Allison Transmission Holdings Stock Market Value
| ALSN Stock | USD 117.79 2.04 1.76% |
| Symbol | Allison |
Will Construction Machinery & Heavy Transportation Equipment sector continue expanding? Could Allison diversify its offerings? Factors like these will boost the valuation of Allison Transmission. If investors know Allison will grow in the future, the company's valuation will be higher. Accurate valuation requires analyzing both current fundamentals and future growth trajectories. Every Allison Transmission data point contributes insight, yet successful analysis hinges on identifying the most consequential variables.
Quarterly Earnings Growth 1.17 | Dividend Share 1.06 | Earnings Share 8.15 | Revenue Per Share | Quarterly Revenue Growth 0.204 |
Investors evaluate Allison Transmission using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating Allison Transmission's intrinsic value - the estimated true worth - helps identify when the stock trades at a discount or premium to fair value. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. External factors like market trends, sector rotation, and investor psychology can cause Allison Transmission's market price to deviate significantly from intrinsic value.
Understanding that Allison Transmission's value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether Allison Transmission represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. Conversely, Allison Transmission's market price signifies the transaction level at which participants voluntarily complete trades.
Allison Transmission '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 Allison Transmission'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 Allison Transmission.
| 11/16/2025 |
| 02/14/2026 |
If you would invest 0.00 in Allison Transmission on November 16, 2025 and sell it all today you would earn a total of 0.00 from holding Allison Transmission Holdings or generate 0.0% return on investment in Allison Transmission over 90 days. Allison Transmission is related to or competes with Gentex, Adient PLC, Autoliv, Fox Factory, Dana, Aptiv PLC, and LKQ. Allison Transmission Holdings, Inc., together with its subsidiaries, designs, manufactures, and sells commercial and def... More
Allison Transmission 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 Allison Transmission'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 Allison Transmission Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.19 | |||
| Information Ratio | 0.3118 | |||
| Maximum Drawdown | 7.29 | |||
| Value At Risk | (1.43) | |||
| Potential Upside | 3.31 |
Allison Transmission Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Allison Transmission's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Allison Transmission's standard deviation. In reality, there are many statistical measures that can use Allison Transmission historical prices to predict the future Allison Transmission's volatility.| Risk Adjusted Performance | 0.2928 | |||
| Jensen Alpha | 0.4858 | |||
| Total Risk Alpha | 0.4277 | |||
| Sortino Ratio | 0.4043 | |||
| Treynor Ratio | 0.5718 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Allison Transmission's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Allison Transmission February 14, 2026 Technical Indicators
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| Risk Adjusted Performance | 0.2928 | |||
| Market Risk Adjusted Performance | 0.5818 | |||
| Mean Deviation | 1.24 | |||
| Semi Deviation | 0.6565 | |||
| Downside Deviation | 1.19 | |||
| Coefficient Of Variation | 280.15 | |||
| Standard Deviation | 1.55 | |||
| Variance | 2.4 | |||
| Information Ratio | 0.3118 | |||
| Jensen Alpha | 0.4858 | |||
| Total Risk Alpha | 0.4277 | |||
| Sortino Ratio | 0.4043 | |||
| Treynor Ratio | 0.5718 | |||
| Maximum Drawdown | 7.29 | |||
| Value At Risk | (1.43) | |||
| Potential Upside | 3.31 | |||
| Downside Variance | 1.43 | |||
| Semi Variance | 0.431 | |||
| Expected Short fall | (1.53) | |||
| Skewness | 0.3593 | |||
| Kurtosis | 0.1773 |
Allison Transmission Backtested Returns
Allison Transmission appears to be very steady, given 3 months investment horizon. Allison Transmission secures Sharpe Ratio (or Efficiency) of 0.44, which signifies that the company had a 0.44 % return per unit of risk over the last 3 months. By analyzing Allison Transmission's technical indicators, you can evaluate if the expected return of 0.67% is justified by implied risk. Please makes use of Allison Transmission's Mean Deviation of 1.24, risk adjusted performance of 0.2928, and Downside Deviation of 1.19 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Allison Transmission holds a performance score of 34. The firm shows a Beta (market volatility) of 0.95, which signifies possible diversification benefits within a given portfolio. Allison Transmission returns are very sensitive to returns on the market. As the market goes up or down, Allison Transmission is expected to follow. Please check Allison Transmission's downside variance, and the relationship between the sortino ratio and accumulation distribution , to make a quick decision on whether Allison Transmission's price patterns will revert.
Auto-correlation | 0.90 |
Excellent predictability
Allison Transmission Holdings has excellent predictability. Overlapping area represents the amount of predictability between Allison Transmission time series from 16th of November 2025 to 31st of December 2025 and 31st of December 2025 to 14th 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 Allison Transmission price movement. The serial correlation of 0.9 indicates that approximately 90.0% of current Allison Transmission price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.9 | |
| Spearman Rank Test | 0.81 | |
| Residual Average | 0.0 | |
| Price Variance | 31.33 |
Pair Trading with Allison Transmission
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Allison Transmission position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Allison Transmission will appreciate offsetting losses from the drop in the long position's value.Moving together with Allison Stock
| 0.72 | DCO | Deere Company Earnings Call This Week | PairCorr |
| 0.75 | VELO | Velo3D | PairCorr |
| 0.64 | KOMA | KOMATSU LTD SPONS | PairCorr |
Moving against Allison Stock
| 0.53 | RPM | RPM Automotive Group | PairCorr |
| 0.5 | GP | GreenPower Motor Buyout Trend | PairCorr |
| 0.48 | 2W1 | WIELTON SA ZY | PairCorr |
| 0.42 | ALH | Alliance Laundry Holdings | PairCorr |
| 0.33 | BNC | CEA Industries Symbol Change | PairCorr |
The ability to find closely correlated positions to Allison Transmission could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Allison Transmission when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Allison Transmission - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Allison Transmission Holdings to buy it.
The correlation of Allison Transmission is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Allison Transmission moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Allison Transmission moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Allison Transmission can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out Allison Transmission Correlation, Allison Transmission Volatility and Allison Transmission Performance module to complement your research on Allison Transmission. You can also try the Theme Ratings module to determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Allison Transmission 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.