Autoliv (Sweden) Market Value
| ALIV-SDB | SEK 914.00 13.50 1.50% |
| Symbol | Autoliv |
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.
| 12/19/2024 |
| 03/19/2025 |
If you would invest 0.00 in Autoliv on December 19, 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 AB SKF, Getinge AB, ABB, Alfa Laval, and AB Electrolux. Autoliv, Inc., through its subsidiaries, develops, manufactures, and supplies automotive safety systems to the automotiv... 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.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 10.15 | |||
| Value At Risk | (3.48) | |||
| Potential Upside | 2.32 |
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 | (0.12) | |||
| Jensen Alpha | (0.22) | |||
| Total Risk Alpha | (0.07) | |||
| Treynor Ratio | (0.60) |
Autoliv Backtested Returns
Autoliv secures Sharpe Ratio (or Efficiency) of -0.0754, which signifies that the company had a -0.0754 % return per unit of risk over the last 3 months. Autoliv exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Autoliv's Risk Adjusted Performance of (0.12), standard deviation of 1.78, and Mean Deviation of 1.34 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.44, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Autoliv's returns are expected to increase less than the market. However, during the bear market, the loss of holding Autoliv is expected to be smaller as well. At this point, Autoliv has a negative expected return of -0.13%. Please make sure to confirm Autoliv's potential upside, kurtosis, and the relationship between the value at risk and skewness , to decide if Autoliv performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.16 |
Insignificant reverse predictability
Autoliv has insignificant reverse predictability. Overlapping area represents the amount of predictability between Autoliv time series from 19th of December 2024 to 2nd of February 2025 and 2nd of February 2025 to 19th of March 2025. 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 -0.16 indicates that over 16.0% of current Autoliv price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.16 | |
| Spearman Rank Test | -0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 1068.35 |
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 Information and Resources on Investing in Autoliv Stock
When determining whether Autoliv is a strong investment it is important to analyze Autoliv's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Autoliv's future performance. For an informed investment choice regarding Autoliv Stock, refer to the following important reports:Check out Autoliv Correlation, Autoliv Volatility and Autoliv Alpha and Beta module to complement your research on Autoliv. For information on how to trade Autoliv Stock refer to our How to Trade Autoliv Stock guide.You can also try the Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
Autoliv technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.