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Allison Transmission Holdings, Inc. (ALSN)

Equity · Currency in USD · Last updated Jun 28, 2022

Company Info

ISINUS01973R1014
CUSIP01973R101
SectorConsumer Cyclical
IndustryAuto Parts

Trading Data

Previous Close$38.87
Year Range$32.06 - $41.45
EMA (50)$38.68
EMA (200)$37.93
Average Volume$826.70K
Market Capitalization$3.69B

ALSNShare Price Chart


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ALSNPerformance

The chart shows the growth of $10,000 invested in Allison Transmission Holdings, Inc. on Mar 16, 2012 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $19,828 for a total return of roughly 98.28%. All prices are adjusted for splits and dividends.


ALSN (Allison Transmission Holdings, Inc.)
Benchmark (^GSPC)

ALSNReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-1.84%-6.21%
YTD8.08%-18.17%
6M13.55%-17.47%
1Y-1.55%-8.89%
5Y2.55%10.04%
10Y10.55%11.39%

ALSNMonthly Returns Heatmap


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ALSNSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Allison Transmission Holdings, Inc. Sharpe ratio is -0.05. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


ALSN (Allison Transmission Holdings, Inc.)
Benchmark (^GSPC)

ALSNDividend History

Allison Transmission Holdings, Inc. granted a 2.06% dividend yield in the last twelve months. The annual payout for that period amounted to $0.80 per share.


PeriodTTM2021202020192018201720162015201420132012
Dividend$0.80$0.76$0.68$0.60$0.60$0.60$0.60$0.60$0.51$0.42$0.18

Dividend yield

2.06%2.11%1.62%1.30%1.45%1.50%1.95%2.60%1.72%1.77%1.04%

ALSNDrawdowns Chart

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


ALSN (Allison Transmission Holdings, Inc.)
Benchmark (^GSPC)

ALSNWorst Drawdowns

The table below shows the maximum drawdowns of the Allison Transmission Holdings, Inc.. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Allison Transmission Holdings, Inc. is 48.67%, recorded on Mar 23, 2020. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.67%Sep 24, 2018376Mar 23, 2020
-35.96%Nov 26, 2014304Feb 11, 2016203Nov 30, 2016507
-35.01%Apr 4, 201269Jul 12, 2012249Jul 11, 2013318
-17.08%Jan 29, 201839Mar 23, 201889Jul 31, 2018128
-16.86%Jul 24, 201457Oct 13, 201413Oct 30, 201470
-14.62%Jun 2, 201768Sep 7, 201730Oct 19, 201798
-11.32%Nov 3, 201711Nov 17, 201730Jan 3, 201841
-9.87%Feb 15, 201741Apr 13, 20179Apr 27, 201750
-9.13%Jul 12, 201325Aug 15, 201318Sep 11, 201343
-7.82%Oct 23, 20136Oct 30, 201312Nov 15, 201318

ALSNVolatility Chart

Current Allison Transmission Holdings, Inc. volatility is 45.63%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


ALSN (Allison Transmission Holdings, Inc.)
Benchmark (^GSPC)

Portfolios with Allison Transmission Holdings, Inc.


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