The Allstate Preferred Stock Price on May 16, 2024
| ALL-PB Preferred Stock | USD 26.44 0.22 0.84% |
If you're considering investing in Allstate Preferred Stock, it is important to understand the factors that can impact its price. As of today, the current price of Allstate stands at 26.44, as last reported on the 30th of November, with the highest price reaching 26.47 and the lowest price hitting 26.22 during the day. At this point, Allstate is very steady. Allstate secures Sharpe Ratio (or Efficiency) of 0.17, which signifies that the company had a 0.17% return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for The Allstate, which you can use to evaluate the volatility of the firm. Please confirm Allstate's Semi Deviation of 0.3288, risk adjusted performance of 0.1151, and Mean Deviation of 0.2799 to double-check if the risk estimate we provide is consistent with the expected return of 0.0708%.
Allstate Preferred Stock price history is provided at the adjusted basis, taking into account all of the recent filings.
Allstate |
Sharpe Ratio = 0.1726
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | ALL-PB | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.41 actual daily | 3 97% of assets are more volatile |
Expected Return
| 0.07 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.17 actual daily | 13 87% of assets perform better |
Based on monthly moving average Allstate is performing at about 13% 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 by adding it to a well-diversified portfolio.
Allstate Valuation on May 16, 2024
It is possible to determine the worth of Allstate on a given historical date. On May 16, 2024 Allstate was worth 25.1 at the beginning of the trading date compared to the closed value of 25.16. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Allstate preferred stock. Still, in general, we apply an absolute valuation method to find Allstate's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of Allstate where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Allstate's related companies.
| Open | High | Low | Close | Volume | |
| 25.23 | 25.26 | 25.09 | 25.10 | 31,127 | |
05/16/2024 | 25.10 | 25.18 | 25.10 | 25.16 | 19,377 |
| 25.16 | 25.16 | 25.11 | 25.11 | 9,404 |
| Backtest Allstate | | | Allstate History | | | Allstate Valuation | Previous | Next |
Allstate Trading Date Momentum on May 16, 2024
| On May 17 2024 The Allstate was traded for 25.11 at the closing time. The maximum traded price for the trading interval was 25.16 and the lowest daily price was 25.11 . The daily volume was recorded at 9.4 K. The volume of trading on 17th of May 2024 played a part in the next trading day price drop. The overall trading delta to the next closing price was 0.20% . The trading price change to the closing price today is 1.27% . |
Allstate Fundamentals Correlations and Trends
By evaluating Allstate's financials over time, investors can gain insight into future company performance. However, you can also analyze the published financial statements to find patterns among Allstate's main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. Allstate financial account trend analysis is a perfect complement when working with valuation or volatility modules.About Allstate Preferred Stock history
Allstate investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for Allstate is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Allstate will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing Allstate stock prices may prove useful in developing a viable investing in Allstate
The Allstate Corporation, through 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 headquartered in Northbrook, Illinois. Allstate 5 is traded on New York Stock Exchange in USA.
Allstate Preferred Stock Technical Analysis
Allstate technical preferred stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, preferred stock market cycles, or different charting patterns.
Price Boundaries
Allstate Period Price Range
Low | November 30, 2024
| High |
0.00 | 0.00 |
The Allstate cannot be verified against its exchange. Please verify the symbol is currently traded on New York Stock Exchange. If you still believe the symbol you are trying to look up is valid, please let us know, and we will check it as soon as possible.
Allstate November 30, 2024 Market Strength
Market strength indicators help investors to evaluate how Allstate preferred stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Allstate shares will generate the highest return on investment. By undertsting and applying Allstate preferred stock market strength indicators, traders can identify The Allstate entry and exit signals to maximize returns
Allstate Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Allstate's price direction in advance. Along with the technical and fundamental analysis of Allstate Preferred Stock historical price patterns, it is also worthwhile for investors to track various predictive indicators of Allstate to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | 0.1151 | |||
| Jensen Alpha | 0.0682 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.15) | |||
| Treynor Ratio | (0.57) |
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
Complementary Tools for Allstate Preferred Stock analysis
When running Allstate's price analysis, check to measure Allstate'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 is operating at the current time. Most of Allstate's value examination focuses on studying past and present price action to predict the probability of Allstate's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Allstate's price. Additionally, you may evaluate how the addition of Allstate to your portfolios can decrease your overall portfolio volatility.
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk | |
| Efficient Frontier Plot and analyze your portfolio and positions against risk-return landscape of the market. | |
| Theme Ratings Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Stock Screener Find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook. |