Sandoz Group (Switzerland) Market Value
| SDZ Stock | 61.38 2.64 4.12% |
| Symbol | Sandoz |
Sandoz Group '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 Sandoz Group'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 Sandoz Group.
| 10/30/2025 |
| 01/28/2026 |
If you would invest 0.00 in Sandoz Group on October 30, 2025 and sell it all today you would earn a total of 0.00 from holding Sandoz Group AG or generate 0.0% return on investment in Sandoz Group over 90 days.
Sandoz Group 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 Sandoz Group'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 Sandoz Group AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.26 | |||
| Information Ratio | 0.2295 | |||
| Maximum Drawdown | 6.89 | |||
| Value At Risk | (1.89) | |||
| Potential Upside | 3.06 |
Sandoz Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sandoz Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sandoz Group's standard deviation. In reality, there are many statistical measures that can use Sandoz Group historical prices to predict the future Sandoz Group's volatility.| Risk Adjusted Performance | 0.2134 | |||
| Jensen Alpha | 0.3903 | |||
| Total Risk Alpha | 0.2693 | |||
| Sortino Ratio | 0.2691 | |||
| Treynor Ratio | 1.58 |
Sandoz Group January 28, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.2134 | |||
| Market Risk Adjusted Performance | 1.59 | |||
| Mean Deviation | 1.17 | |||
| Semi Deviation | 0.7701 | |||
| Downside Deviation | 1.26 | |||
| Coefficient Of Variation | 353.13 | |||
| Standard Deviation | 1.48 | |||
| Variance | 2.18 | |||
| Information Ratio | 0.2295 | |||
| Jensen Alpha | 0.3903 | |||
| Total Risk Alpha | 0.2693 | |||
| Sortino Ratio | 0.2691 | |||
| Treynor Ratio | 1.58 | |||
| Maximum Drawdown | 6.89 | |||
| Value At Risk | (1.89) | |||
| Potential Upside | 3.06 | |||
| Downside Variance | 1.59 | |||
| Semi Variance | 0.5931 | |||
| Expected Short fall | (1.31) | |||
| Skewness | 0.3683 | |||
| Kurtosis | (0.03) |
Sandoz Group AG Backtested Returns
Sandoz Group appears to be very steady, given 3 months investment horizon. Sandoz Group AG owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.24, which indicates the firm had a 0.24 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Sandoz Group AG, which you can use to evaluate the volatility of the company. Please review Sandoz Group's Risk Adjusted Performance of 0.2134, semi deviation of 0.7701, and Coefficient Of Variation of 353.13 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Sandoz Group holds a performance score of 18. The entity has a beta of 0.26, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sandoz Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sandoz Group is expected to be smaller as well. Please check Sandoz Group's semi variance, and the relationship between the maximum drawdown and accumulation distribution , to make a quick decision on whether Sandoz Group's existing price patterns will revert.
Auto-correlation | 0.75 |
Good predictability
Sandoz Group AG has good predictability. Overlapping area represents the amount of predictability between Sandoz Group time series from 30th of October 2025 to 14th of December 2025 and 14th of December 2025 to 28th of January 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 Sandoz Group AG price movement. The serial correlation of 0.75 indicates that around 75.0% of current Sandoz Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.75 | |
| Spearman Rank Test | 0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 4.32 |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.| HITI | High Tide | |
| HITI | High Tide | |
| BAC | Bank of America |
Additional Tools for Sandoz Stock Analysis
When running Sandoz Group's price analysis, check to measure Sandoz Group'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 Sandoz Group is operating at the current time. Most of Sandoz Group's value examination focuses on studying past and present price action to predict the probability of Sandoz Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sandoz Group's price. Additionally, you may evaluate how the addition of Sandoz Group to your portfolios can decrease your overall portfolio volatility.