Allstate Corp (Germany) Technical Analysis
| ALS Stock | EUR 173.95 0.95 0.55% |
As of the 17th of February 2026, Allstate Corp shows the Mean Deviation of 1.23, risk adjusted performance of 0.014, and Downside Deviation of 2.21. Allstate Corp 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 Corp standard deviation, treynor ratio, downside variance, as well as the relationship between the information ratio and value at risk to decide if Allstate Corp is priced correctly, providing market reflects its regular price of 173.95 per share.
Allstate Corp 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 Corp '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 Corp'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 Corp.
| 11/19/2025 |
| 02/17/2026 |
If you would invest 0.00 in Allstate Corp on November 19, 2025 and sell it all today you would earn a total of 0.00 from holding Allstate Corp or generate 0.0% return on investment in Allstate Corp over 90 days. Allstate Corp is related to or competes with PT Bank, BK MANDIRI, PT Bank, Samsung Electronics, Samsung Electronics, Samsung Electronics, and Samsung Electronics. The Allstate Corporation, through its subsidiaries, provides property and casualty, and other insurance products in the ... More
Allstate Corp 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 Corp'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 Allstate Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.21 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 12.6 | |||
| Value At Risk | (2.36) | |||
| Potential Upside | 2.82 |
Allstate Corp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Allstate Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Allstate Corp's standard deviation. In reality, there are many statistical measures that can use Allstate Corp historical prices to predict the future Allstate Corp's volatility.| Risk Adjusted Performance | 0.014 | |||
| Jensen Alpha | 0.0493 | |||
| Total Risk Alpha | (0.13) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | (0.01) |
Allstate Corp February 17, 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 | 0.014 | |||
| Market Risk Adjusted Performance | (0) | |||
| Mean Deviation | 1.23 | |||
| Semi Deviation | 2.13 | |||
| Downside Deviation | 2.21 | |||
| Coefficient Of Variation | 9567.04 | |||
| Standard Deviation | 1.83 | |||
| Variance | 3.35 | |||
| Information Ratio | (0.03) | |||
| Jensen Alpha | 0.0493 | |||
| Total Risk Alpha | (0.13) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | (0.01) | |||
| Maximum Drawdown | 12.6 | |||
| Value At Risk | (2.36) | |||
| Potential Upside | 2.82 | |||
| Downside Variance | 4.9 | |||
| Semi Variance | 4.54 | |||
| Expected Short fall | (1.14) | |||
| Skewness | (1.33) | |||
| Kurtosis | 5.93 |
Allstate Corp Backtested Returns
Allstate Corp secures Sharpe Ratio (or Efficiency) of -0.0173, which signifies that the company had a -0.0173 % return per unit of risk over the last 3 months. Allstate Corp exposes twenty-seven different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Allstate Corp's Mean Deviation of 1.23, risk adjusted performance of 0.014, and Downside Deviation of 2.21 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.67, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Allstate Corp are expected to decrease at a much lower rate. During the bear market, Allstate Corp is likely to outperform the market. At this point, Allstate Corp has a negative expected return of -0.032%. Please make sure to confirm Allstate Corp's treynor ratio, downside variance, and the relationship between the total risk alpha and value at risk , to decide if Allstate Corp performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.53 |
Modest predictability
Allstate Corp has modest predictability. Overlapping area represents the amount of predictability between Allstate Corp time series from 19th of November 2025 to 3rd of January 2026 and 3rd of January 2026 to 17th 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 Corp price movement. The serial correlation of 0.53 indicates that about 53.0% of current Allstate Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.53 | |
| Spearman Rank Test | 0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 36.63 |
Allstate Corp 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.
Allstate Corp Technical Analysis
The output start index for this execution was one with a total number of output elements of sixty. 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 Corp volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Allstate Corp 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 Allstate Corp 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 Allstate Corp based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on Allstate Corp price pattern first instead of the macroeconomic environment surrounding Allstate Corp. By analyzing Allstate Corp'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 Corp'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 Corp specific price patterns or momentum indicators. Please read more on our technical analysis page.
Allstate Corp February 17, 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 | 0.014 | |||
| Market Risk Adjusted Performance | (0) | |||
| Mean Deviation | 1.23 | |||
| Semi Deviation | 2.13 | |||
| Downside Deviation | 2.21 | |||
| Coefficient Of Variation | 9567.04 | |||
| Standard Deviation | 1.83 | |||
| Variance | 3.35 | |||
| Information Ratio | (0.03) | |||
| Jensen Alpha | 0.0493 | |||
| Total Risk Alpha | (0.13) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | (0.01) | |||
| Maximum Drawdown | 12.6 | |||
| Value At Risk | (2.36) | |||
| Potential Upside | 2.82 | |||
| Downside Variance | 4.9 | |||
| Semi Variance | 4.54 | |||
| Expected Short fall | (1.14) | |||
| Skewness | (1.33) | |||
| Kurtosis | 5.93 |
Allstate Corp February 17, 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 | 0.00 | ||
| Daily Balance Of Power | Huge | ||
| Rate Of Daily Change | 1.01 | ||
| Day Median Price | 173.95 | ||
| Day Typical Price | 173.95 | ||
| Price Action Indicator | 0.47 |
Complementary Tools for Allstate Stock analysis
When running Allstate Corp's price analysis, check to measure Allstate Corp'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 Corp is operating at the current time. Most of Allstate Corp's value examination focuses on studying past and present price action to predict the probability of Allstate Corp'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 Corp's price. Additionally, you may evaluate how the addition of Allstate Corp to your portfolios can decrease your overall portfolio volatility.
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