The Allstate Corporation (ALL)
Quantitative Summary
DeterministicAt 4.6x earnings — a 76% discount to the sector average of 19.2x — ALL is in the lower valuation range. Financial health is average: Piotroski 4/9, Altman Z 2.0. DCF fair value of $609 implies 183% upside from current prices based on model assumptions.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
Algorithmic Teardown
AI-GeneratedThe underlying economics of The Allstate Corporation demonstrate a robust generation of value, evidenced by an ROIC-WACC spread of +3.0%, indicating capital returns that comfortably exceed the cost of equity. This efficiency is underpinned by a DuPont-decomposed ROE of 33.6%, driven primarily by exceptional net margins at 15.3% and significant leverage via an equity multiplier of 3.92x, rather than operational velocity which sits at only 0.56x asset turnover. While the profitability factor score of 0.367 confirms strong earnings quality relative to peers, the Piotroski F-Score of 4/9 and Altman Z-Score of 2.0 suggest moderate financial stability with room for improvement in balance sheet strength or operational momentum compared to high-grade issuers.
Valuation metrics present a stark divergence between current market pricing and intrinsic value models; trading at a compressed P/E multiple of 5.4x versus an industry average of 18.4x, the stock appears deeply undervalued relative to its sector peers. A DCF analysis implies significant upside potential with a fair value estimate of $953, representing approximately 360% above current levels, though this projection assumes a challenging long-term free cash flow growth trajectory of -3.6%. This discrepancy suggests the market may be pricing in persistent headwinds or structural constraints that are not fully captured by standard valuation multiples.
Risk-adjusted performance indicators reveal notable friction; the stock exhibits negative Fama-French alpha of -8.92% annually, signaling underperformance relative to a risk-free benchmark after adjusting for size and value factors. Despite holding a positive Value Factor score (HML) of 0.793, which aligns with its low multiple status, the recent insider flow data showing $32 million in net selling over ninety days introduces a conflicting signal regarding management's internal confidence. Investors must weigh the attractive valuation spread and strong margin profile against the negative alpha drag and active insider distribution when assessing future risk-reward dynamics.
Generated by LLM from quantitative data inputs. May contain inaccuracies. Not investment advice.
DCF Sandbox
Interactive5-year two-stage DCF. Terminal growth 3%. Default sliders match the pre-computed base case. Drag to explore scenarios. Not investment advice.
The growth rate the market implicitly expects over the next 10 years to justify today's price. Compare with historical growth of 6% YoY revenue.
Sensitivity Matrix
| TG ↓ / WACC → | 6% | 7.5% | 9.5% |
|---|---|---|---|
| 2% | $724 | $510 | $363 |
| 3% | $945 | $609 | $410 |
| 4% | $1387 | $765 | $474 |
Center = base case. Green = >10% upside, Red = >10% downside vs $210.46.
Pre-computed DCF: WACC=7.5%, terminal growth 3%. Fair value $609 (+183.2%). Not investment advice.
Valuation Context
Currently trading 69% below its 5-year average P/E of 17.7x.
Price Chart with Moving Averages
Technical Setup
AI GeneratedAllstate Corporation is currently trading at $216.60, a position that warrants examination relative to its surrounding moving average envelopes to gauge potential mean-reversion dynamics. Without specific envelope boundaries or the precise location of recent Simple Moving Averages provided in the dataset, it remains impossible to determine if this price point represents an extreme deviation from historical norms or sits comfortably within a defined trading range. In financial services sectors like Allstate's, prices often oscillate between overbought and oversold conditions; therefore, establishing whether $216.60 is significantly detached from the central trend line is critical for assessing reversal probability. If this price were to trade far above the upper band of a standard SMA envelope, it might suggest stretched valuations ripe for a pullback toward equilibrium. Conversely, trading well below the lower band could indicate undervaluation relative to recent averages, potentially signaling upward pressure as statistical reversion occurs. The absence of additional context regarding volatility indices or specific timeframes limits a definitive conclusion on whether $216.60 represents a strategic entry point for contrarian strategies or merely reflects ongoing momentum within its sector peers. Technical analysis relies heavily on the relationship between current pricing and these dynamic averages to identify where probability shifts from trend continuation to potential correction. Observers must weigh this absolute price level against the relative distance to the envelope boundaries to infer if market participants are currently overreacting to news flow or fundamentally valuing the asset correctly according to recent statistical trends. Ultimately
Quant Health Deep Dive
Profitability & Value Creation
✅ Conservative payout — room for dividend increases.
DuPont Analysis — ROE Decomposition
Breaking down Return on Equity to see how the company generates its ROE — efficiency, margins, or leverage.
Balance Sheet Health
Insider Activity (Last 90 Days)
Open-market buys vs sells by company insiders. Source: yfinance.
Earnings Surprise History
EPS estimates vs actuals for the most recent reported quarters. Source: yfinance.
Dividend History
| Date | Amount | Change |
|---|---|---|
| 2026-06-01 | $1.0800 | 0.0% |
| 2026-03-02 | $1.0800 | +8.0% |
| 2025-12-01 | $1.0000 | 0.0% |
| 2025-08-29 | $1.0000 | 0.0% |
| 2025-06-09 | $1.0000 | 0.0% |
| 2025-03-10 | $1.0000 | +8.7% |
| 2024-11-29 | $0.9200 | 0.0% |
| 2024-08-30 | $0.9200 | 0.0% |
| 2024-05-31 | $0.9200 | 0.0% |
| 2024-03-01 | $0.9200 | +3.4% |
| 2023-11-29 | $0.8900 | 0.0% |
| 2023-08-30 | $0.8900 | 0.0% |
Dividend and split data from SEC filings and market data. Amounts are per share, not adjusted for splits. Source: yfinance.
