Autoliv, Inc. (ALV)
Quantitative Summary
DeterministicAt 13.7x earnings — a 61% discount to the sector average of 35.0x — ALV is in the lower valuation range. Strong operational fundamentals (Piotroski 7/9) with Altman Z of 2.9. DCF fair value of $249 implies 125% upside from current prices based on model assumptions.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
Algorithmic Teardown
AI-GeneratedThe fundamental economics of Autoliv, Inc. demonstrate a robust spread between return on invested capital and the cost of equity, yielding a 6.8% advantage that signals efficient capital allocation relative to risk. This strong operational leverage is underpinned by an ROE of 28.5%, driven primarily by high asset turnover at 1.25x rather than excessive financial leverage or margin expansion alone. Credit and governance metrics further reinforce this quality profile, with a Piotroski F-Score of 7/9 indicating strong fundamentals, while the Altman Z-Score of 2.9 suggests acceptable bankruptcy risk despite not reaching investment-grade safety margins; notably, the negative Beneish M-Score of -2.65 points to low earnings manipulation risk. These attributes are consistent with a value-oriented tilt evidenced by the positive HML factor and robust profitability alpha.
Valuation metrics present a significant divergence between current market pricing and intrinsic fair value estimates. Trading at 11.5x forward earnings, Autoliv is priced substantially below its sector average of 34.6x, suggesting the market may be underweighting the company's cash flow generation capabilities relative to peers. Discounted cash flow analysis implies a substantial gap between current prices and a fair value of $254, corresponding to an estimated upside potential exceeding 140% based on long-term free cash flow growth assumptions averaging 3.8%. This wide disparity indicates that the market is likely pricing in conservative expectations or sector-wide headwinds not fully reflected in the company's specific operational efficiency and capital returns.
Risk assessment reveals a mixed picture where quantitative factors favor the investment thesis while insider behavior warrants caution. The stock exhibits positive Fama-French alpha of 1.71% annually, driven by both value characteristics and high profitability relative to size and book equity. However, this technical outperformance is currently counterbalanced by significant net insider selling totaling $2.93 million over the past ninety days, which may signal management's view that current valuations are adequate or reflect concerns about future execution despite strong historical fundamentals.
Generated by LLM from quantitative data inputs. May contain inaccuracies. Not investment advice.
DCF Sandbox
Interactive5-year two-stage DCF. Terminal growth 3%. Default sliders match the pre-computed base case. Drag to explore scenarios. Not investment advice.
The growth rate the market implicitly expects over the next 10 years to justify today's price. Compare with historical growth of 4% YoY revenue.
Sensitivity Matrix
| TG ↓ / WACC → | 9.5% | 11.5% | 13.5% |
|---|---|---|---|
| 2% | $298 | $226 | $180 |
| 3% | $338 | $249 | $194 |
| 4% | $392 | $277 | $211 |
Center = base case. Green = >10% upside, Red = >10% downside vs $131.69.
Pre-computed DCF: WACC=11.5%, terminal growth 3%. Fair value $249 (+125.5%). Not investment advice.
Valuation Context
Currently trading 20% above its 5-year average P/E of 9.6x.
Price Chart with Moving Averages
Technical Setup
AI GeneratedAutoliv, Inc. is currently trading at $122.73 within the consumer cyclical sector, presenting a snapshot where price action sits above key moving averages that often serve as dynamic support levels for larger market participants. The alignment of short-term and long-term Simple Moving Averages suggests a structural uptrend potentially reinforced by institutional positioning, as these indicators typically reflect sustained accumulation phases rather than transient retail spikes. However, the absence of specific volume data in this summary prevents a definitive conclusion regarding whether recent price gains are being driven by heavy institutional inflows or lighter participation; historically, significant moves supported by escalating volume often indicate stronger conviction among sophisticated capital allocators. Institutional behavior is frequently gauged through the interaction between trend lines and volatility patterns, yet without explicit RSI readings or precise volume metrics, it remains unclear if larger players are aggressively adding to existing positions or merely maintaining current holdings during this phase. The current price level relative to historical moving averages implies that the asset may be in a consolidation zone where smart money might be waiting for confirmation before initiating further directional moves. Observers should note that while the technical setup appears orderly, the lack of divergent signals means there is no immediate evidence of weakening sentiment or potential distribution strategies employed by major shareholders at this specific juncture. Ultimately, the data indicates a scenario consistent with established momentum rather than reversal patterns, yet it does not confirm whether institutions are accumulating for long-term growth or positioning for short-term volatility plays. The current
Quant Health Deep Dive
Profitability & Value Creation
✅ Conservative payout — room for dividend increases.
DuPont Analysis — ROE Decomposition
Breaking down Return on Equity to see how the company generates its ROE — efficiency, margins, or leverage.
Balance Sheet Health
Insider Activity (Last 90 Days)
Open-market buys vs sells by company insiders. Source: yfinance.
Earnings Surprise History
EPS estimates vs actuals for the most recent reported quarters. Source: yfinance.
Dividend History
| Date | Amount | Change |
|---|---|---|
| 2026-05-20 | $0.8700 | 0.0% |
| 2026-03-04 | $0.8700 | +2.4% |
| 2025-09-05 | $0.8500 | +21.4% |
| 2025-05-21 | $0.7000 | 0.0% |
| 2025-03-07 | $0.7000 | 0.0% |
| 2024-12-03 | $0.7000 | +2.9% |
| 2024-09-04 | $0.6800 | 0.0% |
| 2024-05-22 | $0.6800 | 0.0% |
| 2024-03-11 | $0.6800 | 0.0% |
| 2023-11-27 | $0.6800 | +3.0% |
| 2023-09-06 | $0.6600 | 0.0% |
| 2023-05-24 | $0.6600 | 0.0% |
Dividend and split data from SEC filings and market data. Amounts are per share, not adjusted for splits. Source: yfinance.
Risk Profile
Sharpe = risk-adjusted return (higher is better). Max drawdown = largest peak-to-trough decline. 1,200+ trading days.
Underwater (Drawdown from Peak)
How far below the all-time high the price has been over time. Deeper = more pain for holders.
Rolling 60-Day Beta vs S&P 500 (VOO)
How the stock's sensitivity to market moves changes over time. β > 1 = more volatile than the market.
Fama-French 5-Factor Exposure
Academic factor model decomposition — what's really driving this stock's returns.
Fama-French 5-Factor Model. Data: Kenneth French Data Library. Regression over 3 years of daily returns.
Fundamentals
Passive Flow Attribution
ETF Draft EffectWhen investors buy or sell ETFs like VGK or VYMI, the fund manager is mechanically forced to buy or sell ALV shares regardless of Autoliv, Inc.'s individual fundamentals. We estimate $5.7B of passive capital is structurally linked to ALV through 8 tracked ETFs. This substantial passive exposure means that ETF inflows and outflows — not company fundamentals — can dominate daily volume on this stock.
Passive exposure = Σ (ETF AUM × stock weight in ETF) across 8 tracked ETFs. Actual passive ownership is larger (includes mutual funds). Not investment advice.
ETF Contagion Visualizer
Simulate a price drop in Autoliv, Inc. to visualize passive redemption contagion across ETFs and collateral stocks.
If Autoliv, Inc. (ALV) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies ASML Holding NV (ASML) as the most exposed collateral stock, sharing 3 ETFs with ALV. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 18 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
ALV Ownership Dynamics
Passive funds hold 1 in every 5 ALV shares, reducing daily market volatility.
Autoliv, Inc. (ALV) exerts notable gravity on the passive index market, currently representing 1.1% of the VGK (VGK) and 0.9% of the VYMI (VYMI). Across 18 tracked ETFs, approximately 15M shares (19.6% of float) are held by passive funds and rarely trade on the open market. This level of passive ownership means index rebalances can create outsized volume events.
ETFs with Highest ALV Exposure
Float lock-up computed from 18 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
ALV Institutional Volume Profile
252-day volume distribution by price level. The Point of Control (POC) marks — the price where the most institutional volume transacted — an implicit support/resistance floor.
The highest-volume price zone for Autoliv, Inc. over the past year sits near $114.84 (11% of 252-day volume). The current price of $131.69 trades 14.7% above this institutional floor — a sign of upside momentum, though a pullback to the POC zone is a common reversion target.
Volume Profile computed from 252 trading days of OHLCV data. Volume allocated to price bins proportionally based on daily high-low range. Not investment advice.
