Reinsurance Stocks Tracker Excel: Hurricane Season 2026 Dashboard for Cat-Exposed Insurers

Reinsurance stocks tracker Excel - if you searched that, you are sitting at the same crossroads many specialty insurance investors hit in late June: the Atlantic hurricane season is six weeks old, July 1 reinsurance renewals are imminent, and the property catastrophe (cat) reinsurers on your watchlist are pricing in something between a "quiet year" and an "Andrew-class shock." A live Excel dashboard for the reinsurance sector is the only practical way to keep up. This guide walks through a free MarketXLS-powered reinsurance tracker that monitors the eight largest US-listed reinsurance names, scores them on quality and valuation, and stress-tests your sleeve against a range of hurricane outcomes.

Reinsurance Sector Snapshot - June 2026

The reinsurance market is in the middle of one of its most interesting setups in a decade. The hard market that started in 2023 has plateaued, but capacity is still tight, NOAA's May 2026 seasonal outlook called for an above-normal Atlantic hurricane season, and the July 1 renewal cycle is approaching with global property cat rates expected to stay flat to mid-single-digit positive year over year.

The table below summarises the eight reinsurance names tracked in the Excel workbook.

Cat Tier is a 1-to-4 internal scale where 1 indicates the highest catastrophe exposure (peak-zone property cat) and 4 indicates the lowest (life, run-off, or embedded). All eight names are tracked live in the template through MarketXLS formulas.

Why a Reinsurance Stocks Tracker Excel File Matters Right Now

Reinsurance is not a sector you can monitor with a generic screener. The financials are driven by a few unusual variables:

1. Combined ratio cycles - a reinsurer can swing from 85% (excellent) to 115% (bad-year underwriting loss) in a single quarter if a major storm lands.
2. Book value per share - the asset base behind every dollar of cat exposure. After a major loss, BVPS resets and price-to-book ratios reprice in days.
3. Renewal date sensitivity - results cluster around January 1 (global property cat), April 1 (Japan), and July 1 (US wind and Australia). Pricing read-throughs flow back into stocks immediately.
4. Seasonality - Atlantic hurricane season runs June 1 through November 30, with the peak window from late August through early October.
5. Correlation clustering - the pure-play cat names (RNR, EG, ACGL, AXS) trade as a single basket. Life and run-off names (RGA, WTM, ESGR) diversify.

A reinsurance stocks tracker Excel sheet built on live MarketXLS formulas lets you watch all of that in one place. The MarketXLS Excel add-in feeds the workbook with QuoteMedia data, fundamentals, and 52-week ranges.

What the Reinsurance Excel Template Contains

The MarketXLS reinsurance stocks tracker Excel workbook ships with six sheets:

1. How To Use - a tutorial sheet that walks through every other tab.
2. Main Dashboard - the watchlist with live price, P/E, P/B, dividend yield, beta, market cap, ROE, and a composite quality score for each name.
3. Scenario Analysis - a hurricane-season stress test that maps five industry loss scenarios to your sleeve.
4. Catastrophe Exposure - per-issuer cat tier, pure-play percentage, Florida concentration, and renewal-date sensitivity.
5. Portfolio Allocation - position sizing from your portfolio size, risk budget, and max single-name weight inputs.
6. Correlation & Seasonality - a colour-coded correlation heatmap plus a base-rate seasonality table for the Atlantic basin.

The Main Dashboard

The dashboard pulls live data with a single formula per cell. Add or remove a ticker in column A and every column reflows.

=QM_Last("RNR")
=PERatio("EG")
=PriceToBook("ACGL")
=DividendYield("AXS")
=Beta("RGA")
=MarketCapitalization("WTM")/1000000000
=ReturnOnEquity("ESGR")
=BookValuePerShare("BRK.B")
=FiftyTwoWeekLow("RNR")
=FiftyTwoWeekHigh("EG")

The composite score blends a value tilt (lower P/B is better), profitability (higher ROE), and risk (lower beta). The signal column then maps the score into "Strong / Watch / Avoid" buckets so a glance at the dashboard tells you which names are screening well.

Scenario Analysis - The Cat Stress Test

This is the sheet that earns its keep during hurricane season. Five scenarios sit side by side:

The probabilities are illustrative; you can edit them. The model multiplies your reinsurance sleeve value by each scenario's drawdown and sums a probability-weighted expected outcome. That single cell is the most useful number on the page - a one-glance answer to "how much capital is at risk in my reinsurance sleeve this season."

The recovery path column captures the well-documented hard-market reflex: severe industry losses usually trigger January renewal rate hikes of 20% to 50%, and historically the survivors have outperformed the broader market in the 12-to-18 months that follow.

Catastrophe Exposure

This sheet ranks each name by:

• Cat Tier (1 = high cat exposure, 4 = low)
• Pure-play percentage (share of revenue from reinsurance)
• Florida concentration (qualitative high / moderate / low)
• Book value per share via =BookValuePerShare("RNR")
• A hurricane beta score (Cat Tier weight x pure-play %)
• Renewal date sensitivity

Pure-play Bermuda cat reinsurers (RNR, EG) sit at the top. ACGL and AXS are diversified specialty names. RGA is a pure-play life reinsurer whose results follow mortality trends, not wind speed. WTM, ESGR, and BRK.B all have embedded or run-off books that dampen seasonal volatility.

