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Autoliv, Inc. (ALV)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS0528001094
CUSIP052800109
SectorConsumer Cyclical
IndustryAuto Parts

Highlights

Market Cap$9.34B
EPS$5.72
PE Ratio20.08
PEG Ratio0.85
Revenue (TTM)$10.47B
Gross Profit (TTM)$1.40B
EBITDA (TTM)$1.27B
Year Range$78.14 - $124.38
Target Price$126.27
Short %2.22%
Short Ratio3.10

Share Price Chart


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Compare to other instruments

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Autoliv, Inc.

Popular comparisons: ALV vs. SPY, ALV vs. VOO

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Autoliv, Inc., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%10.00%20.00%30.00%NovemberDecember2024FebruaryMarchApril
23.12%
22.02%
ALV (Autoliv, Inc.)
Benchmark (^GSPC)

S&P 500

Returns By Period

Autoliv, Inc. had a return of 5.75% year-to-date (YTD) and 38.71% in the last 12 months. Over the past 10 years, Autoliv, Inc. had an annualized return of 7.32%, while the S&P 500 had an annualized return of 10.46%, indicating that Autoliv, Inc. did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date5.75%5.84%
1 month-4.30%-2.98%
6 months23.12%22.02%
1 year38.71%24.47%
5 years (annualized)9.88%11.44%
10 years (annualized)7.32%10.46%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-2.79%8.32%4.40%
2023-0.48%-5.01%13.82%6.34%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of ALV is 87, placing it in the top 13% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of ALV is 8787
Autoliv, Inc.(ALV)
The Sharpe Ratio Rank of ALV is 8787Sharpe Ratio Rank
The Sortino Ratio Rank of ALV is 8585Sortino Ratio Rank
The Omega Ratio Rank of ALV is 8282Omega Ratio Rank
The Calmar Ratio Rank of ALV is 9191Calmar Ratio Rank
The Martin Ratio Rank of ALV is 9090Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Autoliv, Inc. (ALV) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


ALV
Sharpe ratio
The chart of Sharpe ratio for ALV, currently valued at 1.48, compared to the broader market-2.00-1.000.001.002.003.004.001.48
Sortino ratio
The chart of Sortino ratio for ALV, currently valued at 2.24, compared to the broader market-4.00-2.000.002.004.006.002.24
Omega ratio
The chart of Omega ratio for ALV, currently valued at 1.27, compared to the broader market0.501.001.501.27
Calmar ratio
The chart of Calmar ratio for ALV, currently valued at 1.84, compared to the broader market0.002.004.006.001.84
Martin ratio
The chart of Martin ratio for ALV, currently valued at 8.35, compared to the broader market0.0010.0020.0030.008.35
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.05, compared to the broader market-2.00-1.000.001.002.003.004.002.05
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.98, compared to the broader market-4.00-2.000.002.004.006.002.98
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.36, compared to the broader market0.501.001.501.36
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.55, compared to the broader market0.002.004.006.001.55
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.05, compared to the broader market0.0010.0020.0030.008.05

Sharpe Ratio

The current Autoliv, Inc. Sharpe ratio is 1.48. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.48
2.05
ALV (Autoliv, Inc.)
Benchmark (^GSPC)

Dividends

Dividend History

Autoliv, Inc. granted a 2.31% dividend yield in the last twelve months. The annual payout for that period amounted to $2.68 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$2.68$2.66$2.58$1.88$1.24$2.48$2.12$1.71$1.66$1.60$1.53$1.44

Dividend yield

2.31%2.41%3.37%1.82%1.35%2.94%3.02%1.87%2.03%1.78%2.00%2.18%

Monthly Dividends

The table displays the monthly dividend distributions for Autoliv, Inc.. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.68
2023$0.00$0.00$0.66$0.00$0.66$0.00$0.00$0.00$0.66$0.00$0.68$0.00
2022$0.00$0.00$0.64$0.00$0.64$0.00$0.00$0.00$0.64$0.00$0.66$0.00
2021$0.00$0.00$0.00$0.00$0.62$0.00$0.00$0.00$0.62$0.00$0.64$0.00
2020$0.00$0.62$0.00$0.00$0.62$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2019$0.00$0.62$0.00$0.00$0.62$0.00$0.00$0.62$0.00$0.00$0.62$0.00
2018$0.00$0.43$0.00$0.00$0.45$0.00$0.00$0.62$0.00$0.00$0.62$0.00
2017$0.00$0.42$0.00$0.00$0.43$0.00$0.00$0.43$0.00$0.00$0.43$0.00
2016$0.00$0.40$0.00$0.00$0.42$0.00$0.00$0.42$0.00$0.00$0.42$0.00
2015$0.00$0.39$0.00$0.00$0.40$0.00$0.00$0.40$0.00$0.00$0.40$0.00
2014$0.00$0.37$0.00$0.00$0.37$0.00$0.00$0.39$0.00$0.00$0.39$0.00
2013$0.36$0.00$0.00$0.36$0.00$0.00$0.36$0.00$0.00$0.36$0.00

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%2.3%
Autoliv, Inc. has a dividend yield of 2.31%, which is quite average when compared to the overall market.
Payout Ratio
20.0%40.0%60.0%80.0%100.0%120.0%32.6%
Autoliv, Inc. has a payout ratio of 32.56%, which is quite average when compared to the overall market. This suggests that Autoliv, Inc. strikes a balance between reinvesting profits for growth and paying dividends to shareholders.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-6.20%
-3.92%
ALV (Autoliv, Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Autoliv, Inc.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Autoliv, Inc. was 79.72%, occurring on Mar 6, 2009. Recovery took 384 trading sessions.

The current Autoliv, Inc. drawdown is 6.20%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-79.72%Oct 19, 2007347Mar 6, 2009384Sep 14, 2010731
-67.18%Sep 22, 19971006Sep 21, 2001578Jan 8, 20041584
-63.08%Jun 7, 2018450Mar 20, 2020301Jun 1, 2021751
-43.72%Jan 13, 2011182Oct 3, 2011402May 10, 2013584
-37.03%Jan 18, 2022105Jun 16, 2022358Nov 17, 2023463

Volatility

Volatility Chart

The current Autoliv, Inc. volatility is 5.51%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2024FebruaryMarchApril
5.51%
3.60%
ALV (Autoliv, Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Autoliv, Inc. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

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Cost Of Revenue

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Gross Profit

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Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items