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ALGM Allegro MicroSystems, Inc.

Technology

30.53 Close 10/30
Since 2024-12-02 +35.6%
Open
30.71
High
31.65
Low
30.01
Prev close
33.03
Volume
5M
Amplitude
4.97%
P/E
196.2
P/B
5.7
Revenue YoY (TTM)
+27.9%
52W 22.41 71.77

Is Allegro MicroSystems, Inc. a buy? Fundamentals and valuation first

As of 2026-10-30

Risk / liquidity: Good; Valuation: Pricey.

Valuation Pricey Free-cash-flow yield is Good, but TTM P/E is Expensive.
TTM P/E 196.21 96th percentile Expensive
Price / book 5.68 85th percentile Expensive
Free-cash-flow yield (%) 1.84 54th percentile Good
US Stock Backtest in Python: Price-to-Book Ratio StrategyQuality Factor Investing: A US Quality Value Backtest
Quality Neutral FCF margin, TTM is Good, but ROE, TTM is Average.
ROE, TTM (%) 3.09 48th percentile Average
Operating margin, TTM (%) 8.73 53th percentile Good
FCF margin, TTM (%) 10.4 62th percentile Good
Quality Factor Investing: A US Quality Value Backtest
Growth Neutral Revenue growth, TTM YoY is Top, but Diluted EPS growth, TTM YoY is Lagging.
Revenue growth, TTM YoY (%) 27.92 80th percentile Top
Diluted EPS growth, TTM YoY (%) -200.78 10th percentile Lagging
Momentum Neutral 240-day return is Good, but 60-day return is Lagging.
60-day return (%) -28.1 19th percentile Lagging
240-day return (%) 23.55 74th percentile Good
Momentum Trading Strategy: A 12-1 Momentum Backtest
Risk / liquidity Good 20-day dollar volume is Top, but 60-day annualized volatility is Average.
20-day dollar volume 116,111,257 88th percentile Top
60-day annualized volatility (%) 57.28 62th percentile Average
Factor Investing Explained: 10 Classic Factors in US Stocks

Allegro MicroSystems, Inc. (ALGM) today

2 quant signals active · As of 2026-10-30

Win rate and excess are historical post-trigger stats vs the market. Click a signal for its full definition and samples; history does not predict future results.

FinLab Studio

From Allegro MicroSystems, Inc. to every stock like it

AI finds several complementary traits of Allegro MicroSystems, Inc. across different dimensions, combines them into a multifactor strategy, and backtests it against the market.

Screen stocks like Allegro MicroSystems, Inc.

Allegro MicroSystems, Inc. (ALGM) peers and tracking

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Allegro MicroSystems, Inc. (ALGM) quant signal backtests

Signals active now

Each active condition is tested against this stock’s own history and benchmarked versus the S&P 500.

Filed revenue acceleration

Active · now 27.92%

TTM revenue growth is at least 10% and improved versus the prior filed quarter; event date is the SEC filing date.

9 historical occurrences (since 2021-10-29)

Average forward return after Filed revenue acceleration

20-day: Win 37.5%, Sample 8, Median -5.26%, Excess +2.18%, Beat mkt rate 37.5%

60-day: Win 25%, Sample 8, Median -13.48%, Excess -12.44%, Beat mkt rate 12.5%

120-day: Win 33.3%, Sample 6, Median -20.2%, Excess -12.48%, Beat mkt rate 33.3%

120 days after: historical avg -11.39%

20-day +1.52%
60-day -12.47%
120-day -11.39%
20-day
60-day
120-day
Win
37.5%
25%
33.3%
Sample
8
8
6
Median
-5.26%
-13.48%
-20.2%
Excess
+2.18%
-12.44%
-12.48%
Beat mkt rate
37.5%
12.5%
33.3%

Over 6 occurrences, 120-day forward avg declined 11.39%, lagged the market by 12.48 pts; win rate 33.3%.

EPS surprise beat

Active · now 6.34%

Reported EPS beat consensus estimate by at least 5%; event date is the earnings-surprise timestamp.

