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Allison Transmission Holdings, Inc. (ALSN)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS01973R1014
CUSIP01973R101
SectorConsumer Cyclical
IndustryAuto Parts
IPO DateMar 15, 2012

Highlights

Market Cap$9.29B
EPS (TTM)$8.18
PE Ratio13.11
PEG Ratio1.50
Total Revenue (TTM)$3.20B
Gross Profit (TTM)$1.52B
EBITDA (TTM)$896.00M
Year Range$50.72 - $109.30
Target Price$101.13
Short %2.12%
Short Ratio2.09

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons: ALSN vs. VOO, ALSN vs. SPY, ALSN vs. XPEL, ALSN vs. GM, ALSN vs. F, ALSN vs. MOD, ALSN vs. WSM, ALSN vs. AAPL, ALSN vs. VONG, ALSN vs. MBG.DE

Performance

Performance Chart

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


0.00%10.00%20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
45.75%
11.72%
ALSN (Allison Transmission Holdings, Inc.)
Benchmark (^GSPC)

Returns By Period

Allison Transmission Holdings, Inc. had a return of 86.24% year-to-date (YTD) and 111.76% in the last 12 months. Over the past 10 years, Allison Transmission Holdings, Inc. had an annualized return of 14.66%, outperforming the S&P 500 benchmark which had an annualized return of 11.05%.


PeriodReturnBenchmark
Year-To-Date86.24%20.10%
1 month10.28%0.34%
6 months45.75%11.72%
1 year111.76%32.68%
5 years (annualized)21.69%13.33%
10 years (annualized)14.66%11.05%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20244.11%24.43%8.10%-9.38%3.42%0.12%16.72%5.00%3.58%11.23%86.24%
20238.37%5.37%-4.31%7.85%-2.58%19.37%3.95%3.40%-2.30%-14.63%6.54%8.73%42.31%
20224.51%5.13%-1.19%-4.64%7.45%-3.90%8.89%-12.93%-6.89%25.15%6.54%-7.14%16.85%
2021-5.63%-6.37%7.67%1.57%2.46%-6.07%0.43%-6.89%-4.49%-5.55%4.23%5.09%-14.08%
2020-8.53%-8.14%-19.33%11.44%4.32%-2.49%1.58%-3.53%-2.04%2.87%14.04%5.07%-9.08%
201910.84%2.12%-9.34%4.32%-11.38%11.98%-0.86%-2.98%5.90%-7.31%11.36%-0.17%11.50%
20182.72%-10.09%-1.44%-0.18%6.32%-1.98%16.08%6.00%4.73%-15.25%7.21%-6.79%3.34%
20173.83%2.86%0.63%7.27%0.52%-3.12%0.77%-7.73%8.06%13.22%-3.06%4.95%29.90%
2016-8.11%0.19%13.94%6.78%-1.97%0.50%2.09%-3.22%3.39%2.13%13.83%1.57%33.10%
2015-7.61%2.08%0.38%-3.95%0.22%-4.38%-0.27%-1.49%-6.68%7.53%-2.05%-7.40%-22.08%
20144.06%4.08%0.54%-0.33%4.20%0.42%-5.85%5.20%-7.14%14.00%1.73%3.07%24.84%
20139.11%3.94%3.94%-5.00%4.87%-3.03%2.95%-4.76%11.28%-2.79%12.32%1.43%37.62%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of ALSN is 98, placing it in the top 2% 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 ALSN is 9898
Combined Rank
The Sharpe Ratio Rank of ALSN is 9999Sharpe Ratio Rank
The Sortino Ratio Rank of ALSN is 9898Sortino Ratio Rank
The Omega Ratio Rank of ALSN is 9898Omega Ratio Rank
The Calmar Ratio Rank of ALSN is 9999Calmar Ratio Rank
The Martin Ratio Rank of ALSN is 9797Martin 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 Allison Transmission Holdings, Inc. (ALSN) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


ALSN
Sharpe ratio
The chart of Sharpe ratio for ALSN, currently valued at 4.06, compared to the broader market-4.00-2.000.002.004.004.06
Sortino ratio
The chart of Sortino ratio for ALSN, currently valued at 5.29, compared to the broader market-4.00-2.000.002.004.005.29
Omega ratio
The chart of Omega ratio for ALSN, currently valued at 1.75, compared to the broader market0.501.001.502.001.75
Calmar ratio
The chart of Calmar ratio for ALSN, currently valued at 7.06, compared to the broader market0.002.004.006.007.06
Martin ratio
The chart of Martin ratio for ALSN, currently valued at 23.66, compared to the broader market0.0010.0020.0030.0023.66
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.88, compared to the broader market-4.00-2.000.002.004.002.88
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.82, compared to the broader market-4.00-2.000.002.004.003.82
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.54, compared to the broader market0.501.001.502.001.54
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.52, compared to the broader market0.002.004.006.003.52
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.62, compared to the broader market0.0010.0020.0030.0018.62

Sharpe Ratio

The current Allison Transmission Holdings, Inc. Sharpe ratio is 4.06. 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 Allison Transmission Holdings, 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 Ratio1.502.002.503.003.504.00JuneJulyAugustSeptemberOctoberNovember
4.06
2.88
ALSN (Allison Transmission Holdings, Inc.)
Benchmark (^GSPC)

Dividends

Dividend History

Allison Transmission Holdings, Inc. provided a 0.91% dividend yield over the last twelve months, with an annual payout of $0.98 per share. The company has been increasing its dividends for 11 consecutive years.


