NYSE: RLI · Property & Casualty Insurance
RLI (RLI) fair value and price range
As of 31 Oct 2026, Faircurve's model values RLI (RLI) at $47.48 a share. The stock last closed at $69.72, which puts the model's fair value 31.9% below the price. The model grades the evidence behind this valuation as low, so no verdict is shown. For banks, insurers and mortgage real estate investment trusts (REITs) the grade looks at how many comparable companies there are and how closely they agree, how wide the range of outcomes is, and whether the model's valuation methods agree with each other. It does not say how likely the fair value is to be right.
Revalued . Price is the close of 5 Nov 2026. RLI Corp.
The report adds the live price, the chart against the range the options market prices, the next earnings date and the analysts' consensus. No account needed.
This week, in three parts
What happenedThe run of 31 Oct 2026 moved the fair value from $48.33 to $47.48 (-1.8%). The model does not yet explain moves on this valuation method.
What the model makes of itThe price of $69.72 is 31.9% above it. The model grades the evidence behind this valuation as low, so no verdict is shown. For banks, insurers and mortgage real estate investment trusts (REITs) the grade looks at how many comparable companies there are and how closely they agree, how wide the range of outcomes is, and whether the model's valuation methods agree with each other. It does not say how likely the fair value is to be right.
What's nextNext report on 20 Jan 2027. Options prices imply a move of about 10% either way over the next month. The next weekly run is on Saturday 7 Nov 2026.
What price range does the model give RLI?
The calibrated range for RLI over 63 trading days is $63.07 to $78.86. It sits around the last close, and its width comes from the volatility that RLI's own options imply (34% a year), calibrated weekly against realised prices (n = 6,661 past valuations, refreshed 31 Oct 2026). Ranges built this way held the price 60% of the time at this horizon. The fair value is the model's opinion and rides beside the range. It is not the centre of it.
The model's own simulated range, from the 20th to the 80th percentile of its runs, is $36.92 to $61.14. In 14% of the simulations the fair value came out above the price the model ran on.
Faircurve Insights · 31 Oct 2026
RLI Corp. is an insurance holding company that underwrites a comprehensive portfolio of property and casualty (P&C) insurance products. It operates across the United States and internationally.
Faircurve's model gives RLI a fair value of $47.48 a share, the midpoint of 2,000 simulations, on 31 Oct 2026. The previous run, on 24 Oct 2026, gave $48.33, so the fair value moved -1.8%. The model does not yet explain moves on this valuation method. The calibrated range over 63 trading days is $63.07 to $78.86. It is built around the price from the volatility the stock's own options imply, and calibrated weekly against realised prices across 6,661 past valuations. Ranges built this way held the price 60% of the time at this horizon. The model grades the evidence behind this valuation as low, so no verdict is shown.
The model compares RLI with Selective Insurance Group, Inc. (SIGI) and Palomar Holdings, Inc. (PLMR), each of which has a fair value of its own on the site. Six further comparable companies have no verdict on this date: Mercury General Corporation (MCY), Kinsale Capital Group, Inc. (KNSL), The Hanover Insurance Group, Inc. (THG), Erie Indemnity Company (ERIE), American Financial Group, Inc. (AFG) and Assurant, Inc. (AIZ). This note does not give RLI's quality scores or factor measures, because those figures are not part of this run.
Written from the figures on this page for the 31 Oct 2026 valuation and checked by rule before publishing: every number is one printed here, no forecast, no instruction. The price, the gap and the verdict are the page's own and change daily. Not a recommendation.
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When does RLI report earnings, and how has the stock reacted?
RLI's next earnings report is scheduled for 20 Jan 2027. Companies can move their dates.
Options prices on 5 Nov 2026 imply a move of about 7.0% in either direction through the nearest expiry, about 14 days out. That is the size the market is pricing, not a direction. RLI's 30 day implied volatility works out to about 9.7% over one month.