PEAD: Post-Earnings Announcement Drift Backtest
20 historical occurrences (since 2021-02-02)

Average forward return after EPS surprise beat

20-day: Win 57.9%, Sample 19, Median +4.12%, Excess +1.09%, Beat mkt rate 47.4%

60-day: Win 47.4%, Sample 19, Median -4.68%, Excess -2.88%, Beat mkt rate 36.8%

120-day: Win 61.1%, Sample 18, Median +9.68%, Excess +4.23%, Beat mkt rate 50%

120 days after: historical avg +10.81%

20-day +2.74%
60-day -0.88%
120-day +10.81%
20-day
60-day
120-day
Win
57.9%
47.4%
61.1%
Sample
19
19
18
Median
+4.12%
-4.68%
+9.68%
Excess
+1.09%
-2.88%
+4.23%
Beat mkt rate
47.4%
36.8%
50%

Over 18 occurrences, 120-day forward avg gained 10.81%, beat the market by 4.23 pts; win rate 61.1%.

Valuation regime and forward returns

Daily TTM P/E is converted into an expanding own-history percentile, then grouped into five valuation regimes. Forward returns use adjusted prices over the next 240 trading days.

PE percentile bandSample days240-day avg returnMedianWin rateAvg excess (vs index)
0-20 68+26.4% +24.5% 94.1% -33.5%
20-40 0Insufficient data
40-60 0Insufficient data
60-80 0Insufficient data
80-100 You are here0Insufficient data

Quarterly EPS is aligned by SEC filing date before it is forward-filled to daily prices. The expanding percentile uses only information available up to each day.

Current TTM P/E is about 196.21, placing it in the 82.4 own-history percentile, inside the 80-100 bucket.

More history: Valuation × momentum analogs, Market-wide momentum baseline, Signals not active now

Valuation × momentum analogs

Each historical day is grouped by own-history P/E tercile and 60-day momentum direction, then tested for the next 120-trading-day adjusted return.

Valuation
Momentum
Cheap (own-history bottom third)
Middle
Expensive (own-history top third)
60-day momentum up
-3.3%
Win rate 45.3% Excess -25.2%
75d
Insufficient data
(1d)
Insufficient data
(0d)
60-day momentum down
+6.3%
Win rate 54.4% Excess -15%
103d
Insufficient data
(6d)
Now
Insufficient data
(3d)

Days = trading days in this bucket; returns use adjusted prices, ex-costs. 60-day momentum: direction of this stock's price over the past 60 trading days.

Market-wide momentum baseline

Across 99,493 liquid US common-stock samples, top-quintile 6-month momentum was followed by an average 60-trading-day return of +6.42%, a 58.4% positive-return rate, and +3.08 percentage points of average excess return versus the S&P 500.

Baseline: weekly samples since 2016 where a liquid US common stock ranked in the top quintile by 126-trading-day momentum. Forward return is 60 trading days; excess return is versus S&P 500 (^GSPC).

Signals not active now

Inactive signals still show the stock-specific historical forward-return distribution for context.

52-week adjusted-price high

Pending

Adjusted close first reaches a 252-trading-day high; repeated hits within 20 days count once.

7 times historically; 60-day forward avg -4.39%, win rate 42.9%, beating the market by -8.05 pts on average.

Top-quintile 6-month momentum

Pending

The stock ranks in the top 20% of the liquid US common-stock universe by 126-day adjusted return.

Momentum Trading Strategy: A 12-1 Momentum Backtest

11 times historically; 60-day forward avg +4.32%, win rate 54.5%, beating the market by +0.98 pts on average.

Method and limits

  • Returns use us_price:adj_close, adjusted for splits and dividends where available.
  • Excess returns use world_index:^GSPC as the S&P 500 benchmark proxy.
  • Quarterly fundamentals are aligned to SEC filing dates before daily valuation studies.
  • The promoted universe starts from active NYSE/NASDAQ common stocks, then applies price and dollar-volume gates.
  • Snapshot-only tables such as analyst consensus, DCF, us_ratios, and us_key_metrics are intentionally excluded from historical evidence.
  • Overlapping event windows are descriptive distributions, not independent samples.

This page is for historical data analysis and education only. It is not investment advice. Backtests and historical return distributions do not predict future performance; evaluate risk independently before trading.