Autoliv Stock Alpha and Beta Analysis
| ALV Stock | USD 98.60 0.69 0.69% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Autoliv. It also helps investors analyze the systematic and unsystematic risks associated with investing in Autoliv over a specified time horizon. Remember, high Autoliv's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Autoliv's market risk premium analysis include:
Beta 0.96 | Alpha (0.14) | Risk 1.97 | Sharpe Ratio (0.02) | Expected Return (0.03) |
Autoliv Quarterly Cash And Equivalents |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Autoliv |
Autoliv Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Autoliv market risk premium is the additional return an investor will receive from holding Autoliv long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Autoliv. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Autoliv's performance over market.| α | -0.14 | β | 0.96 |
Autoliv expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Autoliv's Buy-and-hold return. Our buy-and-hold chart shows how Autoliv performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Autoliv Market Price Analysis
Market price analysis indicators help investors to evaluate how Autoliv stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Autoliv shares will generate the highest return on investment. By understating and applying Autoliv stock market price indicators, traders can identify Autoliv position entry and exit signals to maximize returns.
Autoliv Return and Market Media
The median price of Autoliv for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 95.75 with a coefficient of variation of 2.91. The daily time series for the period is distributed with a sample standard deviation of 2.8, arithmetic mean of 96.26, and mean deviation of 2.36. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 178 shares by Staffan Olsson of Autoliv subject to Rule 16b-3 | 09/05/2024 |
| Autoliv dividend paid on 23rd of September 2024 | 09/23/2024 |
2 | Insider Trading | 09/27/2024 |
3 | Autoliv earnings missed by 0.13, revenue topped estimates | 10/18/2024 |
4 | Acquisition by Kevin Fox of 200 shares of Autoliv at 80.4 subject to Rule 16b-3 | 10/22/2024 |
5 | Acquisition by Fredrik Westin of tradable shares of Autoliv subject to Rule 16b-3 | 11/05/2024 |
6 | Acquisition by Petra Albuschus of 319 shares of Autoliv subject to Rule 16b-3 | 11/06/2024 |
7 | Autoliv Announces Dividend Increase, Share Repurchase Program Extension, Treasury Shares Retirement, and 2025 Capital Markets Day | 11/12/2024 |
About Autoliv Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Autoliv or other stocks. Alpha measures the amount that position in Autoliv has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0182 | 0.0336 | 0.024 | 0.0325 | Price To Sales Ratio | 1.1 | 0.75 | 0.89 | 0.5 |
Autoliv Upcoming Company Events
As portrayed in its financial statements, the presentation of Autoliv's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Autoliv's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Autoliv's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Autoliv. Please utilize our Beneish M Score to check the likelihood of Autoliv's management manipulating its earnings.
| 26th of January 2024 Upcoming Quarterly Report | View | |
| 19th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 26th of January 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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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.