Allegro MicroSystems, Inc. (ALGM)
Quantitative Summary
DeterministicBelow-average fundamentals indicated by Piotroski score of 3/9.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
Price Chart with Moving Averages
Quant Health Deep Dive
Profitability & Value Creation
Balance Sheet Health
Earnings Surprise History
EPS estimates vs actuals for the most recent reported quarters. Source: yfinance.
Underwater (Drawdown from Peak)
How far below the all-time high the price has been over time. Deeper = more pain for holders.
Rolling 60-Day Beta vs S&P 500 (VOO)
How the stock's sensitivity to market moves changes over time. β > 1 = more volatile than the market.
Fundamentals
Passive Flow Attribution
ETF Draft EffectWhen investors buy or sell ETFs like XSD or VBK, the fund manager is mechanically forced to buy or sell ALGM shares regardless of Allegro MicroSystems, Inc.'s individual fundamentals. We estimate $611M of passive capital is structurally linked to ALGM through 8 tracked ETFs. Passive flows have a limited but growing influence on ALGM's daily trading dynamics.
Passive exposure = Σ (ETF AUM × stock weight in ETF) across 8 tracked ETFs. Actual passive ownership is larger (includes mutual funds). Not investment advice.
ETF Contagion Visualizer
Simulate a price drop in Allegro MicroSystems, Inc. to visualize passive redemption contagion across ETFs and collateral stocks.
If Allegro MicroSystems, Inc. (ALGM) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies MACOM TECHNOLOGY SOLUTIONS H (MTSI) as the most exposed collateral stock, sharing 3 ETFs with ALGM. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 12 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
ALGM Ownership Dynamics
Passive funds hold 1 in every 15 ALGM shares, reducing daily market volatility.
Allegro MicroSystems, Inc. (ALGM) exerts measurable gravity on the passive index market, currently representing 2.7% of the XSD (XSD) and 0.2% of the VBK (VBK). Across 12 tracked ETFs, approximately 12M shares (6.5% of float) are held by passive funds and rarely trade on the open market. As passive ownership grows, index inclusion changes may increasingly drive price discovery.
ETFs with Highest ALGM Exposure
Float lock-up computed from 12 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
ALGM Institutional Volume Profile
252-day volume distribution by price level. The Point of Control (POC) marks — the price where the most institutional volume transacted — an implicit support/resistance floor.
The highest-volume price zone for Allegro MicroSystems, Inc. over the past year sits near $31.05 (21% of 252-day volume). The current price of $46.48 trades 49.7% above this institutional floor — a sign of upside momentum, though a pullback to the POC zone is a common reversion target. The highly concentrated volume profile (21% at POC) indicates strong consensus on fair value — institutional participants have repeatedly transacted near this price.
Volume Profile computed from 252 trading days of OHLCV data. Volume allocated to price bins proportionally based on daily high-low range. Not investment advice.
ALGM Capital Efficiency
How efficiently does Allegro MicroSystems, Inc. convert operating profits into free cash? The FCF Conversion ratio measures the gap between accounting earnings and real cash generation.
Allegro MicroSystems, Inc. converts 227% of its EBITDA into free cash flow, an exceptional conversion rate indicating an asset-light business model with minimal capital reinvestment drag.
Capital efficiency = Free Cash Flow ÷ EBITDA. Reinvestment = (EBITDA − FCF) ÷ EBITDA. Metrics from latest annual filings. Not investment advice.
Fails-to-Deliver (FTD) History
SEC-reported settlement failures. Elevated FTDs can indicate high short-selling pressure, operational settlement issues, or naked shorting activity.
| Date | Failed Shares | Close Price | Notional Value |
|---|---|---|---|
| 2026-06-11 | 32,997 | $44.54 | $1.5M |
| 2026-06-10 | 265,568 | $46.63 | $12.4M |
| 2026-06-09 | 83,480 | $48.19 | $4.0M |
| 2026-06-08 | 1,209 | $46.39 | $56,085.51 |
| 2026-06-05 | 522 | $53.62 | $27,989.64 |
| 2026-06-03 | 675 | $50.33 | $33,972.75 |
| 2026-06-01 | 36,018 | $47.87 | $1.7M |
| 2026-05-27 | 8,486 | $50.76 | $430,749.36 |
| 2026-05-20 | 5,207 | $41.65 | $216,871.55 |
| 2026-05-19 | 1,671 | $41.35 | $69,095.85 |
| 2026-05-18 | 841 | $43.10 | $36,247.1 |
| 2026-05-13 | 270 | $45.87 | $12,384.9 |
| 2026-05-12 | 6 | $48.39 | $290.34 |
| 2026-05-08 | 962 | $47.93 | $46,108.66 |
| 2026-05-04 | 42,803 | $48.98 | $2.1M |
| 2026-05-01 | 39,395 | $48.50 | $1.9M |
| 2026-04-30 | 16,917 | $44.07 | $745,532.19 |
| 2026-04-29 | 26,421 | $41.12 | $1.1M |
| 2026-04-28 | 63,325 | $43.47 | $2.8M |
| 2026-04-22 | 6 | $41.28 | $247.68 |
| 2026-04-21 | 1,803 | $40.65 | $73,291.95 |
| 2026-04-20 | 1,346 | $40.00 | $53,840 |
| 2026-04-14 | 159 | $38.04 | $6,048.36 |
| 2026-04-06 | 68,046 | $32.60 | $2.2M |
| 2026-04-01 | 1,655 | $31.53 | $52,182.15 |
| 2026-03-26 | 57,232 | $32.63 | $1.9M |
| 2026-03-24 | 15,508 | $31.74 | $492,223.92 |
| 2026-03-23 | 25 | $29.95 | $748.75 |
| 2026-03-18 | 28,428 | $32.06 | $911,401.68 |
| 2026-03-17 | 29,498 | $31.38 | $925,647.24 |
Source: SEC Regulation SHO FTD data. Data is reported with a ~30 day delay. High FTD quantities relative to average daily volume may indicate settlement stress.
Price Correlations
Statistical correlation of daily returns with other stocks. High correlations indicate stocks that move together; negative correlations can offer diversification.
| Peer | 252-Day (1Y) | 126-Day (6M) | Direction |
|---|---|---|---|
| MGMXX | NaN | NaN | |
| WTGXX | NaN | NaN | |
| GVMXX | NaN | NaN | |
| MCHP | 0.696 | 0.703 | Moderate |
| MPWR | 0.685 | 0.739 | Moderate |
| LRCX | 0.673 | 0.760 | Moderate |
| ADI | 0.667 | 0.666 | Moderate |
| AMAT | 0.647 | 0.727 | Moderate |
| CAT | 0.628 | 0.728 | Moderate |
| TER | 0.620 | 0.719 | Moderate |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare ALGM to Peers
Quant metrics computed deterministically from financial statements and price data. Updated: 2026-07-17.
SecuritiesDB provides programmatic data aggregation for informational purposes only. None of the metrics, summaries, or algorithmic flags constitute a recommendation to buy or sell any security.