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ALGM

Allegro MicroSystems, Inc. Technology As of 2026-06-18
Quality Weak
Valuation Cheaper
Risk High vol
Active signals Active 52-week adjusted-price high Top-quintile 6-month momentum Filed revenue acceleration
59 Close (USD)
+81.09% 60-day
  • Quality is weaker than peers. Operating margin is only around the 42th percentile. TTM ROE is about -1.6%.
  • Valuation is cheaper than most peers. TTM P/E is in the 1th percentile, lower than most liquid US common stocks.
  • Recent volatility is elevated. 60-day annualized volatility is in the 83th percentile. Average 20-day dollar volume is about $125.7M.
  • Signals are active now. 52-week adjusted-price high, Top-quintile 6-month momentum, Filed revenue acceleration currently holds; the tables below show what followed in this stock’s own history.

Factor profile

Factor radar Neutral Valuation
52
ValuationQualityGrowthMomentumRisk / liquidity

Valuation

Indicators in this group are ranked by market percentile; lower valuation and volatility are better.

52 Neutral
TTM P/E -727.5
Cheap
Price / book 11.43
Expensive
Free-cash-flow yield (%) 1.14
Good

Historical evidence

Signals active now

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

52-week adjusted-price high

Active

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

7 historical occurrences (since 2023-01-12)
Average forward return after 52-week adjusted-price high。20-day: Win 50%, Sample 6, Median -0.41%, Excess -1.44%, Beat mkt rate 16.7%；60-day: Win 40%, Sample 5, Median -6.68%, Excess -5.82%, Beat mkt rate 40%

60 days after: historical avg -2.24%

20-day +0.51%
60-day -2.24%
20-day
60-day
Win
50%
40%
Sample
6
5
Median
-0.41%
-6.68%
Excess
-1.44%
-5.82%
Beat mkt rate
16.7%
40%

Over 5 occurrences, 60-day forward avg declined 2.24%, lagged the market by 5.82 pts; win rate 40%.

Top-quintile 6-month momentum

Active · now 94.91525423728814%

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

11 historical occurrences (since 2021-09-13)
Average forward return after Top-quintile 6-month momentum。20-day: Win 54.5%, Sample 11, Median +5.17%, Excess +2.89%, Beat mkt rate 54.5%；60-day: Win 50%, Sample 10, Median -2.59%, Excess -1.87%, Beat mkt rate 30%；120-day: Win 50%, Sample 10, Median -3.91%, Excess -4.07%, Beat mkt rate 40%

120 days after: historical avg -2.72%

20-day +4.4%
60-day +0.78%
120-day -2.72%
20-day
60-day
120-day
Win
54.5%
50%
50%
Sample
11
10
10
Median
+5.17%
-2.59%
-3.91%
Excess
+2.89%
-1.87%
-4.07%
Beat mkt rate
54.5%
30%
40%

Over 10 occurrences, 120-day forward avg declined 2.72%, lagged the market by 4.07 pts; win rate 50%.

Filed revenue acceleration

Active · now 22.770846034377644%

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

7 historical occurrences (since 2021-10-29)
Average forward return after Filed revenue acceleration。20-day: Win 33.3%, Sample 6, Median -5.26%, Excess -0.53%, Beat mkt rate 33.3%；60-day: Win 33.3%, Sample 6, Median -12.47%, Excess -9.96%, Beat mkt rate 16.7%；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 -1.96%
60-day -10.96%
120-day -11.39%
20-day
60-day
120-day
Win
33.3%
33.3%
33.3%
Sample
6
6
6
Median
-5.26%
-12.47%
-20.2%
Excess
-0.53%
-9.96%
-12.48%
Beat mkt rate
33.3%
16.7%
33.3%

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

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 3Insufficient data
20-40 0Insufficient data
40-60 You are here0Insufficient data
60-80 0Insufficient data
80-100 0Insufficient 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 54.58, placing it in the 57.1 own-history percentile, inside the 40-60 bucket.

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
-19.5%
Win rate 10.9% Excess -30%
46d
Now
Insufficient data
(0d)
Insufficient data
(0d)
60-day momentum down
-4.5%
Win rate 39% Excess -18%
77d
Insufficient data
(0d)
Insufficient data
(0d)

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 94,737 liquid US common-stock samples, top-quintile 6-month momentum was followed by an average 60-trading-day return of +6.40%, a 58.3% positive-return rate, and +3.10 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.

EPS surprise beat

Pending

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

19 times historically; 60-day forward avg +0.41%, win rate 50%, beating the market by -1.57 pts on average.

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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.