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ALL

The Allstate Corporation
Chart
$221.01
Latest Week 2026-06-05
Financial ServicesInsurance - Property & CasualtyLARGE
Snapshot 2026-06-07 · 0.0w · Fresh
0.89
OS Score
95.0%
Value
78.0%
Quality
28.0%
Momentum
#35.00000000
TV Rank
6/9
F-Score
0.861
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
8 of 23 passing
★
OS Composite
OS 0.890
↗
Trending Value
#35.00000000
◆
Quality × Value
QV 0.861
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 4.8
◇
VC2 Cheapest
VC2 5.00000000
📐
EBITDA/EV
25.2%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
2.0%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 21%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
95.0%ile
P/E
4.8×
P/S
0.9×
P/B
1.8×
E/P
0.2093
FCF Yield
0.183
EBITDA/EV
0.252
SH Yield
0.020
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
5.00000000
/100 — 1=cheapest
VC2 (Trending Value)
5.00000000
/100
VC3 (Buyback)
5.00000000
/100
P/E of 4.8x places this firmly in deep value territory. FCF yield of 18.3% is strong — the business generates significant free cash relative to price. VC2 score of 5.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
78.0%ile
ROE
0.384
ROA
0.098
Net Margin
0.181
Op Margin
0.238
GPA
0.216
D/E
2.92
Current
0.38
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.037
Earn Growth
2.003
Stability
0.648
lower=better
Accruals
0.004
lower=better
5yr Consist
No
ROE of 38% is exceptional. Highly leveraged with D/E of 2.92 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
28.0%ile
6M Return
9.8%
12M Return
8.3%
12-1 Mom
3.9%
Risk-Adj
0.18
Vol 252d
21.5%
Vol 60d
53.1%
↑ Expanding
Max DD 12M
-10.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (53%) is expanding vs long-term (21%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.89
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 500 peers
Sector Value %ile
91.0%
Sector Quality %ile
55.9%
P/E z-score
-0.44
P/B z-score
-0.04
Sector Avg OS
86.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
BAP Credicorp Ltd 99.0% 98.0% 93.0% 84.0%
CARE Carter Bank and Trust 99.0% 96.0% 98.0% 88.0%
BFH Bread Financial Holdings, Inc. 99.0% 97.0% 97.0% 90.0%
HG Hamilton Insurance Group, Ltd. 99.0% 97.0% 94.0% 85.0%
MCY Mercury General Corporation 99.0% 95.0% 93.0% 86.0%
UVE Universal Insurance Holdings Inc 99.0% 96.0% 94.0% 82.0%
UFCS United Fire Group Inc 98.0% 96.0% 81.0% 88.0%
PKBK Parke Bancorp Inc 98.0% 91.0% 86.0% 88.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (95th) and quality (78th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Leveraged Returns
Strong ROE (38%) boosted by high leverage (D/E 2.9). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (53%) significantly exceeds 252-day (21%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
87.4% avg (7 factors)
Quality
C
54.6% avg (8 factors)
Momentum
D
40.1% avg (4 factors)
Risk
A
80.9% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.890—1—
Value %ile0.950—1—
Quality %ile0.780—1—
Momentum %ile0.280—1—
F-Score6.000—0—
Confidence1.000—1—
Volatility0.215—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
4.78
Earnings Yield (E/P)
0.2093
Price / Sales
0.86
Price / Book
1.84
Price / Cash Flow
4.96
FCF Yield
18.3%
EBITDA / EV
25.2%
Sales Yield (1/P·S)
1.0356
Shareholder Yield
Div + net buyback / mktcap
2.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
38.4%
Return on Assets
9.8%
Net Margin
18.1%
Operating Margin
23.8%
Gross Profit / Assets
Novy-Marx GPA
21.6%
Debt / Equity
2.92
Current Ratio
0.38
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.004
MomentumPrice trend strength over different horizons
6M Return
9.8%
12M Return
8.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
3.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.18
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
3.7%
Earnings Growth (YoY)
200.3%
Earnings Stability (CV)
Lower = more stable
0.648
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
2.0%
Buyback Yield
0.0%
O'Shaughnessy CompositesValue Composites (WWOWS 4th Ed) — 1=cheapest, 100=most expensive
VC1 (5-factor)
P/E+P/S+P/B+P/CF+EBITDA/EV
5
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
5
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
5
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
35
Capital Allocation & AlphaAlpha within factors — quality of management decisions
Veiled Value
Expensive by P/B, cheap by everything else
No
Market Leader
Above-avg mcap+revenue, non-utility
No
All Stocks Universe
Market cap > $200M
Yes
Tiny Titan
Micro-cap, low P/S, positive momentum
No
Quarterly Fundamentals
Revenue
Net Income
FCF
Net Margin
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Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity