# RNN 2nd Gen Model Allstate Corporation Fire, marine, & casualty insurance

Subscribe >> Deal exit on
March 16, 2017
Deal entry on
March 16, 2017
1.33%Expected margin
80.00% successful of 5 deals
$ 97.81 Last close price
at 29-may-2020

ALL

Model's trade recommendations 0.60% Return for period

24.27% Annual return

$33.06B Market Cap

β 0.94  

ALL

Model (following trade recommendations)

ALL

Underlying stock

S&P 500

Index
Return for period 0.60%
-1.94%
1.78%
52wk return 4.23%
2.41%
16.82%
52wk Range
73.23—125.57
2000.54—2399.63
Sortino ratio 53.83
Sharpe ratio 3.94
Norm. RMSE 0.51%
Downside risk 0.40%
Volatility 0.00%
  • 1.84 (1.96%) Div (Yield)
  • BUY Analysts consensus recommendation

The Allstate Corporation is the largest publicly held personal lines property and casualty insurer in America, serving more than 16 million households nationwide. Allstate has been dedicated to protecting their customers from life's uncertainties and preparing them for the future for many years. Allstate is a publicly traded company, and is listed on the New York Stock Exchange under the trading symbol ALL. The Allstate Corporation is the nation's largest publicly held personal lines insurer. Allstate provides insurance products to more than 16 million households and has approximately 12,300 exclusive agents and financial specialists in the U.S. and Canada.

Industry sector: Finance

Sector classification: Fire, marine, & casualty insurance

Deep Learning based analysis and prediction model for Allstate Corporation (ALL) stock is a 2nd Generation Non-linear Autoregressive (NAR) model based on the LSTM/GRU 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.
Risks related to the novel coronavirus disease 2019 (COVID-19) caused by the virus named “SARS-CoV-2” are accounted for in this model in the form of the historical data coincided with outbreaks and other global events in the past used to train ML prediction model for ALL.

Model is being retrained on a regular basis.

Float 347M
P/E 11.71
Shares Outstanding 351M
% Held by Insiders 1.40%
% Held by Institutions 77.65%
EPS (last reported FY) $6.71
EPS (last reported Q) $2.96
EPS, estimated (last reported Q) $2.57
Total revenues $39 B
Net income $3 B