Autoliv (Sweden) Performance
| ALIV-SDB | SEK 1,081 39.00 3.48% |
Autoliv has a performance score of 5 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.27, which signifies not very significant fluctuations relative to the market. 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 1.54%. 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.
Risk-Adjusted Performance
5 of 100
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Modest
Compared to the overall equity markets, risk-adjusted returns on investments in Autoliv are ranked lower than 5 (%) of all global equities and portfolios over the last 90 days. In spite of rather uncertain basic indicators, Autoliv may actually be approaching a critical reversion point that can send shares even higher in March 2025. ...more
| Begin Period Cash Flow | 969 M |
Autoliv |
Autoliv Relative Risk vs. Return Landscape
If you would invest 101,676 in Autoliv on November 5, 2024 and sell it today you would earn a total of 6,384 from holding Autoliv or generate 6.28% return on investment over 90 days. Autoliv is generating 0.115% of daily returns and assumes 1.5449% volatility on return distribution over the 90 days horizon. Simply put, 13% of stocks are less volatile than Autoliv, and 98% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Autoliv Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Autoliv's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Autoliv, and traders can use it to determine the average amount a Autoliv's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.0745
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Estimated Market Risk
| 1.54 actual daily | 13 87% of assets are more volatile |
Expected Return
| 0.12 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.07 actual daily | 5 95% of assets perform better |
Based on monthly moving average Autoliv is performing at about 5% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Autoliv by adding it to a well-diversified portfolio.
Autoliv Fundamentals Growth
Autoliv Stock prices reflect investors' perceptions of the future prospects and financial health of Autoliv, and Autoliv fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Autoliv Stock performance.
| Return On Equity | 0.16 | |||
| Return On Asset | 0.0466 | |||
| Profit Margin | 0.05 % | |||
| Operating Margin | 0.06 % | |||
| Current Valuation | 83.7 B | |||
| Shares Outstanding | 86.19 M | |||
| Price To Earning | 247.05 X | |||
| Price To Book | 2.76 X | |||
| Price To Sales | 8.00 X | |||
| Revenue | 8.84 B | |||
| EBITDA | 1.02 B | |||
| Cash And Equivalents | 969 M | |||
| Cash Per Share | 4.66 X | |||
| Total Debt | 1.05 B | |||
| Debt To Equity | 116.90 % | |||
| Book Value Per Share | 30.31 X | |||
| Cash Flow From Operations | 713 M | |||
| Earnings Per Share | 50.19 X | |||
| Total Asset | 7.72 B | |||
| Retained Earnings | 3.58 B | |||
| Current Asset | 4.06 B | |||
| Current Liabilities | 2.42 B | |||
About Autoliv Performance
By analyzing Autoliv's fundamental ratios, stakeholders can gain valuable insights into Autoliv's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Autoliv has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Autoliv has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Autoliv, Inc., through its subsidiaries, develops, manufactures, and supplies automotive safety systems to the automotive industry. Autoliv, Inc. was founded in 1953 and is headquartered in Stockholm, Sweden. Autoliv Inc operates under Auto Parts classification in Sweden and is traded on Stockholm Stock Exchange. It employs 59130 people.Things to note about Autoliv performance evaluation
Checking the ongoing alerts about Autoliv for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Autoliv help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Autoliv has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial obligations |
- Analyzing Autoliv's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Autoliv's stock is overvalued or undervalued compared to its peers.
- Examining Autoliv's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Autoliv's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Autoliv's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Autoliv's stock. These opinions can provide insight into Autoliv's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary 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.
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