Allstate Corporation company logo

# 1st Gen Model Allstate Corporation Fire, marine, & casualty insurance

90.00% successful of 50 deals
$99.70 Last close price
at 21-nov-2017


Model's trade recommendations No return for period yet

12.09% Annual return

$35.94B Market Cap

β 1.09  


Model (following trade recommendations)


Underlying stock

S&P 500

Return for period
52wk return 4.31%
52wk Range
Sortino ratio 3.65
Sharpe ratio 2.13
Norm. RMSE 0.33%
Downside risk 3.07%
Volatility 5.27%
  • 1.48 (1.48%) Div (Yield)
  • BUY Analysts consensus recommendation

Allstate Corporation's business is conducted principally throughAllstate Insurance Company, Allstate Life Insurance Company and theirsubsidiaries. Allstate is engaged, principally in the United States and Canada, in the personal property and casualty insurance business and the life insurance and savings business. Allstate has four businesssegments: personal property and casualty; life and savings; discontinued lines and coverages; and corporate and other business.

Industry sector: Finance

Sector classification: Fire, marine, & casualty insurance

Deep Learning based analysis and prediction model for Allstate Corporation (ALL) stock is a 1st Generation Non-linear Autoregresive with exogenous variable(s) (NARX) model based on the Recurrent Neural Network architecture.

Model is in the production pipeline since Sept. 30, 2015.

Market data for ALL model training are being downloaded from the Quandl premium datasets on a daily basis.

Model is being retrained on a daily basis.

Float 353M
P/E 14.75
Shares Outstanding 359M
% Held by Insiders 1.50%
% Held by Institutions 76.30%
EPS (last reported FY) $4.87
EPS (last reported Q) $1.60
EPS, estimated (last reported Q) $0.88
Total revenues $37 B
Net income $2 B