Hurricane Risk, Markets and Models Dashboard
How hurricane risk is being tracked by models and priced by markets. Updated throughout the day during hurricane season.
What changed
Day-over-day shifts — storm intensity changes, equity movers, cat bond proxy prices, and prediction-market volume. Quiet days collapse to a single line.
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Active storms & outlook
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Landfall probability
NHC 5-day cumulative probability that sustained winds reach the selected threshold at each shaded location within 120 hours.
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Companies on the line
Public US-listed companies with material Atlantic / Gulf hurricane exposure. Quote data via Yahoo Finance, ~15-minute delayed.
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Hurricane risk capital
Two market lenses on hurricane-risk pricing. The ILS ETF tracks cat bond spreads — the alternative-capital, risk-transfer market. KBWP tracks listed P&C insurer equity — where hurricane claims, reserves, and reinsurance costs flow through carrier earnings. Correlated at the long-run level, divergent on the day. Individual reinsurer names sit one panel up under "Reinsurers."
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Historical analogs
Past Atlantic hurricanes that landed in similar places. With an active forecast, the closest landfalls to today's cone come up first; off-season, the most-recent storms. Curated from NOAA / NHC historical records and industry insured-loss estimates; reviewed quarterly.
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