Autoliv (Sweden) Alpha and Beta Analysis
ALIV-SDB | SEK 1,336 1.20 0.09% |
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 (0.23) | Alpha 0.24 | Risk 1.23 | Sharpe Ratio 0.16 | Expected Return 0.2 |
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 | 0.24 | β | -0.23 |
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 Wed, Feb 28, 2024 and Tue, May 28, 2024 is 1269.86 with a coefficient of variation of 4.64. The daily time series for the period is distributed with a sample standard deviation of 58.81, arithmetic mean of 1266.77, and mean deviation of 45.65. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
Timeline |
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.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Autoliv in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Autoliv's short interest history, or implied volatility extrapolated from Autoliv options trading.
Build Portfolio with Autoliv
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Autoliv Backtesting, Autoliv Valuation, Autoliv Correlation, Autoliv Hype Analysis, Autoliv Volatility, Autoliv History and analyze Autoliv Performance. For information on how to trade Autoliv Stock refer to our How to Trade Autoliv Stock guide.You can also try the Premium Stories module to follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope.
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.
Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments | |
Stocks Directory Find actively traded stocks across global markets | |
Bonds Directory Find actively traded corporate debentures issued by US companies | |
Idea Analyzer Analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas | |
Top Crypto Exchanges Search and analyze digital assets across top global cryptocurrency exchanges | |
Fundamentals Comparison Compare fundamentals across multiple equities to find investing opportunities | |
Efficient Frontier Plot and analyze your portfolio and positions against risk-return landscape of the market. | |
Equity Forecasting Use basic forecasting models to generate price predictions and determine price momentum | |
Theme Ratings Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
Volatility Analysis Get historical volatility and risk analysis based on latest market data |
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.