Autoliv Stock Market Value
| ALV Stock | USD 99.12 0.52 0.53% |
| Symbol | Autoliv |
Autoliv Price To Book Ratio
Is Automotive Parts & Equipment space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Autoliv. If investors know Autoliv will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Autoliv listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.108 | Dividend Share 2.72 | Earnings Share 7.66 | Revenue Per Share 129.3 | Quarterly Revenue Growth (0.02) |
The market value of Autoliv is measured differently than its book value, which is the value of Autoliv that is recorded on the company's balance sheet. Investors also form their own opinion of Autoliv's value that differs from its market value or its book value, called intrinsic value, which is Autoliv's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Autoliv's market value can be influenced by many factors that don't directly affect Autoliv's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Autoliv's value and its price as these two are different measures arrived at by different means. Investors typically determine if Autoliv is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Autoliv's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Autoliv 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Autoliv's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Autoliv.
| 09/01/2024 |
| 11/30/2024 |
If you would invest 0.00 in Autoliv on September 1, 2024 and sell it all today you would earn a total of 0.00 from holding Autoliv or generate 0.0% return on investment in Autoliv over 90 days. Autoliv is related to or competes with Gentex, Adient PLC, Fox Factory, Dana, Lear, Commercial Vehicle, and American Axle. Autoliv, Inc., through its subsidiaries, develops, manufactures, and supplies passive safety systems to the automotive i... More
Autoliv Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Autoliv's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Autoliv upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.86 | |||
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 8.85 | |||
| Value At Risk | (3.14) | |||
| Potential Upside | 2.8 |
Autoliv Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Autoliv's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Autoliv's standard deviation. In reality, there are many statistical measures that can use Autoliv historical prices to predict the future Autoliv's volatility.| Risk Adjusted Performance | 0.0069 | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | (0.33) | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | (0.01) |
Autoliv Backtested Returns
At this stage we consider Autoliv Stock to be very steady. Autoliv secures Sharpe Ratio (or Efficiency) of 0.0094, which signifies that the company had a 0.0094% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Autoliv, which you can use to evaluate the volatility of the firm. Please confirm Autoliv's Downside Deviation of 1.86, risk adjusted performance of 0.0069, and Mean Deviation of 1.54 to double-check if the risk estimate we provide is consistent with the expected return of 0.0183%. The firm shows a Beta (market volatility) of 0.96, which signifies possible diversification benefits within a given portfolio. Autoliv returns are very sensitive to returns on the market. As the market goes up or down, Autoliv is expected to follow. Autoliv right now shows a risk of 1.96%. Please confirm Autoliv value at risk, as well as the relationship between the skewness and day median price , to decide if Autoliv will be following its price patterns.
Auto-correlation | -0.34 |
Poor reverse predictability
Autoliv has poor reverse predictability. Overlapping area represents the amount of predictability between Autoliv time series from 1st of September 2024 to 16th of October 2024 and 16th of October 2024 to 30th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Autoliv price movement. The serial correlation of -0.34 indicates that nearly 34.0% of current Autoliv price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.34 | |
| Spearman Rank Test | -0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 5.56 |
Autoliv lagged returns against current returns
Autocorrelation, which is Autoliv stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Autoliv's stock expected returns. We can calculate the autocorrelation of Autoliv returns to help us make a trade decision. For example, suppose you find that Autoliv has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Autoliv regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Autoliv stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Autoliv stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Autoliv stock over time.
Current vs Lagged Prices |
| Timeline |
Autoliv Lagged Returns
When evaluating Autoliv's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Autoliv stock have on its future price. Autoliv autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Autoliv autocorrelation shows the relationship between Autoliv stock current value and its past values and can show if there is a momentum factor associated with investing in Autoliv.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Autoliv Stock Analysis
When running Autoliv's price analysis, check to measure Autoliv's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Autoliv is operating at the current time. Most of Autoliv's value examination focuses on studying past and present price action to predict the probability of Autoliv's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Autoliv's price. Additionally, you may evaluate how the addition of Autoliv to your portfolios can decrease your overall portfolio volatility.