The Allstate Corporation
ALL · Financial Services · · USDFahodi Score BUY Short-term (Swing)
77
/ 100
Technical
100
Trend & RS
81
Momentum
67
Fundamental (0%)
83
Macro
24
Liquidity
70
| Component | Score | Weight |
|---|---|---|
| Technical | 100.0 | 40% |
| Trend & RS | 80.7 | 20% |
| Momentum | 66.8 | 20% |
| Fundamental | 83.3 | 0% |
| Macro | 23.6 | 15% |
| Liquidity | 70.3 | 5% |
Trade Setup
| Entry | 261.02 |
| Stop Loss | 247.84 (5.0%) |
| Target 1 (1:1) | 274.20 (+5.0%) |
| Target 2 (2:1) | 287.38 (+10.1%) |
| ATR(14) | 6.59 (2.5%) |
| Risk per Share | 13.18 |
| Reward:Risk | 2:1 |
ATR-based levels. Adjust for support/resistance zones.
Factor Profile
| Factor | Score | Z | Bar |
|---|---|---|---|
| Value | 90.4 | +1.62 | |
| Momentum | 66.8 | +0.67 | |
| Quality | 50.3 | +0.01 | |
| Composite | 69.2 | ||
Quality Scores
Piotroski F-Score
6
/9 —
Average
✓
✓
✗
✗
✓
✗
✓
✓
✓
1. Positive Net Income
2. Positive Roa
3. Positive Cfo
4. Quality Earnings
5. Lower Leverage
6. Higher Liquidity
7. No Dilution
8. Higher Gross Margin
9. Higher Asset Turnover
Altman Z-Score
6.76
—
Safe Zone
Distress <1.81Grey 1.81–2.99>2.99 Safe
Valuation vs Peers Undervalued
| Metric | Stock | Sector | vs Peers |
|---|---|---|---|
| P/E Ratio | 6.0 | 18.0 | -66% below |
| P/B Ratio | 2.2 | 2.5 | Below |
| Dividend Yield | 1.6% | 2.0% | Below avg |
Comparing against Financial Services median multiples.
Trading at a discount to sector peers — potential value opportunity.
Intrinsic Value (DCF) Significantly Undervalued
Intrinsic Value
544.28
vs
Market Price
266.72
Upside
+104.1%
| Margin of Safety | +51.0% |
| Stage 1 PV (5yr FCF) | 35,918,584,332 |
| Terminal Value PV | 98,763,287,395 |
| Total Enterprise Value | 134,681,871,727 |
Assumptions
| Base FCF | 8,728,038,623 |
| Growth Rate (5yr) | 2.0% |
| Terminal Growth | 2.5% |
| Discount Rate (WACC) | 9.0% |
2-stage DCF: 5yr projected FCF + Gordon Growth terminal value. Estimates only — adjust growth and WACC for your own assumptions.
Position Sizing — Kelly Criterion
4.6%
Recommended Size
49.6%
Full Kelly
24.8%
Half Kelly
5.0%
Max Cap (Moderate)
Kelly inputs derived from quant score 77/100. Estimated win rate 63%, avg win 9.6%, avg loss 3.5%. Position was capped at the moderate risk maximum. This is analytical output, not a recommendation to trade.
RECOVERY
Regime: RECOVERY (40% confidence) — position size reduced 8%
Signal Summary STRONG BUY
4
Bullish Signals
0
Bearish Signals
59.51
RSI(14)
6.5711
MACD
Relative Strength (RS) NEUTRAL
76
/ 99
RS Rating
O'Neil filter: <80
| RS vs SPY | → FLAT (+2.2% vs SPY 3M) |
| RS vs Sector | UNDERPERFORMING (Financial Services) |
| RS New High | Near 3-month high 2d since high |
| Sector Outperformance | -7.7% (3M) |
RS Line — stock / SPY (90 bars)
← older
newer →
RS vs SPY
50-day SMA of RS
NEUTRAL:
In line with the market — no strong outperformance or underperformance.
Technical Indicators
| Indicator | Value | Signal |
|---|---|---|
| Rsi | 59.51 | NEUTRAL |
| Macd | 6.5711 | BULLISH |
| Ma Cross | 246.0 / 228.78 | GOLDEN CROSS |
| Trend Short | ABOVE SMA50 | |
| Trend Long | ABOVE SMA200 | |
| Bollinger | MIDDLE | |
| Volume | 0.02x | LOW |
Key Levels
| Level | Price |
|---|---|
| 52-Week High | 281.11 |
| Bollinger Upper | 273.16 |
| SMA(200) | 228.78 |
| SMA(50) | 246.0 |
| SMA(20) | 252.43 |
| Current Price | 266.72 |
| Bollinger Lower | 231.71 |
| 52-Week Low | 191.13 |
| ATR(14) | 6.59 |
Advanced Technical Analysis
Click to expand
Wyckoff Phase & Volume Spread Analysis
Wyckoff Phase
DISTRIBUTION A
Confidence
75%
Buying Climax
Acc: 1.0 |
Dist: 3.0 |
Markup: 0.0 |
Markdown: 0.0
Volume Spread Analysis (last 5 bars)
| Date | Signal | Vol | Description |
|---|---|---|---|
| 2026-11-02 | Normal | 0.8x | Normal bar — no special VSA pattern |
| 2026-11-03 | Normal | 1.06x | Normal bar — no special VSA pattern |
| 2026-11-04 | Normal | 1.2x | Normal bar — no special VSA pattern |
| 2026-11-05 | Normal | 1.99x | Normal bar — no special VSA pattern |
| 2026-11-06 | No Supply | 0.02x | Low volume, narrow spread, firm close — no selling pressure |
Ichimoku Cloud BULLISH
| Line | Value | Status |
|---|---|---|
| Tenkan-sen (9) | 265.16 | Above Kijun |
| Kijun-sen (26) | 250.31 | Base line |
| Senkou A | 257.74 | Leading span A |
| Senkou B | 250.31 | Leading span B |
| Cloud | 250.31 – 257.74 | Bullish (Green) |
| Price vs Cloud | 261.02 | Above Cloud |
| Chikou Span | 223.74 | Bullish |
| Alignment Score | 4/4 | BULLISH |
TTM Squeeze & Divergences
TTM Squeeze
SQUEEZE OFF
No squeeze
Momentum:
BULLISH FADING
BB: 231.71 – 273.16 | KC: 242.51 – 262.35
Divergences (last 60 bars)
No significant divergences detected in the last 60 bars.
Anchored VWAP
VWAP: 229.14
Anchor: 2026-01-22 (52w Low)
ABOVE AVWAP
+13.9%
Heikin-Ashi Trend
WEAKLY BEARISH
Full data via /api/advanced/ALL
Valuation
| Metric | Value |
|---|---|
| Market Cap | 66.00B |
| P/E (TTM) | 6.05 |
| Forward P/E | N/A |
| P/B | 2.19 |
| EPS | 44.09 |
Financial Health
| Metric | Value |
|---|---|
| Revenue Growth | 0.5% |
| Profit Margin | 16.6% |
| ROE | 38.9% |
| Debt/Equity | 23.21 |
| Current Ratio | 0.42 |
| Dividend Yield | 1.6% |
| Payout Ratio | N/A |
| Beta | 0.12 |
Trading Data
266.72
Open
266.72
Day High
266.72
Day Low
3.33M
Volume (1.7x avg)
Price Chart (90 Days)
Candlesticks (green=up, red=down)
SMA 20
SMA 50
Bollinger Bands (upper/lower)
Volume (green=buying, red=selling)