The Allstate Net Income
| ALL Stock | USD 198.39 1.06 0.54% |
As of the 29th of January, Allstate shows the Mean Deviation of 0.9766, semi deviation of 1.37, and Risk Adjusted Performance of 0.045. Allstate technical analysis gives you the methodology to make use of historical prices and volume patterns to determine a pattern that approximates the direction of the firm's future prices. Please confirm Allstate jensen alpha, and the relationship between the coefficient of variation and potential upside to decide if Allstate is priced correctly, providing market reflects its regular price of 198.39 per share. Given that Allstate has jensen alpha of 0.0427, we suggest you to validate The Allstate's prevailing market performance to make sure the company can sustain itself at a future point.
Allstate's financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing Allstate's valuation are provided below:The Allstate does not presently have any fundamental signals for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. Is Stock space 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. 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. Comprehensive Allstate assessment requires weighing all these inputs, though not all factors influence outcomes equally.
The market value of Allstate 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's value that differs from its market value or its book value, called intrinsic value, which is Allstate'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's market value can be influenced by many factors that don't directly affect Allstate's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Understanding that Allstate's value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether Allstate represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. Meanwhile, Allstate's quoted price indicates the marketplace figure where supply meets demand through bilateral consent.
Allstate 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Allstate's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Allstate.
| 10/31/2025 |
| 01/29/2026 |
If you would invest 0.00 in Allstate on October 31, 2025 and sell it all today you would earn a total of 0.00 from holding The Allstate or generate 0.0% return on investment in Allstate over 90 days. Allstate is related to or competes with Aflac Incorporated, Chubb, Cincinnati Financial, Hartford Financial, Progressive Corp, Travelers Companies, and W R. The Allstate Corporation, together with its subsidiaries, provides property and casualty, and other insurance products i... More
Allstate Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Allstate's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess The Allstate upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.51 | |||
| Information Ratio | 0.0098 | |||
| Maximum Drawdown | 8.07 | |||
| Value At Risk | (1.99) | |||
| Potential Upside | 2.1 |
Allstate Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Allstate's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Allstate's standard deviation. In reality, there are many statistical measures that can use Allstate historical prices to predict the future Allstate's volatility.| Risk Adjusted Performance | 0.045 | |||
| Jensen Alpha | 0.0427 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 0.0087 | |||
| Treynor Ratio | 0.1523 |
Allstate January 29, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.045 | |||
| Market Risk Adjusted Performance | 0.1623 | |||
| Mean Deviation | 0.9766 | |||
| Semi Deviation | 1.37 | |||
| Downside Deviation | 1.51 | |||
| Coefficient Of Variation | 1797.63 | |||
| Standard Deviation | 1.34 | |||
| Variance | 1.79 | |||
| Information Ratio | 0.0098 | |||
| Jensen Alpha | 0.0427 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 0.0087 | |||
| Treynor Ratio | 0.1523 | |||
| Maximum Drawdown | 8.07 | |||
| Value At Risk | (1.99) | |||
| Potential Upside | 2.1 | |||
| Downside Variance | 2.27 | |||
| Semi Variance | 1.89 | |||
| Expected Short fall | (0.98) | |||
| Skewness | (0.98) | |||
| Kurtosis | 3.17 |
Allstate Backtested Returns
As of now, Allstate Stock is very steady. Allstate secures Sharpe Ratio (or Efficiency) of 0.0556, which signifies that the company had a 0.0556 % 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 1.37, mean deviation of 0.9766, and Risk Adjusted Performance of 0.045 to double-check if the risk estimate we provide is consistent with the expected return of 0.0744%. Allstate has a performance score of 4 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.42, which signifies possible diversification benefits within a given portfolio. 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 1.34%. Please confirm Allstate potential upside, rate of daily change, and the relationship between the sortino ratio and skewness , to decide if Allstate will be following its price patterns.
Auto-correlation | -0.07 |
Very weak reverse predictability
The Allstate has very weak reverse predictability. Overlapping area represents the amount of predictability between Allstate time series from 31st of October 2025 to 15th of December 2025 and 15th of December 2025 to 29th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Allstate price movement. The serial correlation of -0.07 indicates that barely 7.0% of current Allstate price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.07 | |
| Spearman Rank Test | -0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 44.04 |
Because income is reported on the Income Statement of a company and is measured in dollars some investors prefer to use Profit Margin, which measures income as a percentage of sales.
| Competition |
Based on the recorded statements, The Allstate reported net income of 4.6 B. This is 260.01% higher than that of the Insurance sector and significantly higher than that of the Financials industry. The net income for all United States stocks is significantly lower than that of the firm.
Allstate Net Income Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Allstate's direct or indirect competition against its Net Income to detect undervalued stocks with similar characteristics or determine the stocks which would be a good addition to a portfolio. Peer analysis of Allstate could also be used in its relative valuation, which is a method of valuing Allstate by comparing valuation metrics of similar companies.Allstate is currently under evaluation in net income category among its peers.
Allstate Fundamentals
| Return On Equity | 0.34 | |||
| Return On Asset | 0.0509 | |||
| Profit Margin | 0.13 % | |||
| Operating Margin | 0.24 % | |||
| Current Valuation | 60.13 B | |||
| Shares Outstanding | 261.68 M | |||
| Shares Owned By Insiders | 0.55 % | |||
| Shares Owned By Institutions | 81.37 % | |||
| Number Of Shares Shorted | 6.09 M | |||
| Price To Earning | 41.55 X | |||
| Price To Book | 2.00 X | |||
| Price To Sales | 0.78 X | |||
| Revenue | 63.52 B | |||
| Gross Profit | 18.85 B | |||
| EBITDA | 6.72 B | |||
| Net Income | 4.6 B | |||
| Cash And Equivalents | 4.83 B | |||
| Cash Per Share | 18.21 X | |||
| Total Debt | 8.09 B | |||
| Debt To Equity | 0.45 % | |||
| Current Ratio | 0.41 X | |||
| Book Value Per Share | 97.34 X | |||
| Cash Flow From Operations | 8.93 B | |||
| Short Ratio | 3.34 X | |||
| Earnings Per Share | 30.83 X | |||
| Price To Earnings To Growth | 1.16 X | |||
| Target Price | 236.76 | |||
| Number Of Employees | 55 K | |||
| Beta | 0.24 | |||
| Market Capitalization | 52 B | |||
| Total Asset | 111.62 B | |||
| Retained Earnings | 53.29 B | |||
| Annual Yield | 0.02 % | |||
| Five Year Return | 2.09 % | |||
| Net Asset | 111.62 B | |||
| Last Dividend Paid | 3.92 |
About Allstate Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze The Allstate's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Allstate using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of The Allstate based on its fundamental data. In general, a quantitative approach, as applied to this company, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.
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Is Stock space 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. 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. Comprehensive Allstate assessment requires weighing all these inputs, though not all factors influence outcomes equally.
The market value of Allstate 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's value that differs from its market value or its book value, called intrinsic value, which is Allstate'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's market value can be influenced by many factors that don't directly affect Allstate's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Understanding that Allstate's value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether Allstate represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. Meanwhile, Allstate's quoted price indicates the marketplace figure where supply meets demand through bilateral consent.