The Allstate Preferred Stock Technical Analysis
| ALL-PI Preferred Stock | USD 20.00 0.08 0.40% |
As of the 28th of January, Allstate shows the Coefficient Of Variation of (6,682), risk adjusted performance of (0.02), and Mean Deviation of 0.3702. 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.
Allstate Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Allstate, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to AllstateAllstate |
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 preferred 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.
| 10/30/2025 |
| 01/28/2026 |
If you would invest 0.00 in Allstate on October 30, 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 AXIS Capital, Selective Insurance, Mercury General, RLI Corp, White Mountains, Hanover Insurance, and Aspen Insurance. The Allstate Corporation, through its subsidiaries, provides property and casualty, and other insurance products in the ... 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 preferred 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.
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 1.84 | |||
| Value At Risk | (0.67) | |||
| Potential Upside | 0.7315 |
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 | (0.02) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.06) | |||
| Treynor Ratio | (0.21) |
Allstate January 28, 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 | (0.02) | |||
| Market Risk Adjusted Performance | (0.20) | |||
| Mean Deviation | 0.3702 | |||
| Coefficient Of Variation | (6,682) | |||
| Standard Deviation | 0.4783 | |||
| Variance | 0.2288 | |||
| Information Ratio | (0.18) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.06) | |||
| Treynor Ratio | (0.21) | |||
| Maximum Drawdown | 1.84 | |||
| Value At Risk | (0.67) | |||
| Potential Upside | 0.7315 | |||
| Skewness | 0.1465 | |||
| Kurtosis | 0.4441 |
Allstate Backtested Returns
Allstate is very steady at the moment. 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-three technical indicators for The Allstate, which you can use to evaluate the volatility of the firm. Please confirm Allstate's Mean Deviation of 0.3702, coefficient of variation of (6,682), and Risk Adjusted Performance of (0.02) to double-check if the risk estimate we provide is consistent with the expected return of 0.0019%. The firm shows a Beta (market volatility) of 0.083, 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 0.47%. Please confirm Allstate potential upside, day median price, and the relationship between the treynor ratio and accumulation distribution , to decide if Allstate will be following its price patterns.
Auto-correlation | -0.76 |
Almost perfect reverse predictability
The Allstate has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Allstate time series from 30th of October 2025 to 14th of December 2025 and 14th of December 2025 to 28th 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 -0.76 indicates that around 76.0% of current Allstate price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.76 | |
| Spearman Rank Test | -0.77 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
Allstate technical preferred 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, preferred stock market cycles, or different charting patterns.
Allstate Technical Analysis
The output start index for this execution was twenty-four with a total number of output elements of thirty-seven. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Allstate volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Allstate Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of The Allstate on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of The Allstate based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on Allstate price pattern first instead of the macroeconomic environment surrounding Allstate. By analyzing Allstate's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Allstate's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Allstate specific price patterns or momentum indicators. Please read more on our technical analysis page.
Allstate January 28, 2026 Technical Indicators
Most technical analysis of Allstate help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Allstate from various momentum indicators to cycle indicators. When you analyze Allstate charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | (0.02) | |||
| Market Risk Adjusted Performance | (0.20) | |||
| Mean Deviation | 0.3702 | |||
| Coefficient Of Variation | (6,682) | |||
| Standard Deviation | 0.4783 | |||
| Variance | 0.2288 | |||
| Information Ratio | (0.18) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.06) | |||
| Treynor Ratio | (0.21) | |||
| Maximum Drawdown | 1.84 | |||
| Value At Risk | (0.67) | |||
| Potential Upside | 0.7315 | |||
| Skewness | 0.1465 | |||
| Kurtosis | 0.4441 |
Allstate January 28, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as Allstate stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 217.50 | ||
| Daily Balance Of Power | (0.50) | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 20.06 | ||
| Day Typical Price | 20.04 | ||
| Price Action Indicator | (0.10) |
Complementary Tools for Allstate Preferred Stock analysis
When running Allstate's price analysis, check to measure Allstate's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Allstate is operating at the current time. Most of Allstate's value examination focuses on studying past and present price action to predict the probability of Allstate's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Allstate's price. Additionally, you may evaluate how the addition of Allstate to your portfolios can decrease your overall portfolio volatility.
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