The Allstate Stock Market Value
| ALL Stock | USD 207.51 0.95 0.46% |
| Symbol | Allstate |
Is Property & Casualty Insurance 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.
Quarterly Earnings Growth 1.032 | Dividend Share 4 | Earnings Share 38.24 | Revenue Per Share | Quarterly Revenue Growth 0.051 |
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.
| 11/15/2025 |
| 02/13/2026 |
If you would invest 0.00 in Allstate on November 15, 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 American Financial, Kinsale Capital, and Renaissancere Holdings. 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 | 1.81 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 8.07 | |||
| Value At Risk | (2.37) | |||
| Potential Upside | 2.3 |
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 | 0.0288 | |||
| Jensen Alpha | 0.0308 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.4787 |
Allstate February 13, 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 | 0.0288 | |||
| Market Risk Adjusted Performance | 0.4887 | |||
| Mean Deviation | 1.08 | |||
| Semi Deviation | 1.73 | |||
| Downside Deviation | 1.81 | |||
| Coefficient Of Variation | 3349.35 | |||
| Standard Deviation | 1.51 | |||
| Variance | 2.29 | |||
| Information Ratio | (0.02) | |||
| Jensen Alpha | 0.0308 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.4787 | |||
| Maximum Drawdown | 8.07 | |||
| Value At Risk | (2.37) | |||
| Potential Upside | 2.3 | |||
| Downside Variance | 3.27 | |||
| Semi Variance | 2.99 | |||
| Expected Short fall | (0.99) | |||
| Skewness | (0.76) | |||
| Kurtosis | 2.23 |
Allstate Backtested Returns
As of now, Allstate Stock is very steady. Allstate secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the company had a close to zero % return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for The Allstate, which you can use to evaluate the volatility of the firm. Please confirm Allstate's Mean Deviation of 1.08, semi deviation of 1.73, and Risk Adjusted Performance of 0.0288 to double-check if the risk estimate we provide is consistent with the expected return of 0.0056%. The firm shows a Beta (market volatility) of 0.0735, 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 1.51%. 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 | 0.64 |
Good predictability
The Allstate has good predictability. Overlapping area represents the amount of predictability between Allstate time series from 15th of November 2025 to 30th of December 2025 and 30th of December 2025 to 13th of February 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 0.64 indicates that roughly 64.0% of current Allstate price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.64 | |
| Spearman Rank Test | -0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 40.74 |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Prophet is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ProphetCheck out Allstate Correlation, Allstate Volatility and Allstate Performance module to complement your research on Allstate. You can also try the Piotroski F Score module to get Piotroski F Score based on the binary analysis strategy of nine different fundamentals.
Allstate technical 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, stock market cycles, or different charting patterns.