1.20%1.40%1.60%1.80%2.00%2.20%2.40%$0.00$0.20$0.40$0.60$0.80$1.0020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.98$0.92$0.84$0.76$0.68$0.60$0.60$0.60$0.60$0.60$0.51$0.42

Dividend yield

0.91%1.58%2.02%2.09%1.58%1.24%1.37%1.39%1.78%2.32%1.50%1.52%

Monthly Dividends

The table displays the monthly dividend distributions for Allison Transmission Holdings, Inc.. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.25$0.00$0.25$0.00$0.00$0.25$0.00$0.00$0.00$0.75
2023$0.00$0.00$0.23$0.00$0.23$0.00$0.00$0.23$0.00$0.00$0.23$0.00$0.92
2022$0.00$0.00$0.21$0.00$0.21$0.00$0.00$0.21$0.00$0.00$0.21$0.00$0.84
2021$0.00$0.19$0.00$0.00$0.19$0.00$0.00$0.19$0.00$0.00$0.19$0.00$0.76
2020$0.00$0.00$0.17$0.00$0.17$0.00$0.00$0.17$0.00$0.00$0.17$0.00$0.68
2019$0.00$0.00$0.15$0.00$0.15$0.00$0.00$0.15$0.00$0.00$0.15$0.00$0.60
2018$0.00$0.15$0.00$0.00$0.15$0.00$0.00$0.15$0.00$0.00$0.15$0.00$0.60
2017$0.00$0.00$0.15$0.00$0.15$0.00$0.00$0.15$0.00$0.00$0.15$0.00$0.60
2016$0.00$0.15$0.00$0.00$0.15$0.00$0.00$0.15$0.00$0.00$0.15$0.00$0.60
2015$0.00$0.15$0.00$0.00$0.15$0.00$0.00$0.15$0.00$0.00$0.15$0.00$0.60
2014$0.00$0.12$0.00$0.00$0.12$0.00$0.00$0.12$0.00$0.00$0.15$0.00$0.51
2013$0.06$0.00$0.00$0.12$0.00$0.00$0.12$0.00$0.00$0.12$0.00$0.42

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%0.9%
Allison Transmission Holdings, Inc. has a dividend yield of 0.91%, which signifies it pays a smaller percentage of its stock price in dividends to its shareholders compared to other companies in the market.
Payout Ratio
200.0%400.0%600.0%800.0%11.9%
Allison Transmission Holdings, Inc. has a payout ratio of 11.94%, which is below the market average. This means Allison Transmission Holdings, Inc. returns a smaller proportion of its earnings to shareholders as dividends, suggesting it retains a higher portion for reinvestment, growth, or debt payment.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.75%
-2.32%
ALSN (Allison Transmission Holdings, Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Allison Transmission Holdings, 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 Allison Transmission Holdings, Inc. was 48.67%, occurring on Mar 23, 2020. Recovery took 732 trading sessions.

The current Allison Transmission Holdings, Inc. drawdown is 0.75%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.67%Sep 24, 2018376Mar 23, 2020732Feb 16, 20231108
-35.96%Nov 26, 2014304Feb 11, 2016203Nov 30, 2016507
-35.01%Apr 4, 201269Jul 12, 2012249Jul 11, 2013318
-17.3%Sep 5, 202341Oct 31, 202360Jan 29, 2024101
-17.08%Jan 29, 201839Mar 23, 201889Jul 31, 2018128

Volatility

Volatility Chart

The current Allison Transmission Holdings, Inc. volatility is 9.21%, 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.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
9.21%
3.23%
ALSN (Allison Transmission Holdings, Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

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

Annual
Quarterly

0.0

Valuation

The Valuation section provides an assessment of the market value of Allison Transmission Holdings, Inc. compared to its peers in the Auto Parts industry.


PE Ratio
50.0100.0150.013.1
The chart displays the price to earnings (P/E) ratio for ALSN in comparison to other companies of the Auto Parts industry. Currently, ALSN has a PE value of 13.1. This PE ratio falls in the average range for the industry.
PEG Ratio
-30.0-20.0-10.00.010.01.5
The chart displays the price to earnings to growth (PEG) ratio for ALSN in comparison to other companies of the Auto Parts industry. Currently, ALSN has a PEG value of 1.5. This PEG ratio is much higher than those of other companies of the industry. This might be an indicator of the company being overvalued.

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for Allison Transmission Holdings, Inc..


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Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items