direct premium rate on the insured book, total direct premium yield incorporates direct premium adjustments, and net premium yield reflects the additional effect of ceded and assumed premium economics.

Credit performance and capital capacity
6 of 6 reviewed concepts

Insured-loan count is the denominator behind delinquency statistics, delinquent inventory and the delinquency rate show emerging credit stress, and claims received inventory is a later-stage credit measure. PMIERs available assets and excess available assets connect that risk profile to GSE-required capital capacity without equating regulatory eligibility assets with distributable cash.

Reinsurance Operating Model

5 reviewed concepts

Connect premium flow, treaty structure, recoverables, catastrophe retention, modeled loss, and limit exhaustion to understand reinsurance economics and tail-risk protection.

How these metrics connect

These bridges come from the reviewed operating model. Linked concepts have public-company evidence for this issuer; broader bridge coverage remains explicit when the model contains additional concepts.

Premium flow and treaty economics
4 of 4 reviewed concepts

Assumed premiums represent risk accepted from another insurer, ceded premiums represent risk transferred away, quota-share reinsurance defines proportional sharing, and ceding commissions offset part of the cedent's acquisition and underwriting expense.

Risk-transfer structure and collectibility
2 of 3 reviewed concepts

Quota-share and excess-of-loss treaties transfer risk through different structures, while reinsurance recoverables represent amounts expected back from reinsurers and therefore introduce contractual and counterparty collectibility risk.

Explore the broader operating model

These reviewed concepts belong to the same operating model but are not currently linked to this issuer. That is a research-navigation boundary, not evidence that the company does not report an equivalent metric.