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Allison Transmission Holdings, Inc. (ALSN)

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

Company Info

ISINUS01973R1014
CUSIP01973R101
SectorConsumer Cyclical
IndustryAuto Parts

Trading Data

Previous Close$44.50
Year Range$32.47 - $44.50
EMA (50)$39.92
EMA (200)$37.87
Average Volume$878.18K
Market Capitalization$4.08B

ALSNShare Price Chart


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ALSNPerformance

The chart shows the growth of $10,000 invested in Allison Transmission Holdings, Inc. in Mar 2012 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $22,699 for a total return of roughly 126.99%. All prices are adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
11.22%
-2.57%
ALSN (Allison Transmission Holdings, Inc.)
Benchmark (^GSPC)

ALSNCompare to other instruments

Search for stocks, ETFs, and funds to compare with ALSN

ALSNReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M13.40%4.33%
6M14.22%-0.78%
YTD23.73%-15.53%
1Y19.84%-14.36%
5Y4.22%9.13%
10Y9.76%11.10%

ALSNMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20224.51%5.13%-1.19%-4.64%7.45%-3.90%8.89%-12.93%-6.89%25.15%4.76%
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%
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%
201910.84%2.12%-9.34%4.32%-11.38%11.98%-0.86%-2.98%5.90%-7.31%11.36%-0.17%
20182.72%-10.09%-1.44%-0.18%6.32%-1.99%16.08%6.00%4.73%-15.25%7.21%-6.79%
20173.83%2.86%0.63%7.27%0.51%-3.12%0.77%-7.73%8.06%13.22%-3.06%4.95%
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%
2015-7.61%2.07%0.38%-3.94%0.22%-4.38%-0.27%-1.49%-6.68%7.53%-2.05%-7.40%
20144.06%4.08%0.54%-0.33%4.20%0.42%-5.85%5.20%-7.14%14.00%1.73%3.07%
20139.11%3.94%3.94%-5.00%4.88%-3.03%2.95%-4.76%11.28%-2.79%12.32%1.43%
20122.05%-12.48%-11.35%-4.93%7.12%-5.23%13.22%0.35%3.26%-1.78%

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 0.65. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
0.65
-0.60
ALSN (Allison Transmission Holdings, Inc.)
Benchmark (^GSPC)

ALSNDividend History

Allison Transmission Holdings, Inc. granted a 1.91% dividend yield in the last twelve months. The annual payout for that period amounted to $0.84 per share.


PeriodTTM2021202020192018201720162015201420132012
Dividend$0.84$0.76$0.68$0.60$0.60$0.60$0.60$0.60$0.51$0.42$0.18

Dividend yield

1.91%2.13%1.64%1.32%1.47%1.52%1.97%2.62%1.74%1.79%1.05%

ALSNDrawdowns Chart

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


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2022FebruaryMarchAprilMayJuneJulyAugustSeptemberOctoberNovember
-11.17%
-16.06%
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 17.23%. 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.


10.00%20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
17.23%
12.31%
ALSN (Allison Transmission Holdings, Inc.)
Benchmark (^GSPC)