Autoliv Standard Deviation
| ALV Stock | | | USD 121.62 0.61 0.50% |
The Standard Deviation is a measure of how spread out the prices or returns of an asset are on average. It is the most widely used risk indicator in the field of investing and finance. Standard Deviation is commonly used to measure confidence in statistical conclusions regarding certain equity instruments or portfolios of equities. Below is Autoliv's current Standard Deviation with peer comparisons and related risk metrics.
Current Standard Deviation Value
The Standard Deviation of 2.01 for Autoliv indicates moderate price variability. This places Autoliv within the typical volatility range for Automotive Parts & Equipment.
Standard Deviation | = | SQRT(V) |
| = | 2.01 | |
Standard Deviation Peers Comparison
The peer group averages 2.67 for Standard Deviation, with Autoliv at 2.01 falling below that level. Readings span 1.89 (Penske Automotive Group) to 4.21 (QuantumScape Class). Autoliv has exhibited less price dispersion than the peer average over the measured period.
Standard Deviation Relative To Other Indicators
The chart below plots Standard Deviation against Maximum Drawdown for Autoliv and its peers. Each point represents one equity — position along the horizontal axis shows Standard Deviation while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
Autoliv produces
4.89 in Maximum Drawdown for each unit of Standard Deviation, with respective readings of
9.84 and
2.01 . This indicates Maximum Drawdown is significantly higher than Standard Deviation for Autoliv.
Methodology, Assumptions & Data Sources
Autoliv has a current Standard Deviation reading of 2.01. This Standard Deviation reading for Autoliv results from applying the indicator's calculation rules to price and volume data over the selected window. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Autoliv operates in the consumer discretionary sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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