(ALV) Allianz SE VNA O.N. - Ratings and Ratios
Property-Casualty, Life-Health, Asset-Management, Banking, Digital-Invest
ALV EPS (Earnings per Share)
ALV Revenue
| Risk via 10d forecast | |
|---|---|
| Volatility | 16.4% |
| Value at Risk 5%th | 27.1% |
| Reward | |
|---|---|
| Sharpe Ratio | 1.26 |
| Alpha Jensen | 20.02 |
| Character | |
|---|---|
| Hurst Exponent | 0.595 |
| Beta | 0.708 |
| Drawdowns 3y | |
|---|---|
| Max DD | 12.03% |
| Mean DD | 2.64% |
Description: ALV Allianz SE VNA O.N. September 25, 2025
Allianz SE (XETRA: ALV) is a globally diversified insurer and asset manager headquartered in Munich, Germany, operating through four main divisions: Property-Casualty, Life/Health, Asset Management, and Corporate & Other services.
The Property-Casualty segment underwrites motor liability, accident, fire-and-property, legal expense, credit, and travel cover for both private and corporate clients. In 2023 the segment reported a combined ratio of 94.5%, indicating underwriting profitability before investment income (source: Allianz 2023 Annual Report).
The Life/Health segment offers individual and group products such as annuities, term and endowment policies, unit-linked contracts, private health, supplemental health, and long-term care insurance. Its 2023 net profit contribution rose 4% year-on-year, driven by higher demand for retirement-linked solutions amid an aging European population.
Allianz’s Asset Management arm serves institutional and retail investors with equity, fixed-income, multi-asset, real-estate, infrastructure, and liquid-alternative funds. As of year-end 2023, assets under management (AUM) reached €1.1 trillion, a 6% increase, reflecting strong inflows into ESG-focused and real-asset strategies.
The Corporate & Other segment provides retail banking and digital investment services, complementing the group’s cross-selling opportunities and enhancing fee-based revenue streams.
Key macro drivers for Allianz include European interest-rate trends (higher rates boost investment yields but can pressure insurance liabilities), Solvency II capital requirements (which affect underwriting capacity), and the gradual recovery of motor insurance premiums as new-car sales rebound after the pandemic-induced slump.
For a data-rich, model-ready deep-dive into Allianz’s valuation sensitivities and scenario analyses, consider exploring the detailed dashboards on ValueRay.
ALV Stock Overview
| Market Cap in USD | 158,791m |
| Sub-Industry | Multi-line Insurance |
| IPO / Inception | |
| Return 12m vs S&P 500 | 12.0% |
| Analyst Rating | - |
ALV Dividends
| Dividend Yield | 4.29% |
| Yield on Cost 5y | 10.29% |
| Yield CAGR 5y | 9.50% |
| Payout Consistency | 97.8% |
| Payout Ratio | 75.9% |
ALV Growth Ratios
| CAGR | 27.52% |
| CAGR/Max DD Calmar Ratio | 2.29 |
| CAGR/Mean DD Pain Ratio | 10.42 |
| Current Volume | 474.7k |
| Average Volume | 412.5k |
Piotroski VR‑10 (Strict, 0-10) 6.5
| Net Income (10.21b TTM) > 0 and > 6% of Revenue (6% = 7.88b TTM) |
| FCFTA 0.04 (>2.0%) and ΔFCFTA 1.19pp (YES ≥ +1.0pp, WARN ≥ +0.5pp) |
| NWC/Revenue 47.70% (prev -13.87%; Δ 61.57pp) (YES ≤20% & Δ≤-1pp; WARN ≤25% & Δ≤0 oder ≤40% & Δ≤-3pp) |
| CFO/TA 0.04 (>3.0%) and CFO 36.77b > Net Income 10.21b (YES >=105%, WARN >=100%) |
| Net Debt (-5.70b) to EBITDA (15.57b) ratio: -0.37 <= 3.0 (WARN <= 3.5) |
| Current Ratio 2.47 (target 1.5–3.0; WARN 1.2–<1.5 or >3.0–5.0; CFO/TA gate active) |
| Outstanding Shares last Quarter (386.0m) change vs 12m ago -0.90% (target <= -2.0% for YES) |
| Gross Margin 82.54% (prev 97.78%; Δ -15.24pp) >=18% & Δ>=+0.5pp (WARN >=15% & Δ>=0) |
| Asset Turnover 13.19% (prev 12.04%; Δ 1.15pp) >=50% & Δ>=+2pp (WARN >=35% & Δ>=0) |
| Interest Coverage Ratio 26.08 (EBITDA TTM 15.57b / Interest Expense TTM 586.0m) >= 6 (WARN >= 3) |
Altman Z'' 0.65
| (A) 0.06 = (Total Current Assets 105.38b - Total Current Liabilities 42.74b) / Total Assets 992.88b |
| (B) 0.03 = Retained Earnings (Balance) 31.74b / Total Assets 992.88b |
| (C) 0.02 = EBIT TTM 15.28b / Avg Total Assets 995.62b |
| (D) 0.03 = Book Value of Equity 29.46b / Total Liabilities 932.37b |
| Total Rating: 0.65 = (6.56 * A) + (3.26 * B) + (6.72 * C) + (1.05 * D) |
ValueRay F-Score (Strict, 0-100) 76.23
| 1. Piotroski 6.50pt = 1.50 |
| 2. FCF Yield -8.19% = -4.10 |
| 3. FCF Margin 26.52% = 6.63 |
| 4. Debt/Equity 0.49 = 2.38 |
| 5. Debt/Ebitda -0.37 = 2.50 |
| 6. ROIC - WACC (= 9.83)% = 12.29 |
| 7. RoE 17.18% = 1.43 |
| 8. Rev. Trend -3.64% = -0.27 |
| 9. EPS Trend 77.33% = 3.87 |
What is the price of ALV shares?
Over the past week, the price has changed by +1.47%, over one month by -2.60%, over three months by -1.35% and over the past year by +29.36%.
Is Allianz SE VNA O.N. a good stock to buy?
Based on momentum, paid dividends and discounted-cash-flow analyses, the fair value of ALV is around 423.76 EUR . This means that ALV is currently undervalued and has a potential upside of +17.39% (Margin of Safety).
Is ALV a buy, sell or hold?
What are the forecasts/targets for the ALV price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | 365 | 1.1% |
| Analysts Target Price | - | - |
| ValueRay Target Price | 467.2 | 29.4% |
ALV Fundamental Data Overview January 01, 1970
Market Cap EUR = 137.56b (137.56b EUR * 1.0 EUR.EUR)
P/E Trailing = 13.6862
P/E Forward = 11.3766
P/S = 1.2618
P/B = 2.4369
P/EG = 1.3874
Beta = 0.708
Revenue TTM = 131.33b EUR
EBIT TTM = 15.28b EUR
EBITDA TTM = 15.57b EUR
Long Term Debt = 25.81b EUR (from longTermDebt, last quarter)
Short Term Debt = 2.36b EUR (from shortTermDebt, last fiscal year)
Debt = 28.19b EUR (from shortLongTermDebtTotal, last quarter)
Net Debt = -5.70b EUR (from netDebt column, last quarter)
Enterprise Value = -425.20b EUR (137.56b + Debt 28.19b - CCE 590.95b)
Interest Coverage Ratio = 26.08 (Ebit TTM 15.28b / Interest Expense TTM 586.0m)
FCF Yield = -8.19% (FCF TTM 34.83b / Enterprise Value -425.20b)
FCF Margin = 26.52% (FCF TTM 34.83b / Revenue TTM 131.33b)
Net Margin = 7.77% (Net Income TTM 10.21b / Revenue TTM 131.33b)
Gross Margin = 82.54% ((Revenue TTM 131.33b - Cost of Revenue TTM 22.93b) / Revenue TTM)
Gross Margin QoQ = 86.50% (prev 77.26%)
Tobins Q-Ratio = -0.43 (set to none) (Enterprise Value -425.20b / Total Assets 992.88b)
Interest Expense / Debt = 0.67% (Interest Expense 190.0m / Debt 28.19b)
Taxrate = 26.43% (1.08b / 4.10b)
NOPAT = 11.24b (EBIT 15.28b * (1 - 26.43%))
Current Ratio = 2.47 (Total Current Assets 105.38b / Total Current Liabilities 42.74b)
Debt / Equity = 0.49 (Debt 28.19b / totalStockholderEquity, last quarter 57.20b)
Debt / EBITDA = -0.37 (Net Debt -5.70b / EBITDA 15.57b)
Debt / FCF = -0.16 (Net Debt -5.70b / FCF TTM 34.83b)
Total Stockholder Equity = 59.41b (last 4 quarters mean from totalStockholderEquity)
RoA = 1.03% (Net Income 10.21b / Total Assets 992.88b)
RoE = 17.18% (Net Income TTM 10.21b / Total Stockholder Equity 59.41b)
RoCE = 17.93% (EBIT 15.28b / Capital Employed (Equity 59.41b + L.T.Debt 25.81b))
RoIC = 17.07% (NOPAT 11.24b / Invested Capital 65.86b)
WACC = 7.24% (E(137.56b)/V(165.75b) * Re(8.62%) + D(28.19b)/V(165.75b) * Rd(0.67%) * (1-Tc(0.26)))
Discount Rate = 8.62% (= CAPM, Blume Beta Adj.)
Shares Correlation 3-Years: -100.0 | Cagr: -0.70%
[DCF Debug] Terminal Value 79.59% ; FCFE base≈30.16b ; Y1≈37.21b ; Y5≈63.49b
Fair Price DCF = 2508 (DCF Value 966.88b / Shares Outstanding 385.6m; 5y FCF grow 25.0% → 3.0% )
EPS Correlation: 77.33 | EPS CAGR: 7.69% | SUE: 1.91 | # QB: 1
Revenue Correlation: -3.64 | Revenue CAGR: -1.92% | SUE: 1.40 | # QB: 2