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Allegro MicroSystems, Inc. (ALGM)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS01749D1054
CUSIP01749D105
SectorTechnology
IndustrySemiconductors

Highlights

Market Cap$5.73B
EPS$0.78
PE Ratio38.01
PEG Ratio1.87
Revenue (TTM)$1.05B
Gross Profit (TTM)$411.80M
EBITDA (TTM)$312.59M
Year Range$23.64 - $53.05
Target Price$35.00
Short %11.93%
Short Ratio6.43

Share Price Chart


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Compare to other instruments

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Allegro MicroSystems, Inc.

Popular comparisons: ALGM vs. AOSL, ALGM vs. RMBS, ALGM vs. ALGN, ALGM vs. ALTR, ALGM vs. SMTC, ALGM vs. AMKR, ALGM vs. SNPS, ALGM vs. AVGO, ALGM vs. SPY, ALGM vs. COST

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Allegro MicroSystems, Inc., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


40.00%50.00%60.00%70.00%80.00%December2024FebruaryMarchAprilMay
62.54%
60.76%
ALGM (Allegro MicroSystems, Inc.)
Benchmark (^GSPC)

S&P 500

Returns By Period

Allegro MicroSystems, Inc. had a return of -4.96% year-to-date (YTD) and -26.85% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-4.96%11.56%
1 month10.27%7.13%
6 months1.84%17.26%
1 year-26.85%26.92%
5 years (annualized)N/A13.56%
10 years (annualized)N/A10.87%

Monthly Returns

The table below presents the monthly returns of ALGM, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-14.30%21.40%-14.39%10.13%-4.96%
202327.15%14.44%9.87%-25.46%9.95%14.77%14.33%-25.89%-16.50%-18.72%4.85%11.20%0.83%
2022-21.56%1.02%-0.94%-14.40%5.92%-19.65%20.01%-6.08%-6.30%16.29%22.55%-3.60%-17.03%
20214.73%-6.38%-3.02%-2.64%6.20%5.68%-1.05%9.63%6.36%4.38%-6.38%15.85%35.71%
20203.39%30.87%11.32%50.62%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ALGM is 19, indicating that it is in the bottom 19% of stocks on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of ALGM is 1919
ALGM (Allegro MicroSystems, Inc.)
The Sharpe Ratio Rank of ALGM is 1616Sharpe Ratio Rank
The Sortino Ratio Rank of ALGM is 1616Sortino Ratio Rank
The Omega Ratio Rank of ALGM is 1818Omega Ratio Rank
The Calmar Ratio Rank of ALGM is 1717Calmar Ratio Rank
The Martin Ratio Rank of ALGM is 2929Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Allegro MicroSystems, Inc. (ALGM) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


ALGM
Sharpe ratio
The chart of Sharpe ratio for ALGM, currently valued at -0.59, compared to the broader market-2.00-1.000.001.002.003.004.00-0.59
Sortino ratio
The chart of Sortino ratio for ALGM, currently valued at -0.68, compared to the broader market-4.00-2.000.002.004.006.00-0.68
Omega ratio
The chart of Omega ratio for ALGM, currently valued at 0.92, compared to the broader market0.501.001.502.000.92
Calmar ratio
The chart of Calmar ratio for ALGM, currently valued at -0.49, compared to the broader market0.002.004.006.00-0.49
Martin ratio
The chart of Martin ratio for ALGM, currently valued at -0.67, compared to the broader market-10.000.0010.0020.0030.00-0.67
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.34, compared to the broader market-2.00-1.000.001.002.003.004.002.34
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.31, compared to the broader market-4.00-2.000.002.004.006.003.31
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.41, compared to the broader market0.501.001.502.001.41
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.90, compared to the broader market0.002.004.006.001.90
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.93, compared to the broader market-10.000.0010.0020.0030.008.93

Sharpe Ratio

The current Allegro MicroSystems, Inc. Sharpe ratio is -0.59. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Allegro MicroSystems, Inc. with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
-0.59
2.34
ALGM (Allegro MicroSystems, Inc.)
Benchmark (^GSPC)

Dividends

Dividend History


Allegro MicroSystems, Inc. doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-45.43%
0
ALGM (Allegro MicroSystems, Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Allegro MicroSystems, Inc.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Allegro MicroSystems, Inc. was 52.85%, occurring on Nov 9, 2023. The portfolio has not yet recovered.

The current Allegro MicroSystems, Inc. drawdown is 45.43%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-52.85%Jul 19, 202381Nov 9, 2023
-46.16%Sep 16, 2021201Jul 5, 2022145Jan 31, 2023346
-32.96%Jan 22, 202177May 12, 202187Sep 15, 2021164
-25.9%Apr 3, 202318Apr 27, 202352Jul 13, 202370
-20.59%Nov 10, 20204Nov 13, 202013Dec 3, 202017

Volatility

Volatility Chart

The current Allegro MicroSystems, Inc. volatility is 15.15%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%5.00%10.00%15.00%December2024FebruaryMarchAprilMay
15.15%
3.10%
ALGM (Allegro MicroSystems, Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Allegro MicroSystems, Inc. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

0.00

Cost Of Revenue

0.00

Gross Profit

0.00
Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items