Portfolio Allocation

The allocation sheet takes three inputs from your dashboard:

• Portfolio Size (e.g., $100,000)
• Risk Budget (% of portfolio you want in the reinsurance sleeve, e.g., 10%)
• Max Single-Name Weight (e.g., 2.5% of portfolio)

It then assigns suggested weights across the eight names, computes share counts, and projects dividend income using =DividendYield(ticker) per name. Pure-play cat names get smaller weights than diversified holdings - the workbook tilts the sleeve away from peak-zone risk concentration by default. Edit any weight and totals recompute live.

Correlation & Seasonality

The correlation heatmap shows the 8x8 peer matrix. The four pure-play cat names (RNR, EG, ACGL, AXS) cluster at 0.66 to 0.78 - they really do trade as one bet. RGA, WTM, ESGR, and BRK.B come in much lower (0.36 to 0.58 across the cluster), which is exactly why a balanced reinsurance sleeve needs more than just the Bermuda cat names.

The seasonality table captures the historical base rate of Atlantic hurricane activity by month from 1951 to 2025. The reality is stark:

September alone accounts for 45% of all major-hurricane-day activity. Stock prices in the pure-play names usually reprice through early September if a major storm enters the Gulf of Mexico, which is why the dashboard exists - to make those repricings visible while they are happening, not after.

How the Reinsurance Excel Dashboard Was Built

Every data point is a verified MarketXLS function. No invented formulas, no manually pasted values in the template version.

Pricing and Valuation Formulas

=QM_Last("RNR")                    -> Real-time price (Bermuda reinsurer)
=PERatio("EG")                     -> Trailing P/E for Everest Group
=PriceToBook("ACGL")               -> Price-to-book (the key reinsurance metric)
=BookValuePerShare("AXS")          -> Book value per share
=DividendYield("RGA")              -> Annual dividend yield
=Beta("WTM")                       -> Beta vs S&P 500
=MarketCapitalization("ESGR")/1000000000 -> Market cap in billions
=ReturnOnEquity("BRK.B")           -> Trailing ROE

52-Week Range and Distance From Low

=FiftyTwoWeekHigh("RNR")           -> 52-week high
=FiftyTwoWeekLow("RNR")            -> 52-week low
=(D10 - FiftyTwoWeekLow("RNR")) / FiftyTwoWeekLow("RNR")
                                   -> Distance from 52-week low (%)

For pure-play cat names, that "distance from low" number is one of the cleanest contrarian signals. When RNR trades within 5% of its 52-week low and no major storm has landed, the implied loss expectation is already extreme and often resets when the season clears without an event.

A Composite Quality Score

The dashboard score combines three factors into a 0 to 100 number:

=ROUND( MIN(100, MAX(0,
        (2 - PriceToBook("RNR")) * 25       (value tilt)
      + ReturnOnEquity("RNR") * 100         (profitability)
      + (1 - Beta("RNR")) * 25              (risk tilt)
    )), 0)

A score above 70 lights up green, 50 to 70 turns amber, and below 50 falls into red. The signal column maps that into a discrete "Strong / Watch / Avoid" label so the dashboard reads at a glance.

Building Your Own Reinsurance Dashboard in Excel

If you want to start from scratch rather than use the template, the process is short:

1. Install the MarketXLS Excel add-in. It registers every formula in the workbook.
2. Drop your tickers into column A. Start with the eight names above and add or remove based on your universe.
3. Pull live prices first. =QM_Last("RNR") confirms the data feed is working.
4. Add valuation and quality columns. Use =PERatio, =PriceToBook, =ReturnOnEquity, =BookValuePerShare, =Beta, and =DividendYield.
5. Layer in 52-week range. =FiftyTwoWeekHigh and =FiftyTwoWeekLow give you the range, and a simple ratio gives the distance from low.
6. Build a scoring column. Compose value, profitability, and risk into a single 0-100 score.
7. Add a stress-test sheet. Use SUMPRODUCT to weight scenario outcomes by probability.

The MarketXLS stock screener page lists every available function. The book-a-demo page walks through more advanced features like option chains, historical pricing, and intraday streaming.

Download the Reinsurance Stocks Tracker Excel Templates

Download the templates:

• - Pre-filled with current data as of 2026-06-20
• - Live-updating formulas (requires MarketXLS Excel add-in)

Both workbooks include the same six-sheet structure, MarketXLS branding, and a "MarketXLS Functions Used" section on every sheet so you can see exactly which formulas power the data.