Around its last 8 reports: what the options market priced, and what followed
Each move runs from the last close before the report to the first close after it, so it covers companies that report before the open and after the close. The median size across RLI's last 8 reports, ignoring direction, was 2.7%.
How does RLI compare with similar companies?
The companies in property & casualty insurance closest to RLI in market value, each on the same model and the same date.
| Company | Last close | Model fair value | Gap | Model verdict |
|---|---|---|---|---|
| SIGI Selective Insurance Group, Inc. | $101.77 | $106.58 | +4.7% | Fairly valued |
| MCY Mercury General Corporation | $84.48 | $161.74 | +91.5% | Gap wider than 60% |
| KNSL Kinsale Capital Group, Inc. | $396.80 | $314.34 | -20.8% | Low evidence grade |
| THG The Hanover Insurance Group, Inc. | $249.25 | $262.74 | +5.4% | Low evidence grade |
| PLMR Palomar Holdings, Inc. | $155.67 | $78.60 | -49.5% | Overvalued |
| ERIE Erie Indemnity Company | $285.63 | $183.17 | -35.9% | Low evidence grade |
| AFG American Financial Group, Inc. | $156.35 | $193.13 | +23.5% | Low evidence grade |
| AIZ Assurant, Inc. | $306.87 | $259.86 | -15.3% | Low evidence grade |
All property & casualty insurance stocks ranked by gap to fair value
RLI at a glance
RLI Corp. is an insurance holding company that underwrites a comprehensive portfolio of property and casualty (P&C) insurance products, operating across the United States and internationally.
- Market value
- $6.0B
- Sector
- Financial Services
- Industry
- Property & Casualty Insurance
- Consensus revenue growth, next fiscal year
- +10.8%
- Analysts with estimates
- 6
- Beta to the US market
- -0.66
- First valued by Faircurve
- 11 Jul 2026
How the fair value is worked out: the model prices RLI on the share price against the net assets on the balance sheet, adjusted for the earnings analysts expect (price to book value), runs 2,000 simulations across its inputs and takes the midpoint. The full method is documented here.
What changed in the latest valuation?
On 24 Oct 2026 the model's fair value for RLI was $48.33. As of 31 Oct 2026 it is $47.48, a change of -1.8%. The model does not yet explain moves on this valuation method. The model revalues every stock it covers each week, and again after an earnings report.
Questions about RLI's valuation
Is RLI stock undervalued or overvalued?
Faircurve's model puts RLI's fair value at $47.48 a share against a last close of $69.72, as of 31 Oct 2026. The model grades the evidence behind this valuation as low, so no verdict is shown. For banks, insurers and mortgage real estate investment trusts (REITs) the grade looks at how many comparable companies there are and how closely they agree, how wide the range of outcomes is, and whether the model's valuation methods agree with each other. It does not say how likely the fair value is to be right.
What is RLI's fair value?
$47.48 a share as of 31 Oct 2026, the midpoint of 2,000 simulations. The model's own 20th to 80th percentile range is $36.92 to $61.14.
What price range does the model give RLI?
$63.07 to $78.86 over 63 trading days. Ranges built this way held the price 60% of the time across 6,661 past valuations, refreshed 31 Oct 2026.
When does RLI report earnings next?
The next report is scheduled for 20 Jan 2027. Companies can move their dates.
How much has RLI moved on past earnings reports?
Across its last 8 reports the median two session move was 2.7%, ignoring direction. The largest was -8.0% around the report of 22 Jan 2025.
How confident is the model in this valuation?
The model's evidence grade for RLI is low. For banks, insurers and mortgage real estate investment trusts (REITs) the grade looks at how many comparable companies there are and how closely they agree, how wide the range of outcomes is, and whether the model's valuation methods agree with each other. It is not a probability that the fair value is right, or that the price reaches it.
The model's own ideas on RLI
The model holds no idea open on RLI today. Signed-in readers see the rule each idea runs on, the floor and the exit level the model set and its time limit, and the model's closed ideas on RLI with their outcomes. A free account is enough.