Allstate Stock Forecast - Simple Regression
| ALL Stock | USD 193.65 1.63 0.83% |
The Simple Regression forecasted value of The Allstate on the next trading day is expected to be 204.65 with a mean absolute deviation of 6.42 and the sum of the absolute errors of 398.07. Allstate Stock Forecast is based on your current time horizon. Although Allstate's naive historical forecasting may sometimes provide an important future outlook for the firm, we recommend always cross-verifying it against solid analysis of Allstate's systematic risk associated with finding meaningful patterns of Allstate fundamentals over time.
As of now the relative strength indicator of Allstate's share price is below 20 . This suggests that the stock is significantly oversold. The fundamental principle of the Relative Strength Index (RSI) is to quantify the velocity at which market participants are driving the price of a financial instrument upwards or downwards. Momentum 0
Sell Peaked
Oversold | Overbought |
Quarterly Earnings Growth 2.222 | EPS Estimate Next Quarter 7.3617 | EPS Estimate Current Year 30.1689 | EPS Estimate Next Year 24.3321 | Wall Street Target Price 236.7619 |
Using Allstate hype-based prediction, you can estimate the value of The Allstate from the perspective of Allstate response to recently generated media hype and the effects of current headlines on its competitors. We also analyze overall investor sentiment towards Allstate using Allstate's stock options and short interest. It helps to benchmark the overall future attitude of investors towards Allstate using crowd psychology based on the activity and movement of Allstate's stock price.
Allstate Short Interest
An investor who is long Allstate may also wish to track short interest. As short interest increases, investors should be becoming more worried about Allstate and may potentially protect profits, hedge Allstate with its derivative instruments, or be ready for some potential downside.
200 Day MA 202.008 | Short Percent 0.0208 | Short Ratio 3.07 | Shares Short Prior Month 4.3 M | 50 Day MA 206.5548 |
Allstate Hype to Price Pattern
Investor biases related to Allstate's public news can be used to forecast risks associated with an investment in Allstate. The trend in average sentiment can be used to explain how an investor holding Allstate can time the market purely based on public headlines and social activities around The Allstate. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Allstate Implied Volatility | 0.35 |
Allstate's implied volatility exposes the market's sentiment of The Allstate stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Allstate's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that Allstate stock will not fluctuate a lot when Allstate's options are near their expiration.
The Simple Regression forecasted value of The Allstate on the next trading day is expected to be 204.65 with a mean absolute deviation of 6.42 and the sum of the absolute errors of 398.07. Allstate after-hype prediction price | USD 193.65 |
There is no one specific way to measure market sentiment using hype analysis or a similar predictive technique. This prediction method should be used in combination with more fundamental and traditional techniques such as stock price forecasting, technical analysis, analysts consensus, earnings estimates, and various momentum models.
Check out Historical Fundamental Analysis of Allstate to cross-verify your projections. Prediction based on Rule 16 of the current Allstate contract
Based on the Rule 16, the options market is currently suggesting that The Allstate will have an average daily up or down price movement of about 0.0219% per day over the life of the 2026-04-17 option contract. With Allstate trading at USD 193.65, that is roughly USD 0.0424 . If you think that the market is fully incorporating Allstate's daily price movement you should consider acquiring The Allstate options at the current volatility level of 0.35%. But if you have an opposite viewpoint you should avoid it and even consider selling them.
Open Interest Against 2026-04-17 Allstate Option Contracts
Although open interest is a measure utilized in the options markets, it could be used to forecast Allstate's spot prices because the number of available contracts in the market changes daily, and new contracts can be created or liquidated at will. Since open interest in Allstate's options reflects these daily shifts, investors could use the patterns of these changes to develop long and short-term trading strategies for Allstate stock based on available contracts left at the end of a trading day.
Please note that to derive more accurate forecasting about market movement from the current Allstate's open interest, investors have to compare it to Allstate's spot prices. As Ford's stock price increases, high open interest indicates that money is entering the market, and the market is strongly bullish. Conversely, if the price of Allstate is decreasing and there is high open interest, that is a sign that the bearish trend will continue, and investors may react by taking short positions in Allstate. So, decreasing or low open interest during a bull market indicates that investors are becoming uncertain of the depth of the bullish trend, and a reversal in sentiment will likely follow.