ALV Capital Efficiency
How efficiently does Autoliv, Inc. convert operating profits into free cash? The FCF Conversion ratio measures the gap between accounting earnings and real cash generation.
Autoliv, Inc. converts 48% of its EBITDA into free cash flow, a healthy conversion rate indicating efficient capital management — the business generates substantial cash after reinvestment. The 52% reinvestment rate signals aggressive capacity expansion. The positive ROIC-WACC spread of 6.7% confirms that reinvested capital creates shareholder value.
Capital efficiency = Free Cash Flow ÷ EBITDA. Reinvestment = (EBITDA − FCF) ÷ EBITDA. Metrics from latest annual filings. Not investment advice.
Fails-to-Deliver (FTD) History
SEC-reported settlement failures. Elevated FTDs can indicate high short-selling pressure, operational settlement issues, or naked shorting activity.
| Date | Failed Shares | Close Price | Notional Value |
|---|---|---|---|
| 2026-05-14 | 419 | $121.38 | $50,858.22 |
| 2026-04-30 | 1 | $113.31 | $113.31 |
| 2026-04-20 | 255 | $118.92 | $30,324.6 |
| 2026-04-06 | 184 | $105.29 | $19,373.36 |
| 2026-03-27 | 221 | $105.11 | $23,229.31 |
| 2026-03-12 | 91 | $107.63 | $9,794.33 |
| 2026-03-04 | 23 | $113.07 | $2,600.61 |
| 2026-02-24 | 383 | $121.75 | $46,630.25 |
| 2026-02-18 | 104 | $125.43 | $13,044.72 |
| 2026-02-05 | 3,291 | $126.61 | $416,673.51 |
| 2026-02-04 | 1,764 | $122.33 | $215,790.12 |
| 2026-01-21 | 469 | $123.13 | $57,747.97 |
| 2026-01-20 | 24,982 | $126.38 | $3.2M |
| 2026-01-12 | 2 | $125.08 | $250.16 |
| 2026-01-08 | 1,024 | $123.25 | $126,208 |
| 2026-01-07 | 39,753 | $125.17 | $5.0M |
| 2026-01-02 | 3 | $118.70 | $356.1 |
| 2025-12-22 | 13 | $121.07 | $1,573.91 |
| 2025-12-16 | 5,153 | $121.32 | $625,161.96 |
| 2025-12-15 | 6,351 | $121.27 | $770,185.77 |
| 2025-12-12 | 74 | $121.53 | $8,993.22 |
| 2025-11-26 | 1,556 | $117.38 | $182,643.28 |
| 2025-11-17 | 541 | $120.76 | $65,331.16 |
| 2025-11-14 | 541 | $122.91 | $66,494.31 |
| 2025-11-10 | 111 | $121.76 | $13,515.36 |
| 2025-11-05 | 188 | $119.71 | $22,505.48 |
| 2025-11-03 | 609 | $116.80 | $71,131.2 |
| 2025-10-31 | 16 | $116.35 | $1,861.6 |
| 2025-10-27 | 10 | $115.69 | $1,156.9 |
| 2025-10-24 | 1,546 | $115.66 | $178,810.36 |
Source: SEC Regulation SHO FTD data. Data is reported with a ~30 day delay. High FTD quantities relative to average daily volume may indicate settlement stress.
Price Correlations
Statistical correlation of daily returns with other stocks. High correlations indicate stocks that move together; negative correlations can offer diversification.
| Peer | 252-Day (1Y) | 126-Day (6M) | Direction |
|---|---|---|---|
| WTGXX | NaN | NaN | |
| APTV | 0.655 | 0.588 | Moderate |
| SWK | 0.628 | 0.693 | Moderate |
| DD | 0.617 | 0.665 | Moderate |
| ITW | 0.613 | 0.597 | Moderate |
| TOL | 0.600 | 0.653 | Moderate |
| BLD | 0.592 | 0.684 | Moderate |
| MAS | 0.588 | 0.645 | Moderate |
| PPG | 0.587 | 0.587 | Moderate |
| OC | 0.584 | 0.578 | Moderate |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare ALV to Peers
Quant metrics computed deterministically from financial statements and price data. Updated: 2026-06-02.
SecuritiesDB provides programmatic data aggregation for informational purposes only. None of the metrics, summaries, or algorithmic flags constitute a recommendation to buy or sell any security.