Hurricane Season 2026 Watchlist - Practical Use Cases

A reinsurance stocks tracker Excel workbook earns its place when something is actually happening in the basin. A few worked examples:

Use Case 1: NOAA Update Day

When NOAA refreshes its seasonal outlook (May, August), pull up the dashboard, glance at the signal column, and check distance-from-52-week-low. If the pure-play names (RNR, EG) are already pricing in an above-normal season and NOAA flips bullish, the dashboard tells you whether the names are at the cheap end of their range or whether the market has already moved.

Use Case 2: Tropical System Develops

When the National Hurricane Center starts tracking a system in the Atlantic, open the scenario analysis sheet and ask "if this is a Cat 3 Florida landfall, what does my reinsurance sleeve look like?" The expected-impact cell answers in seconds. RNR's beta to a single major event is roughly twice that of BRK.B, and the dashboard makes that asymmetry explicit.

Use Case 3: July 1 Renewal Read-Through

In the days surrounding the July 1 reinsurance renewal, conference-call commentary from RNR, EG, ACGL, and AXS feeds back into pricing expectations for the January 1 renewal. Use the dashboard's quality score column to identify names trading at a discount to their book-value-adjusted franchise value during the noise.

Use Case 4: Cat Bond Pricing Signal

The ILS (insurance-linked securities) market reprices in real time. When cat bond spreads widen sharply, equity reinsurers usually follow within a week. The dashboard's distance-from-52-week-low column highlights the names that have not yet re-rated, which is often where the sleeve's best entry points come from.

Reinsurance Stocks: Frequently Asked Questions

What is a reinsurance stocks tracker Excel template?

A reinsurance stocks tracker Excel template is a workbook that monitors specialty insurance and reinsurance equities, ranking them by valuation, quality, catastrophe exposure, and seasonal sensitivity. The MarketXLS version uses live formulas like =QM_Last("RNR"), =PriceToBook("EG"), and =BookValuePerShare("ACGL") so the dashboard refreshes whenever the workbook opens.

Which reinsurance stocks are included in the dashboard?

The template tracks eight US-listed reinsurance and reinsurance-heavy holding companies: RenaissanceRe (RNR), Everest Group (EG), Arch Capital Group (ACGL), AXIS Capital (AXS), Reinsurance Group of America (RGA), White Mountains Insurance Group (WTM), Enstar Group (ESGR), and Berkshire Hathaway B shares (BRK.B). You can add or remove names by editing column A.

What is the difference between insurance and reinsurance stocks?

Insurance companies underwrite risk directly with policyholders. Reinsurance companies sell coverage to other insurers, which means they absorb concentrated catastrophe risk in exchange for higher returns when the wind does not blow. Pure-play reinsurance names like RNR have much higher beta to hurricane events than diversified insurers, which is why the template separates them into a higher "cat tier" bucket.

How does hurricane season affect reinsurance stocks?

The Atlantic hurricane season runs June 1 through November 30, with the historical peak from late August through early October. A major US landfall typically triggers a 10% to 30% drawdown in pure-play cat reinsurers in the days surrounding the event, followed by a hard-market reflex at the next renewal cycle that often results in 20% to 50% rate increases on property catastrophe contracts.

What MarketXLS formulas are used in the reinsurance tracker?

The dashboard uses =QM_Last, =PERatio, =PriceToBook, =BookValuePerShare, =DividendYield, =Beta, =MarketCapitalization, =ReturnOnEquity, =FiftyTwoWeekHigh, and =FiftyTwoWeekLow. Each formula takes the ticker as a quoted argument. The template includes a "MarketXLS Functions Used" reference block on every sheet so the syntax is visible at a glance.

Can I run my own scenario probabilities in the workbook?

Yes. The probability column on the Scenario Analysis sheet is editable. Replace the five values to reflect your own view of the season, and the expected-impact cell recomputes via SUMPRODUCT. The default probabilities are calibrated to NOAA's May 2026 above-normal outlook.

Where do I get the live data feeds for the formulas?

The MarketXLS Excel add-in connects to QuoteMedia for pricing and a fundamentals database for ratios, dividends, and 52-week ranges. The add-in handles authentication, throttling, and refresh on its own. Install once and every formula in the workbook starts pulling live values.

The Bottom Line

Reinsurance is a sector that rewards investors who watch the financial detail at the same time as the weather map. A reinsurance stocks tracker Excel workbook built on MarketXLS formulas turns the eight largest US-listed reinsurance names into a single dashboard with valuation, quality, catastrophe exposure, scenario analysis, allocation, and correlation views. The pure-play Bermuda cat names cluster tightly and trade as a basket; the life, run-off, and conglomerate names diversify the sleeve. Hurricane season turns these dynamics from spreadsheet abstractions into live P&L.

Download the templates above, open them in Excel, install the MarketXLS add-in, and you have a working reinsurance dashboard before the next NOAA update lands. Visit https://marketxls.com to explore the broader MarketXLS platform or book a demo for a guided walkthrough of the formula library and how it can power your own specialty insurance workflow.

Educational template. Nothing in this article or workbook constitutes investment advice. Reinsurance results are driven by catastrophe events, which are inherently unpredictable. Consult a licensed advisor before making any investment decision.