Allstate Additional Predictive Modules
Most predictive techniques to examine Allstate price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for Allstate using various technical indicators. When you analyze Allstate charts, please remember that the event formation may indicate an entry point for a short seller, and look at other indicators across different periods to confirm that a breakdown or reversion is likely to occur.| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
Allstate Simple Regression Price Forecast For the 25th of January
Given 90 days horizon, the Simple Regression forecasted value of The Allstate on the next trading day is expected to be 204.65 with a mean absolute deviation of 6.42, mean absolute percentage error of 53.59, and the sum of the absolute errors of 398.07.Please note that although there have been many attempts to predict Allstate Stock prices using its time series forecasting, we generally do not recommend using it to place bets in the real market. The most commonly used models for forecasting predictions are the autoregressive models, which specify that Allstate's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Allstate Stock Forecast Pattern
| Backtest Allstate | Allstate Price Prediction | Buy or Sell Advice |
Allstate Forecasted Value
In the context of forecasting Allstate's Stock value on the next trading day, we examine the predictive performance of the model to find good statistically significant boundaries of downside and upside scenarios. Allstate's downside and upside margins for the forecasting period are 203.32 and 205.98, respectively. We have considered Allstate's daily market price to evaluate the above model's predictive performance. Remember, however, there is no scientific proof or empirical evidence that traditional linear or nonlinear forecasting models outperform artificial intelligence and frequency domain models to provide accurate forecasts consistently.
Model Predictive Factors
The below table displays some essential indicators generated by the model showing the Simple Regression forecasting method's relative quality and the estimations of the prediction error of Allstate stock data series using in forecasting. Note that when a statistical model is used to represent Allstate stock, the representation will rarely be exact; so some information will be lost using the model to explain the process. AIC estimates the relative amount of information lost by a given model: the less information a model loses, the higher its quality.| AIC | Akaike Information Criteria | 123.9298 |
| Bias | Arithmetic mean of the errors | None |
| MAD | Mean absolute deviation | 6.4206 |
| MAPE | Mean absolute percentage error | 0.0319 |
| SAE | Sum of the absolute errors | 398.075 |
Predictive Modules for Allstate
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Allstate. Regardless of method or technology, however, to accurately forecast the stock market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the stock market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.Allstate After-Hype Price Prediction Density Analysis
As far as predicting the price of Allstate at your current risk attitude, this probability distribution graph shows the chance that the prediction will fall between or within a specific range. We use this chart to confirm that your returns on investing in Allstate or, for that matter, your successful expectations of its future price, cannot be replicated consistently. Please note, a large amount of money has been lost over the years by many investors who confused the symmetrical distributions of Stock prices, such as prices of Allstate, with the unreliable approximations that try to describe financial returns.
Next price density |
| Expected price to next headline |
Allstate Estimiated After-Hype Price Volatility
In the context of predicting Allstate's stock value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on Allstate's historical news coverage. Allstate's after-hype downside and upside margins for the prediction period are 192.32 and 194.98, respectively. We have considered Allstate's daily market price in relation to the headlines to evaluate this method's predictive performance. Remember, however, there is no scientific proof or empirical evidence that news-based prediction models outperform traditional linear, nonlinear models or artificial intelligence models to provide accurate predictions consistently.
Current Value
Allstate is very steady at this time. Analysis and calculation of next after-hype price of Allstate is based on 3 months time horizon.
Allstate Stock Price Prediction Analysis
Have you ever been surprised when a price of a Company such as Allstate is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading Allstate backward and forwards among themselves. Have you ever observed a lot of a particular company's price movement is driven by press releases or news about the company that has nothing to do with actual earnings? Usually, hype to individual companies acts as price momentum. If not enough favorable publicity is forthcoming, the Stock price eventually runs out of speed. So, the rule of thumb here is that as long as this news hype has nothing to do with immediate earnings, you should pay more attention to it. If you see this tendency with Allstate, there might be something going there, and it might present an excellent short sale opportunity.
| Expected Return | Period Volatility | Hype Elasticity | Related Elasticity | News Density | Related Density | Expected Hype |
0.02 | 1.33 | 0.03 | 0.02 | 3 Events / Month | 5 Events / Month | In about 3 days |
| Latest traded price | Expected after-news price | Potential return on next major news | Average after-hype volatility | ||
193.65 | 193.65 | 0.00 |
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Allstate Hype Timeline
On the 24th of January Allstate is traded for 193.65. The entity has historical hype elasticity of -0.03, and average elasticity to hype of competition of -0.02. Allstate is expected not to react to the next headline, with the price staying at about the same level, and average media hype impact volatility is about 86.36%. The immediate return on the next news is expected to be very small, whereas the daily expected return is presently at 0.02%. %. The volatility of related hype on Allstate is about 111.23%, with the expected price after the next announcement by competition of 193.63. About 81.0% of the company shares are held by institutions such as insurance companies. The book value of Allstate was presently reported as 97.34. The company has Price/Earnings To Growth (PEG) ratio of 1.16. Allstate recorded earning per share (EPS) of 30.58. The entity last dividend was issued on the 1st of December 2025. The firm had 2:1 split on the 2nd of July 1998. Considering the 90-day investment horizon the next expected press release will be in about 3 days. Check out Historical Fundamental Analysis of Allstate to cross-verify your projections.Allstate Related Hype Analysis
Having access to credible news sources related to Allstate's direct competition is more important than ever and may enhance your ability to predict Allstate's future price movements. Getting to know how Allstate's peers react to changing market sentiment, related social signals, and mainstream news is a great way to find investing opportunities and time the market. The summary table below summarizes the essential lagging indicators that can help you analyze how Allstate may potentially react to the hype associated with one of its peers.
