Autoliv Stock Forecast - 20 Period Moving Average

ALIV-SDB  SEK 1,087  32.00  2.86%   
The 20 Period Moving Average forecasted value of Autoliv on the next trading day is expected to be 1,066 with a mean absolute deviation of 32.27 and the sum of the absolute errors of 1,323. Autoliv Stock Forecast is based on your current time horizon. Investors can use this forecasting interface to forecast Autoliv stock prices and determine the direction of Autoliv's future trends based on various well-known forecasting models. We recommend always using this module together with an analysis of Autoliv's historical fundamentals, such as revenue growth or operating cash flow patterns.
  
A commonly used 20-period moving average forecast model for Autoliv is based on a synthetically constructed Autolivdaily price series in which the value for a trading day is replaced by the mean of that value and the values for 20 of preceding and succeeding time periods. This model is best suited for price series data that changes over time.

Autoliv 20 Period Moving Average Price Forecast For the 28th of November

Given 90 days horizon, the 20 Period Moving Average forecasted value of Autoliv on the next trading day is expected to be 1,066 with a mean absolute deviation of 32.27, mean absolute percentage error of 1,557, and the sum of the absolute errors of 1,323.
Please note that although there have been many attempts to predict Autoliv Stock prices using its time series forecasting, we generally do not recommend using it to place bets in the real market. The most commonly used models for forecasting predictions are the autoregressive models, which specify that Autoliv's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Autoliv Stock Forecast Pattern

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Autoliv Forecasted Value

In the context of forecasting Autoliv's Stock value on the next trading day, we examine the predictive performance of the model to find good statistically significant boundaries of downside and upside scenarios. Autoliv's downside and upside margins for the forecasting period are 1,064 and 1,068, respectively. We have considered Autoliv's daily market price to evaluate the above model's predictive performance. Remember, however, there is no scientific proof or empirical evidence that traditional linear or nonlinear forecasting models outperform artificial intelligence and frequency domain models to provide accurate forecasts consistently.
Market Value
1,087
1,066
Expected Value
1,068
Upside

Model Predictive Factors

The below table displays some essential indicators generated by the model showing the 20 Period Moving Average forecasting method's relative quality and the estimations of the prediction error of Autoliv stock data series using in forecasting. Note that when a statistical model is used to represent Autoliv stock, the representation will rarely be exact; so some information will be lost using the model to explain the process. AIC estimates the relative amount of information lost by a given model: the less information a model loses, the higher its quality.
AICAkaike Information Criteria88.7033
BiasArithmetic mean of the errors -29.2622
MADMean absolute deviation32.2712
MAPEMean absolute percentage error0.0307
SAESum of the absolute errors1323.12
The eieght-period moving average method has an advantage over other forecasting models in that it does smooth out peaks and valleys in a set of daily observations. Autoliv 20-period moving average forecast can only be used reliably to predict one or two periods into the future.

Predictive Modules for Autoliv

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Autoliv. Regardless of method or technology, however, to accurately forecast the stock market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the stock market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.
Hype
Prediction
LowEstimatedHigh
1,0851,0871,089
Details
Intrinsic
Valuation
LowRealHigh
1,0511,0531,196
Details
Bollinger
Band Projection (param)
LowMiddleHigh
984.741,0581,131
Details

Other Forecasting Options for Autoliv

For every potential investor in Autoliv, whether a beginner or expert, Autoliv's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. Autoliv Stock price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in Autoliv. Basic forecasting techniques help filter out the noise by identifying Autoliv's price trends.

Autoliv Related Equities

One of the popular trading techniques among algorithmic traders is to use market-neutral strategies where every trade hedges away some risk. Because there are two separate transactions required, even if one position performs unexpectedly, the other equity can make up some of the losses. Below are some of the equities that can be combined with Autoliv stock to make a market-neutral strategy. Peer analysis of Autoliv could also be used in its relative valuation, which is a method of valuing Autoliv by comparing valuation metrics with similar companies.
 Risk & Return  Correlation

Autoliv Technical and Predictive Analytics

The stock market is financially volatile. Despite the volatility, there exist limitless possibilities of gaining profits and building passive income portfolios. With the complexity of Autoliv's price movements, a comprehensive understanding of forecasting methods that an investor can rely on to make the right move is invaluable. These methods predict trends that assist an investor in predicting the movement of Autoliv's current price.

Autoliv Market Strength Events

Market strength 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 undertsting and applying Autoliv stock market strength indicators, traders can identify Autoliv entry and exit signals to maximize returns.

Autoliv Risk Indicators

The analysis of Autoliv's basic risk indicators is one of the essential steps in accurately forecasting its future price. The process involves identifying the amount of risk involved in Autoliv's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting autoliv stock prices, we also provide a set of basic risk indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.

Thematic Opportunities

Explore Investment Opportunities

Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.
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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 Historical Fundamental Analysis of Autoliv to cross-verify your projections.
For information on how to trade Autoliv Stock refer to our How to Trade Autoliv Stock guide.
You can also try the Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
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.