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ALL

The Allstate Corporation
Chart
251.61 USD
Latest Week 2026-07-10
Financial ServicesInsurance - Property & CasualtyLARGE
Snapshot 2026-07-12 · 0.9w · Fresh
0.93
OS Score
94.0%
Value
68.0%
Quality
67.0%
Momentum
#20.00000000
TV Rank
6/9
F-Score
0.799
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
11 of 23 passing
★
OS Composite
OS 0.930
↗
Trending Value
#20
◆
Quality × Value
QV 0.799
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
P/S 1.0
💎
Deep Value
P/E 5.3
◇
VC2 Cheapest
VC2 7
📐
EBITDA/EV
22.2%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
4.4%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 17%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 23%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 1.00
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
94.0%ile
P/E
5.3×
P/S
1.0×
P/B
2.0×
E/P
0.2170
FCF Yield
0.162
EBITDA/EV
0.222
SH Yield
0.044
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
7.00000000
/100 — 1=cheapest
VC2 (Trending Value)
7.00000000
/100
VC3 (Buyback)
8.00000000
/100
P/E of 5.3x places this firmly in deep value territory. FCF yield of 16.2% is strong — the business generates significant free cash relative to price. VC2 score of 7.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
68.0%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
67.0%ile
6M Return
19.8%
12M Return
32.8%
12-1 Mom
16.7%
Risk-Adj
0.72
Vol 252d
23.1%
Vol 60d
54.8%
↑ Expanding
Max DD 12M
-10.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (55%) is expanding vs long-term (23%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.93
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 500 peers
Sector Value %ile
88.2%
Sector Quality %ile
40.5%
P/E z-score
-0.40
P/B z-score
-0.01
Sector Avg OS
85.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
RILYL BRC Group Holdings, Inc. 99.0% 95.0% 87.0% 97.0%
BAP Credicorp Ltd 99.0% 97.0% 96.0% 86.0%
CARE Carter Bank and Trust 99.0% 96.0% 95.0% 92.0%
BFH Bread Financial Holdings, Inc. 99.0% 97.0% 89.0% 81.0%
RILY BRC Group Holdings, Inc. 99.0% 95.0% 88.0% 92.0%
KINS Kingstone Companies Inc 98.0% 92.0% 94.0% 81.0%
GLRE Greenlight Capital Re Ltd 98.0% 97.0% 85.0% 77.0%
IX Orix Corp Ads 98.0% 98.0% 82.0% 85.0%
Factor Interactions
Strong Capital Return
Shareholder yield 4.4% backed by 16.2% FCF yield. Returns are well-funded.
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 (55%) significantly exceeds 252-day (23%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
90.5% avg (7 factors)
Quality
C
54.6% avg (8 factors)
Momentum
C
57.7% avg (4 factors)
Risk
A
78.2% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends6 snapshots
Factor Persistence6 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.930—6—
Value %ile0.940—6—
Quality %ile0.680—0—
Momentum %ile0.670—0—
F-Score6.000—0—
Confidence0.980—6—
Volatility0.231—0—
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
5.33
Earnings Yield (E/P)
0.2170
Price / Sales
0.96
Price / Book
2.05
Price / Cash Flow
5.53
FCF Yield
16.2%
EBITDA / EV
22.2%
Sales Yield (1/P·S)
0.9124
Shareholder Yield
Div + net buyback / mktcap
4.4%
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
External Financing
Net issuance — lower=better
0.014
MomentumPrice trend strength over different horizons
6M Return
19.8%
12M Return
32.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
16.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.72
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
1.7%
Buyback Yield
2.7%
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
7
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
7
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
8
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
20
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
Show all
Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity