Autoliv Inc

10-Year Study

ALV.US · Consumer Cyclical · US · Common Stock

Executive Summary: Autoliv Inc has compounded at 4.9% annually over the last 10 years, with a maximum drawdown of 55.3% and an annualized volatility of 29.5%.

1Y CAGR
+10.8%
3Y CAGR
+13.9%
5Y CAGR
+3.7%
10Y CAGR
+4.9%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
55.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.20
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.32
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
33.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +48.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -23.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.1-3.0-10.65.9————————-6.2%
20253.10.7-8.55.411.08.8-0.311.20.2-5.41.80.630.2%
2024-2.88.34.4-0.57.1-16.1-5.51.3-8.3-0.56.7-4.7-12.7%
202320.30.51.5-8.1-4.34.318.7-3.3-0.5-5.013.86.348.0%
2022-4.2-11.1-12.4-3.69.6-10.620.2-9.5-13.620.610.9-13.4-23.5%
2021-3.71.53.18.56.0-7.83.2-12.4-2.313.00.27.314.5%
2020-9.2-12.2-31.130.47.11.50.820.5-7.04.017.53.411.2%
201913.73.2-10.16.7-20.814.52.3-4.315.3-1.35.83.324.3%
201819.8-5.41.7-8.110.8-3.2-0.7-12.5-2.7-3.93.8-18.3-21.6%
20172.2-9.0-2.3-2.011.4-1.0-1.30.813.81.03.0-0.714.8%
2016———3.40.6-12.4-1.50.90.6-9.47.69.4-2.9%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 29.5%. The dominant macroeconomic risk driver is VTI.US, accounting for 42.7% of variance. Idiosyncratic stock-specific factors contribute 26.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110336.771389290796
2016-05-0110397.70782928191
2016-06-019112.099035223062
2016-07-018972.170357874009
2016-08-019053.519004364609
2016-09-019106.380615608134
2016-10-018252.024710777045
2016-11-018875.13733212461
2016-12-019706.379414890103
2017-01-019921.698175508953
2017-02-019031.110604141275
2017-03-018820.639742566054
2017-04-018642.092971597016
2017-05-019623.920104222325
2017-06-019526.75199769462
2017-07-019404.413839476007
2017-08-019478.288016233706
2017-09-0110785.46470789532
2017-10-0110895.40545246057
2017-11-0111217.122839457994
2017-12-0111143.473797330804
2018-01-0113347.09156075333
2018-02-0112630.412986966207
2018-03-0112850.534619702581
2018-04-0111803.58354295869
2018-05-0113083.06867506769
2018-06-0112663.08752634075
2018-07-0112575.945415358385
2018-08-0111007.957758739725
2018-09-0110710.16467847773
2018-10-0110297.477891779283
2018-11-0110692.859329879268
2018-12-018741.242262873198
2019-01-019938.598281772498
2019-02-0110259.40012127252
2019-03-019221.049187414073
2019-04-019843.051144584462
2019-05-017793.0652530213065
2019-06-018924.621923910498
2019-07-019132.196053239837
2019-08-018739.41116787839
2019-09-0110078.436905269351
2019-10-019945.562446342912
2019-11-0110520.63133753985
2019-12-0110866.948435164228
2020-01-019865.354481980223
2020-02-018660.223813840676
2020-03-015971.185769089916
2020-04-017789.403063031692
2020-05-018340.907862902015
2020-06-018462.900814687182
2020-07-018531.116607731423
2020-08-0110277.230784008838
2020-09-019560.942443581262
2020-10-019944.016521880083
2020-11-0111682.250986089683
2020-12-0112082.375260405723
2021-01-0111637.644311298154
2021-02-0111806.870508564123
2021-03-0112174.200171702676
2021-04-0113205.331788409469
2021-05-0113993.903354205815
2021-06-0112902.420647547233
2021-07-0113314.20689572364
2021-08-0111665.77113113642
2021-09-0111394.393847520816
2021-10-0112873.85856742332
2021-11-0112895.621581705858
2021-12-0113834.79320633739
2022-01-0113250.148588856135
2022-02-0111774.496148696922
2022-03-0110312.83207358
2022-04-019940.474403693408
2022-05-0110895.135290903962
2022-06-019737.327922097415
2022-07-0111700.576945013117
2022-08-0110583.578980230177
2022-09-019145.178816932525
2022-10-0111028.294920362376
2022-11-0112225.050580246987
2022-12-0110590.43808197302
2023-01-0112739.498219935522
2023-02-0112803.121266517377
2023-03-0113000.23414001573
2023-04-0111948.900442464594
2023-05-0111438.054956864205
2023-06-0111934.867050496196
2023-07-0114164.930628515853
2023-08-0113697.596162505177
2023-09-0113631.886868347272
2023-10-0112949.44376737289
2023-11-0114738.513631151427
2023-12-0115673.017464443737
2024-01-0115236.346335108392
2024-02-0116503.674197169905
2024-03-0117229.553272857167
2024-04-0117137.998523116825
2024-05-0118349.883230171643
2024-06-0115389.617991558953
2024-07-0114548.13978759298
2024-08-0114739.459196599568
2024-09-0113522.606518698181
2024-10-0113451.64408316173
2024-11-0114355.36450797577
2024-12-0113679.210167680272
2025-01-0114097.795481698056
2025-02-0114198.430661535596
2025-03-0112993.870334460007
2025-04-0113696.080255993083
2025-05-0115209.315170471942
2025-06-0116552.438358138166
2025-07-0116500.672402096454
2025-08-0118352.65989061459
2025-09-0118392.97399845107
2025-10-0117395.147298084255
2025-11-0117709.090035841433
2025-12-0117815.653760949048
2026-01-0118196.881735277693
2026-02-0117651.77075891383
2026-03-0115783.438496220739
2026-04-0116709.492276381276
Annual Return Matrix
YearAnnual Return
20170.14805668736131627
2018-0.21557295132088994
20190.2431812445376984
20200.11184619421847164
20210.14503919205972582
2022-0.23450694751824752
20230.4799215427284593
2024-0.12721272730580913
20250.30238906651510544
2026-0.06208930075821406
Total Factor Risk
0.2951121679395056
VTI.US Exposure
0.4268137076165719
VEA.US Exposure
0.269529833304685
VWO.US Exposure
0.02656238098662722
QQQ.US Exposure
-0.11934191896255013
VTV.US Exposure
0.03620408708292419
IJR.US Exposure
0.08311832656141191
QUAL.US Exposure
-0.03555432774511923
SHV.US Exposure
0.07310047083586829
TLT.US Exposure
-0.0008079966658225279
LQD.US Exposure
0.04363472004997705
HYG.US Exposure
-0.022867329148960544
GLD.US Exposure
-0.009471784773164807
USO.US Exposure
0.007028011238935332
VNQ.US Exposure
-0.0753597894978145
BTC-USD.CC Exposure
0.006882407858122784
CPER.US Exposure
0.016134751447006053
VIX.INDX Exposure
-0.02344457373435774
UUP.US Exposure
0.007538618146771839
TIP.US Exposure
0.02912634189733946
Idiosyncratic Exposure
0.2611740635015485
Value Score
45.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
35.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
29.5%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →11.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.96%
Market Cap$7.9B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$131
Avg Yield on Cost
1.31%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$130.581.31%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-1.2%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-5.5%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
14.1% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.36
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Autoliv Inc a high-risk investment?

Autoliv Inc (ALV.US) has an annualized volatility of 29.5% and experienced a maximum drawdown of 55.3% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of ALV.US?

Over the past 10 years, ALV.US has generated a Compound Annual Growth Rate (CAGR) of 4.9%. It has had a positive return in 60% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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