Allstate Corporation company logo

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

  • $88.42Last close price
    at 26-jun-2017
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  • 91.11% successful of 45 deals

ALL

Model's trade recommendations 0.42% Return for period

15.58% Annual return

$32.11B Market Cap

β 1.09  

ALL

Model (following trade recommendations)

ALL

Underlying stock

S&P 500

Index
Return for period 0.42%
1.83%
1.78%
52wk return 17.14%
32.93%
16.82%
52wk Range
66.06—89.82
2000.54—2399.63
Sortino ratio 11.89
Sharpe ratio 3.04
Norm. RMSE 0.21%
Downside risk 1.20%
Volatility 4.69%
  • 1.48 (1.68%) 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 359M
P/E 15.48
Shares Outstanding 365M
% Held by Insiders 1.58%
% Held by Institutions 76.32%
EPS (last reported FY) $4.87
EPS (last reported Q) $1.64
EPS, estimated (last reported Q) $1.04
Total revenues $37 B
Net income $2 B