| HypeElasticity | NewsDensity | SemiDeviation | InformationRatio | PotentialUpside | ValueAt Risk | MaximumDrawdown | |||
| AFL | Aflac Incorporated | (0.21) | 27 per month | 0.00 | (0.1) | 1.77 | (1.58) | 4.04 | |
| CB | Chubb | (5.54) | 10 per month | 0.67 | 0.1 | 2.32 | (1.87) | 5.16 | |
| CINF | Cincinnati Financial | (0.04) | 3 per month | 1.15 | (0.04) | 1.67 | (1.50) | 4.67 | |
| HIG | Hartford Financial Services | 1.54 | 11 per month | 0.87 | (0.01) | 1.96 | (1.52) | 6.38 | |
| PGR | Progressive Corp | (1.54) | 12 per month | 1.38 | (0.05) | 1.94 | (1.92) | 8.94 | |
| TRV | The Travelers Companies | (0.67) | 7 per month | 0.81 | 0 | 1.63 | (0.97) | 6.91 | |
| WRB | W R Berkley | (1.91) | 11 per month | 0.00 | (0.12) | 2.07 | (2.56) | 9.24 |
Other Forecasting Options for Allstate
For every potential investor in Allstate, whether a beginner or expert, Allstate's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. Allstate Stock price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in Allstate. Basic forecasting techniques help filter out the noise by identifying Allstate's price trends.Allstate Related Equities
One of the popular trading techniques among algorithmic traders is to use market-neutral strategies where every trade hedges away some risk. Because there are two separate transactions required, even if one position performs unexpectedly, the other equity can make up some of the losses. Below are some of the equities that can be combined with Allstate stock to make a market-neutral strategy. Peer analysis of Allstate could also be used in its relative valuation, which is a method of valuing Allstate by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
Allstate Market Strength Events
Market strength indicators help investors to evaluate how Allstate stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Allstate shares will generate the highest return on investment. By undertsting and applying Allstate stock market strength indicators, traders can identify The Allstate entry and exit signals to maximize returns.
| Accumulation Distribution | 24054.98 | |||
| Daily Balance Of Power | (0.51) | |||
| Rate Of Daily Change | 0.99 | |||
| Day Median Price | 193.24 | |||
| Day Typical Price | 193.37 | |||
| Price Action Indicator | (0.40) | |||
| Period Momentum Indicator | (1.63) |
Allstate Risk Indicators
The analysis of Allstate's basic risk indicators is one of the essential steps in accurately forecasting its future price. The process involves identifying the amount of risk involved in Allstate's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting allstate stock prices, we also provide a set of basic risk indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
| Mean Deviation | 0.9146 | |||
| Semi Deviation | 1.35 | |||
| Standard Deviation | 1.28 | |||
| Variance | 1.65 | |||
| Downside Variance | 1.96 | |||
| Semi Variance | 1.83 | |||
| Expected Short fall | (0.93) |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Story Coverage note for Allstate
The number of cover stories for Allstate depends on current market conditions and Allstate's risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that Allstate is classified under. However, while its typical story may have numerous social followers, the rapid visibility can also attract short-sellers, who usually are skeptical about Allstate's long-term prospects. So, having above-average coverage will typically attract above-average short interest, leading to significant price volatility.
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Allstate Short Properties
Allstate's future price predictability will typically decrease when Allstate's long traders begin to feel the short-sellers pressure to drive the price lower. The predictive aspect of The Allstate often depends not only on the future outlook of the potential Allstate's investors but also on the ongoing dynamics between investors with different trading styles. Because the market risk indicators may have small false signals, it is better to identify suitable times to hedge a portfolio using different long/short signals. Allstate's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 267.8 M | |
| Cash And Short Term Investments | 5.2 B |
Check out Historical Fundamental Analysis of Allstate to cross-verify your projections. You can also try the Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
Is Property & Casualty Insurance space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Allstate. If investors know Allstate will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Allstate listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 2.222 | Dividend Share 3.92 | Earnings Share 30.58 | Revenue Per Share | Quarterly Revenue Growth 0.038 |
The market value of Allstate is measured differently than its book value, which is the value of Allstate that is recorded on the company's balance sheet. Investors also form their own opinion of Allstate's value that differs from its market value or its book value, called intrinsic value, which is Allstate's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Allstate's market value can be influenced by many factors that don't directly affect Allstate's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Allstate's value and its price as these two are different measures arrived at by different means. Investors typically determine if Allstate is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Allstate's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.