Allstate Stock Performance

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 Stock
  

USD 126.41  2.59  2.09%   

The firm shows a Beta (market volatility) of 0.8504, which signifies possible diversification benefits within a given portfolio. Let's try to break down what Allstate's beta means in this case. Allstate Corp returns are very sensitive to returns on the market. As the market goes up or down, Allstate Corp is expected to follow. Even though it is essential to pay attention to Allstate Corp historical returns, it is always good to be careful when utilizing equity current trending patterns. Our philosophy towards foreseeing any stock's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Allstate Corp exposes twenty-eight different technical indicators, which can help you to evaluate its performance. Allstate Corp has an expected return of -0.0365%. Please be advised to confirm Allstate Corp total risk alpha, expected short fall, market facilitation index, as well as the relationship between the value at risk and daily balance of power to decide if Allstate Corp performance from the past will be repeated at some point in the near future.
  
Allstate Performance
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Over the last 90 days Allstate Corp has generated negative risk-adjusted returns adding no value to investors with long positions. Even with relatively steady essential indicators, Allstate Corp is not utilizing all of its potentials. The latest stock price chaos, may contribute to medium-term losses for the stakeholders. ...more

Allstate Price Channel

Quick Ratio0.26
Fifty Two Week Low106.11
Target High Price188.00
Fifty Two Week High144.46
Payout Ratio28.92%
Trailing Annual Dividend Yield1.69%
Target Low Price100.00

Allstate Corp Relative Risk vs. Return Landscape

If you would invest  13,070  in Allstate Corp on July 1, 2022 and sell it today you would lose (429.00)  from holding Allstate Corp or give up 3.28% of portfolio value over 90 days. Allstate Corp is generating negative expected returns assuming volatility of 1.871% on return distribution over 90 days investment horizon. In other words, 16% of stocks are less volatile than Allstate, and above 99% of all equities are expected to generate higher returns over the next 90 days.
  Daily Expected Return (%)  
       Risk (%)  
Considering the 90-day investment horizon Allstate Corp is expected to generate 1.66 times more return on investment than the market. However, the company is 1.66 times more volatile than its market benchmark. It trades about -0.02 of its potential returns per unit of risk. The DOW is currently generating roughly -0.06 per unit of risk.

Allstate Corp Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Allstate Corp's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Allstate Corp, and traders can use it to determine the average amount a Allstate Corp's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.

Sharpe Ratio = -0.0195

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Estimated Market Risk
 1.87
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 16 %
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Expected Return
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Based on monthly moving average Allstate Corp is performing at about 0% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Allstate Corp by adding it to a well-diversified portfolio.

About Allstate Corp Performance

To evaluate Allstate Corp Stock as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when Allstate Corp generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare Allstate Stock's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand Allstate Corp market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Allstate's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.
The Allstate Corporation, together with its subsidiaries, provides property and casualty, and other insurance products in the United States and Canada. The Allstate Corporation was founded in 1931 and is based in Northbrook, Illinois. Allstate Corp operates under InsuranceProperty Casualty classification in the United States and is traded on New York Stock Exchange. It employs 54300 people.

Things to note about Allstate Corp

Checking the ongoing alerts about Allstate Corp for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Allstate Corp help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.

Allstate Corp Alerts

Equity Alerts and Improvement Suggestions

Allstate Corp generated a negative expected return over the last 90 days
The company has 7.98 B in debt with debt to equity (D/E) ratio of 0.35, which is OK given its current industry classification. Allstate Corp has a current ratio of 0.44, suggesting that it has not enough short term capital to pay financial commitments when the payables are due. Debt can assist Allstate Corp until it has trouble settling it off, either with new capital or with free cash flow. So, Allstate Corp's shareholders could walk away with nothing if the company can't fulfill its legal obligations to repay debt. However, a more frequent occurrence is when companies like Allstate Corp sell additional shares at bargain prices, diluting existing shareholders. Debt, in this case, can be an excellent and much better tool for Allstate to invest in growth at high rates of return. When we think about Allstate Corp's use of debt, we should always consider it together with cash and equity.
Over 78.0% of Allstate Corp shares are held by institutions such as insurance companies
Latest headline from seekingalpha.com: Interest Rate Protection From Allstate Baby Bonds With A 16 percent Potential Return - Seeking Alpha
Please continue to Trending Equities. You can also try Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.

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When running Allstate Corp price analysis, check to measure Allstate Corp's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Allstate Corp is operating at the current time. Most of Allstate Corp's value examination focuses on studying past and present price action to predict the probability of Allstate Corp's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Allstate Corp's price. Additionally, you may evaluate how the addition of Allstate Corp to your portfolios can decrease your overall portfolio volatility.
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Is Allstate Corp's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Allstate Corp. If investors know Allstate will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Allstate Corp listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Allstate Corp is measured differently than its book value, which is the value of Allstate that is recorded on the company's balance sheet. Investors also form their own opinion of Allstate Corp's value that differs from its market value or its book value, called intrinsic value, which is Allstate Corp's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Allstate Corp's market value can be influenced by many factors that don't directly affect Allstate Corp's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Allstate Corp's value and its price as these two are different measures arrived at by different means. Investors typically determine Allstate Corp value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Allstate Corp's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.