Sandvik AB (Sweden) Market Value
| SAND Stock | SEK 391.10 8.00 2.09% |
| Symbol | Sandvik |
Sandvik AB 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Sandvik AB's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Sandvik AB.
| 11/27/2025 |
| 02/25/2026 |
If you would invest 0.00 in Sandvik AB on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding Sandvik AB or generate 0.0% return on investment in Sandvik AB over 90 days. Sandvik AB is related to or competes with Epiroc AB, ASSA ABLOY, Alfa Laval, Trelleborg, Saab AB, Mycronic Publ, and Beijer Ref. Sandvik AB operates as an engineering company in the areas of mining and rock excavation, metal cutting, and materials t... More
Sandvik AB Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Sandvik AB's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Sandvik AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.29 | |||
| Information Ratio | 0.3003 | |||
| Maximum Drawdown | 5.95 | |||
| Value At Risk | (1.83) | |||
| Potential Upside | 2.22 |
Sandvik AB Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sandvik AB's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sandvik AB's standard deviation. In reality, there are many statistical measures that can use Sandvik AB historical prices to predict the future Sandvik AB's volatility.| Risk Adjusted Performance | 0.2945 | |||
| Jensen Alpha | 0.459 | |||
| Total Risk Alpha | 0.3264 | |||
| Sortino Ratio | 0.3024 | |||
| Treynor Ratio | 2.09 |
Sandvik AB February 25, 2026 Technical Indicators
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| Overlap Studies | ||
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| Price Transform | ||
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| Volume Indicators |
| Risk Adjusted Performance | 0.2945 | |||
| Market Risk Adjusted Performance | 2.1 | |||
| Mean Deviation | 0.9429 | |||
| Semi Deviation | 0.703 | |||
| Downside Deviation | 1.29 | |||
| Coefficient Of Variation | 264.33 | |||
| Standard Deviation | 1.3 | |||
| Variance | 1.68 | |||
| Information Ratio | 0.3003 | |||
| Jensen Alpha | 0.459 | |||
| Total Risk Alpha | 0.3264 | |||
| Sortino Ratio | 0.3024 | |||
| Treynor Ratio | 2.09 | |||
| Maximum Drawdown | 5.95 | |||
| Value At Risk | (1.83) | |||
| Potential Upside | 2.22 | |||
| Downside Variance | 1.65 | |||
| Semi Variance | 0.4942 | |||
| Expected Short fall | (1.12) | |||
| Skewness | 0.1033 | |||
| Kurtosis | 0.9124 |
Sandvik AB Backtested Returns
Sandvik AB appears to be very steady, given 3 months investment horizon. Sandvik AB owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.43, which indicates the firm had a 0.43 % return per unit of risk over the last 3 months. By inspecting Sandvik AB's technical indicators, you can evaluate if the expected return of 0.56% is justified by implied risk. Please review Sandvik AB's Risk Adjusted Performance of 0.2945, semi deviation of 0.703, and Coefficient Of Variation of 264.33 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Sandvik AB holds a performance score of 34. The entity has a beta of 0.23, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sandvik AB's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sandvik AB is expected to be smaller as well. Please check Sandvik AB's total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether Sandvik AB's existing price patterns will revert.
Auto-correlation | 0.79 |
Good predictability
Sandvik AB has good predictability. Overlapping area represents the amount of predictability between Sandvik AB time series from 27th of November 2025 to 11th of January 2026 and 11th of January 2026 to 25th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Sandvik AB price movement. The serial correlation of 0.79 indicates that around 79.0% of current Sandvik AB price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.79 | |
| Spearman Rank Test | 0.85 | |
| Residual Average | 0.0 | |
| Price Variance | 528.76 |
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Additional Tools for Sandvik Stock Analysis
When running Sandvik AB's price analysis, check to measure Sandvik AB'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 Sandvik AB is operating at the current time. Most of Sandvik AB's value examination focuses on studying past and present price action to predict the probability of Sandvik AB's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sandvik AB's price. Additionally, you may evaluate how the addition of Sandvik AB to your portfolios can decrease your overall portfolio volatility.