Autoliv (Sweden) Market Value
| ALIV-SDB | SEK 1,087 32.00 2.86% |
| 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.
| 12/08/2022 |
| 11/27/2024 |
If you would invest 0.00 in Autoliv on December 8, 2022 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 720 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.
| Downside Deviation | 1.7 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 9.49 | |||
| Value At Risk | (2.95) | |||
| Potential Upside | 3.26 |
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 | 0.0431 | |||
| Jensen Alpha | 0.025 | |||
| Total Risk Alpha | (0.22) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.172 |
Autoliv Backtested Returns
At this point, Autoliv is very steady. Autoliv secures Sharpe Ratio (or Efficiency) of 0.0485, which signifies that the company had a 0.0485% return per unit of risk over the last 3 months. We have found thirty technical indicators for Autoliv, which you can use to evaluate the volatility of the firm. Please confirm Autoliv's Risk Adjusted Performance of 0.0431, downside deviation of 1.7, and Mean Deviation of 1.42 to double-check if the risk estimate we provide is consistent with the expected return of 0.0935%. Autoliv has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.49, 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. Autoliv right now shows a risk of 1.93%. Please confirm Autoliv treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to decide if Autoliv will be following its price patterns.
Auto-correlation | -0.44 |
Modest reverse predictability
Autoliv has modest reverse predictability. Overlapping area represents the amount of predictability between Autoliv time series from 8th of December 2022 to 3rd of December 2023 and 3rd of December 2023 to 27th 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 -0.44 indicates that just about 44.0% of current Autoliv price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.44 | |
| Spearman Rank Test | -0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 12.2 K |
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 ETFs module to find actively traded Exchange Traded Funds (ETF) from around the world.
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.