ALLSTATE P 535 Performance
| 020002AQ4 | 102.66 0.62 0.61% |
The bond shows a Beta (market volatility) of -0.0565, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning ALLSTATE are expected to decrease at a much lower rate. During the bear market, ALLSTATE is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days ALLSTATE P 535 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, ALLSTATE is not utilizing all of its potentials. The latest stock price disturbance, may contribute to short-term losses for the investors. ...more
| Yield To Maturity | 5.933 |
ALLSTATE |
ALLSTATE Relative Risk vs. Return Landscape
If you would invest 10,406 in ALLSTATE P 535 on August 31, 2024 and sell it today you would lose (60.00) from holding ALLSTATE P 535 or give up 0.58% of portfolio value over 90 days. ALLSTATE P 535 is generating negative expected returns and assumes 0.8176% volatility on return distribution over the 90 days horizon. Simply put, 7% of bonds are less volatile 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 bonds, such as ALLSTATE P 535, 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 = -0.0086
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| Negative Returns | 020002AQ4 |
Estimated Market Risk
| 0.82 actual daily | 7 93% of assets are more volatile |
Expected Return
| -0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average ALLSTATE is not performing at its full potential. However, 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 ALLSTATE to a well-diversified portfolio.
About ALLSTATE Performance
By analyzing ALLSTATE's fundamental ratios, stakeholders can gain valuable insights into ALLSTATE's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if ALLSTATE has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if ALLSTATE has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| ALLSTATE P 535 generated a negative expected return over the last 90 days | |
| Latest headline from finance.yahoo.com: Disposition of 530 shares by Bassett John E Iii of Bassett Furniture at 14. subject to Rule 16b-3 |
Other Information on Investing in ALLSTATE Bond
ALLSTATE financial ratios help investors to determine whether ALLSTATE Bond is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in ALLSTATE with respect to the benefits of owning ALLSTATE security.