MODEL VERDICT
Autoliv, Inc. (ALV)
Relative Valuation•Peer multiples, Monte Carlo simulation & quality-adjusted fair value
Popular:
Composite score derived from valuation, quality, and risk factors
Quantitative model thresholds · For educational and research purposes only
Each row records the model's monthly assessment. High Conviction = the model detected notable undervaluation vs peers. Neutral = no notable divergence was found. The return column shows the actual price change over 90 days for reference. This is a quantitative observation log — not investment advice.
| Date | Assessment | Score | Price | Status | 90d Fwd Return |
|---|---|---|---|---|---|
| May 1, 2026 | NEUTRAL | 0.51 | $116.17 | CURRENT | — |
| Apr 24, 2026 | NEUTRAL | 0.47 | $117.81 | CURRENT | — |
| Apr 17, 2026 | NEUTRAL | 0.42 | $118.92 | CURRENT | — |
| Apr 16, 2026 | NEUTRAL | 0.52 | $109.16 | CURRENT | — |
| Apr 10, 2026 | MODERATE | 0.67 | $110.14 | CURRENT | — |
Historical model observations for research purposes only. Past quantitative patterns do not predict future results. Not a recommendation to buy, sell, or hold any security.
| Methodology | Fair Value | vs Current | Weight | Quality | Status |
|---|---|---|---|---|---|
| Forward P/E 11 analyst estimates | $115.37 | -0.7% | 20% | A- | Analyst Est. |
| EV/EBITDA 11 industry peers | $102.09 | -12.1% | 20% | A- | Peer Data |
| Industry Median P/E 9 industry peers | $165.21 | +42.2% | 15% | A | Peer Data |
| Price / Free Cash Flow 10 industry peers | $111.61 | -3.9% | 15% | B+ | Peer Data |
| EV/EBIT 11 industry peers | $129.95 | +11.9% | 8% | B+ | Peer Data |
| EV/FCF 10 industry peers | $126.56 | +8.9% | 7% | B | Model Driven |
| Peg Ratio 3 industry peers | $511.46 | +340.3% | 5% | B | Data |
| EV To Revenue 11 industry peers | $78.47 | -32.5% | 4% | B | Data |
| Price / Sales 11 industry peers | $87.38 | -24.8% | 3% | B | Model Driven |
| Earnings Yield 9 industry peers | $165.21 | +42.2% | 2% | B | Data |
| FCF Yield 10 industry peers | $111.57 | -4.0% | 1% | B | Data |
| Weighted Output Blended model output | $139.16 | +19.8% | 100% | 78 | UNDERVALUED |
| EPS Growth ↓ | P/E Multiple → | 8× | 10× | 12× (Current) | 14× | 16× |
|---|---|---|---|---|---|
| Bear Case (14%) | $87 | $109 | $131 | $153 | $174 |
| Conservative (23%) | $94 | $117 | $141 | $164 | $188 |
| Base Case (34.9%) | $103 | $129 | $155 | $181 | $206 |
| Bull Case (47%) | $113 | $141 | $169 | $197 | $225 |
Cross-sectional regression predicting expected multiples based on growth, margins, ROIC, and beta.
| Multiple | Avg | Median | Min | Max | Std |
|---|---|---|---|---|---|
| P/E Ratio | 19.86 | 15.99 | 11.68 | 43.04 | 10.74 |
| EV/EBIT | 14.43 | 12.79 | 9.44 | 25.91 | 5.56 |
| EV/EBITDA | 8.97 | 8.53 | 6.79 | 12.53 | 1.98 |
| P/FCF | 27.84 | 22.95 | 12.77 | 52.17 | 15.44 |
| P/FFO | 9.87 | 9.08 | 7.30 | 14.44 | 2.44 |
| P/TBV | 7.84 | 7.92 | 5.37 | 10.36 | 1.48 |
| P/AFFO | 25.45 | 24.44 | 13.02 | 36.90 | 8.95 |
| P/B Ratio | 3.32 | 3.42 | 2.54 | 3.65 | 0.36 |
| Div Yield | 0.02 | 0.03 | 0.01 | 0.03 | 0.01 |
| P/S Ratio | 0.90 | 0.86 | 0.73 | 1.10 | 0.15 |
Based on our peer multiples analysis with 28 valuation metrics, the model estimates ALV's fair value at $139.16 vs the current price of $116.17, implying +19.8% upside potential. Model verdict: Undervalued. Confidence: 78/100. This is a quantitative estimate, not a recommendation.
The blended fair value of $139.16 is calculated using four lenses: industry median multiples (40%), historical multiples (30%), forward estimates (20%), and quality-adjusted multiples (10%). Monte Carlo simulation (10,000 iterations) gives a range of $118.42 (P10) to $163.13 (P90), with a median of $140.50.
ALV's current P/E of 12.2x compares to the industry median of 17.3x (9 peers in the group). This represents a -29.7% discount to the industry. The historical average P/E is 19.9x over 7 years. Signal: Discount.
37 analysts cover ALV with a consensus rating of Hold. The consensus price target is $134.63 (range: $116.00 — $150.00), implying +15.9% upside from the current price. Grade breakdown: Strong Buy (0), Buy (16), Hold (20), Sell (1), Strong Sell (0).
The model confidence score is 78/100, based on: data completeness (30), peer quality (25), historical depth (20), earnings stability (4), and model agreement (7). Cyclicality penalty: --8 points. The model shows strong agreement across inputs.
The model flags several key risks: (1) Margin reversion: Current net margin of 6.8% is 2.3 percentage points above the 7-year average (7.9%), with a Z-score of +1.3σ. If margins normalize, fair value could drop to ~$220. (2) Macro/regulatory risks are not captured in this model but remain material.
Peak earnings risk refers to the possibility that ALV's current profitability is above its sustainable long-term trend. The model detects a margin Z-score of +1.3σ, meaning margins are 1.3 standard deviations above their historical average. If margins revert to the 7-year mean (7.9%), the model estimates fair value drops by 8970.0% to approximately $220. This isn't a prediction — it's a scenario analysis.
No. This dashboard is a quantitative research tool for educational and informational purposes only. It is not investment advice, a solicitation, or a recommendation to buy, sell, or hold any security. The operator of this platform is not a registered investment advisor (RIA), broker-dealer, or financial planner. All model outputs, fair value estimates, signals, and scenarios are the result of automated quantitative computations and should not be construed as professional financial guidance. You should consult a qualified, licensed financial advisor before making any investment decisions. Past model performance is not indicative of future results.