ALL
US EQUITY
Financials
Property & Casualty Insurance
CIK: 899051
Allstate (ALL) Quant Factor Diagnostic & Fair Value Model
Allstate (Ticker: ALL) is listed in the Financials sector (Property & Casualty Insurance). Below is its point-in-time financial profile, valuation multiples, and cross-sectional factor diagnostics.
$253.19
-2.28%
Latest Close (2026-10-23)
Market Cap: $15.22B
P/E Ratio: 5.1
Momentum Strength
3M / 12M
-3.09%
1M: +11.45%
12M: +29.98%
Quality (ROE)
Point-in-Time
+38.85%
Trailing Return on Equity
Technical Trend
RSI 14
80.5
SMA50: $245.82
SMA200: $227.10
Valuation Multiplier
Trailing
5.1
Deep Value (Under 15x P/E)
📊
Valuation & Multi-Factor Diagnostic
Deep Value (Under 15x P/E)
ALL trades at an attractive earnings multiple of 5.1x, significantly lower than the broader S&P 500 average.
⚡
Benchmark Factor Strategy
S&P 500 Momentum Alpha Strategy
This strategy applies cross-sectional momentum and quality factor filters across large-cap US equities.
📈 Daily Candlestick & Volume Quant Chart
Interactive lightweight price action & volume breakdown over recent 90 trading days.
均线多头 (MA20/50)
Piotroski F-Score: 6/9 (Moderate Financial Health)
Official Point-in-Time Financial Filing History
Zero Lookahead Bias: Every financial metric is timestamped at the exact moment officially published to the market.
备案 CIK: 899051 · 10-K 年报 / 10-Q 季报
| Form | Period End | Filing Timestamp (Point-in-Time) | Revenue | Net Income | Operating CF | EPS (Diluted) |
|---|---|---|---|---|---|---|
| 10-Q | 2026-06-30 | 2026-08-05 | $18.60B | $3.27B | $6.20B | $12.51 |
| 10-Q | 2025-12-31 | 2026-08-05 | - | - | - | - |
| 10-Q | 2025-06-30 | 2026-08-05 | $16.63B | $2.11B | $3.84B | $7.76 |
| 10-Q | 2026-03-31 | 2026-04-29 | $16.94B | $2.46B | $3.56B | $9.25 |
| 10-Q | 2025-03-31 | 2026-04-29 | $16.45B | $595.00M | $1.96B | $2.11 |
| 10-K | 2025-12-31 | 2026-02-20 | $17.34B | $10.28B | $10.11B | $14.37 |
| 10-K | 2025-09-30 | 2026-02-20 | $17.25B | - | - | $13.95 |
| 10-K | 2025-06-30 | 2026-02-20 | $16.63B | - | - | $7.76 |
💡 Methodology & Frequently Asked Questions
Key reference details regarding Allstate (ALL) valuation multiples, momentum factors, and point-in-time filing conventions.
How should ALL's current valuation multiple be interpreted? ↓
ALL trades at a trailing P/E of 5.1x within the Financials sector (deep value (under 15x p/e)). Valuation multiples are computed using trailing-twelve-month GAAP earnings against the latest close price.
What are ALL's key momentum and technical factor indicators? ↓
As of the latest close, ALL shows a 1-month return of +11.45%, 3-month return of -3.09%, and 12-month return of +29.98%, with a 14-day RSI of 80.5. Momentum factors reflect short- and intermediate-term price velocity across the equity cross-section.
What is Point-in-Time (PIT) financial data and why does it matter for ALL? ↓
Point-in-Time indexing aligns corporate fundamentals with their official public filing timestamps (Form 10-Q/10-K) rather than accounting period-end dates. This methodology eliminates lookahead bias in historical equity backtests.
How can ALL be incorporated into systematic factor models? ↓
ALL can be evaluated within customized multi-factor models or screened against cross-sectional filters (such as momentum quintiles and return on equity) to analyze historical turnover and risk-adjusted return.