Risk Profile
Sharpe = risk-adjusted return (higher is better). Max drawdown = largest peak-to-trough decline. 1,200+ trading days.
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.
Fama-French 5-Factor Exposure
Academic factor model decomposition — what's really driving this stock's returns.
Fama-French 5-Factor Model. Data: Kenneth French Data Library. Regression over 3 years of daily returns.
Fundamentals
Passive Flow Attribution
ETF Draft EffectWhen investors buy or sell ETFs like KIE or VOE, the fund manager is mechanically forced to buy or sell ALL shares regardless of The Allstate Corporation's individual fundamentals. We estimate $8.6B of passive capital is structurally linked to ALL through 8 tracked ETFs. This substantial passive exposure means that ETF inflows and outflows — not company fundamentals — can dominate daily volume on this stock.
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 The Allstate Corporation to visualize passive redemption contagion across ETFs and collateral stocks.
If The Allstate Corporation (ALL) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies BERKSHIRE HATHAWAY INC CL B (BRK.B) as the most exposed collateral stock, sharing 1 ETFs with ALL. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 38 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
ALL Ownership Dynamics
Passive funds hold 1 in every 5 ALL shares, reducing daily market volatility.
The Allstate Corporation (ALL) exerts notable gravity on the passive index market, currently representing 1.8% of the KIE (KIE) and 1.0% of the VOE (VOE). Across 38 tracked ETFs, approximately 56M shares (21.7% of float) are held by passive funds and rarely trade on the open market. This high passive lock-up reduces the effective active float, which can amplify daily price volatility and momentum signals.
ETFs with Highest ALL Exposure
Float lock-up computed from 38 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
ALL 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 The Allstate Corporation over the past year sits near $205.91 (11% of 252-day volume). The current price of $210.46 trades 2.2% above this institutional floor — a sign of upside momentum, though a pullback to the POC zone is a common reversion target.
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.
ALL Capital Efficiency
How efficiently does The Allstate Corporation convert operating profits into free cash? The FCF Conversion ratio measures the gap between accounting earnings and real cash generation.
The Allstate Corporation converts 70% of its EBITDA into free cash flow, an exceptional conversion rate indicating an asset-light business model with minimal capital reinvestment drag. The positive ROIC-WACC spread of 1.4% confirms that reinvested capital creates shareholder value.
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 |
|---|---|---|---|
| 2026-05-12 | 136 | $213.80 | $29,076.8 |
| 2026-05-04 | 3,463 | $216.59 | $750,051.17 |
| 2026-05-01 | 49,708 | $217.26 | $10.8M |
| 2026-04-02 | 246 | $204.10 | $50,208.6 |
| 2026-03-31 | 1,036 | $207.27 | $214,731.72 |
| 2026-03-27 | 839 | $207.16 | $173,807.24 |
| 2026-03-26 | 17,220 | $204.71 | $3.5M |
| 2026-03-25 | 26 | $207.31 | $5,390.06 |
| 2026-03-24 | 2 | $207.76 | $415.52 |
| 2026-03-23 | 4 | $205.62 | $822.48 |
| 2026-03-20 | 1,276 | $204.07 | $260,393.32 |
| 2026-02-25 | 332 | $209.82 | $69,660.24 |
| 2026-02-18 | 6 | $212.32 | $1,273.92 |
| 2026-02-05 | 3,396 | $207.12 | $703,379.52 |
| 2026-01-23 | 30 | $195.28 | $5,858.4 |
| 2026-01-21 | 42,636 | $193.55 | $8.3M |
| 2026-01-20 | 6,500 | $192.28 | $1.2M |
| 2025-12-29 | 711 | $207.80 | $147,745.8 |
| 2025-12-19 | 274 | $204.93 | $56,150.82 |
| 2025-12-17 | 131,606 | $209.51 | $27.6M |
| 2025-12-15 | 59,604 | $207.18 | $12.3M |
| 2025-12-12 | 3,899 | $206.82 | $806,391.18 |
| 2025-12-11 | 2,416 | $201.19 | $486,075.04 |
| 2025-12-10 | 211 | $201.05 | $42,421.55 |
| 2025-11-24 | 100 | $214.32 | $21,432 |
| 2025-11-21 | 223 | $211.74 | $47,218.02 |
| 2025-11-13 | 12 | $209.21 | $2,510.52 |
| 2025-11-12 | 46 | $207.36 | $9,538.56 |
| 2025-10-24 | 127 | $194.46 | $24,696.42 |
| 2025-10-20 | 1,167 | $195.87 | $228,580.29 |
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 |
|---|---|---|---|
| WTGXX | NaN | NaN | |
| HIG | 0.743 | 0.718 | High co-movement |
| PGR | 0.708 | 0.731 | High co-movement |
| TRV | 0.698 | 0.698 | Moderate |
| L | 0.669 | 0.647 | Moderate |
| ACGL | 0.664 | 0.708 | Moderate |
| CB | 0.640 | 0.600 | Moderate |
| AFL | 0.616 | 0.600 | Moderate |
| WRB | 0.616 | 0.564 | Moderate |
| CINF | 0.608 | 0.530 | Moderate |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare ALL to Peers
Quant metrics computed deterministically from financial statements and price data. Updated: 2026-06-02.
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.