The Allstate Preferred Stock Performance
| ALL-PJ Preferred Stock | 27.27 0.27 1.00% |
Allstate has a performance score of 6 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0678, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Allstate's returns are expected to increase less than the market. However, during the bear market, the loss of holding Allstate is expected to be smaller as well. Allstate right now shows a risk of 0.49%. Please confirm Allstate treynor ratio, expected short fall, and the relationship between the jensen alpha and potential upside , to decide if Allstate will be following its price patterns.
Risk-Adjusted Performance
6 of 100
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Modest
Compared to the overall equity markets, risk-adjusted returns on investments in The Allstate are ranked lower than 6 (%) of all global equities and portfolios over the last 90 days. Even with relatively steady essential indicators, Allstate is not utilizing all of its potentials. The latest stock price chaos, may contribute to medium-term losses for the stakeholders. ...more
Allstate |
Allstate Relative Risk vs. Return Landscape
If you would invest 2,662 in The Allstate on September 2, 2024 and sell it today you would earn a total of 65.00 from holding The Allstate or generate 2.44% return on investment over 90 days. The Allstate is generating 0.0389% of daily returns assuming 0.4914% volatility of returns over the 90 days investment horizon. Simply put, 4% of all preferred stocks have less volatile historical return distribution than Allstate, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Allstate Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Allstate's investment risk. Standard deviation is the most common way to measure market volatility of preferred stocks, such as The Allstate, and traders can use it to determine the average amount a Allstate'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 = 0.0791
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | ALL-PJ |
Estimated Market Risk
| 0.49 actual daily | 4 96% of assets are more volatile |
Expected Return
| 0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.08 actual daily | 6 94% of assets perform better |
Based on monthly moving average Allstate is performing at about 6% 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.
Things to note about Allstate performance evaluation
Checking the ongoing alerts about Allstate for important developments is a great way to find new opportunities for your next move. Preferred Stock alerts and notifications screener for Allstate help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Allstate's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Allstate's preferred stock performance include:- Analyzing Allstate's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Allstate's stock is overvalued or undervalued compared to its peers.
- Examining Allstate's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Allstate's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Allstate's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Allstate's preferred stock. These opinions can provide insight into Allstate's potential for growth and whether the stock is currently undervalued or overvalued.