Sandoz Group Ag Stock Market Value
| SDZNY Stock | 76.72 2.91 3.94% |
| 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 otc 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.
| 10/17/2025 |
| 01/15/2026 |
If you would invest 0.00 in Sandoz Group on October 17, 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 otc 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 | 1.33 | |||
| Information Ratio | 0.1727 | |||
| Maximum Drawdown | 7.19 | |||
| Value At Risk | (1.88) | |||
| Potential Upside | 2.99 |
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 | 0.1839 | |||
| Jensen Alpha | 0.2835 | |||
| Total Risk Alpha | 0.1352 | |||
| Sortino Ratio | 0.1946 | |||
| Treynor Ratio | 0.4773 |
Sandoz Group AG Backtested Returns
Sandoz Group AG owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.25, which indicates the firm had a 0.25 % 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 Coefficient Of Variation of 395.25, risk adjusted performance of 0.1839, and Semi Deviation of 0.9143 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 19. The entity has a beta of 0.77, which indicates possible diversification benefits within a given portfolio. 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 potential upside, as well as the relationship between the accumulation distribution and price action indicator , to make a quick decision on whether Sandoz Group's existing price patterns will revert.
Auto-correlation | 0.57 |
Modest predictability
Sandoz Group AG has modest predictability. Overlapping area represents the amount of predictability between Sandoz Group time series from 17th of October 2025 to 1st of December 2025 and 1st of December 2025 to 15th 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 0.57 indicates that roughly 57.0% of current Sandoz Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.57 | |
| Spearman Rank Test | 0.76 | |
| Residual Average | 0.0 | |
| Price Variance | 2.49 |
Sandoz Group AG lagged returns against current returns
Autocorrelation, which is Sandoz Group otc stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Sandoz Group's otc stock expected returns. We can calculate the autocorrelation of Sandoz Group returns to help us make a trade decision. For example, suppose you find that Sandoz Group has exhibited high autocorrelation historically, and you observe that the otc stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Sandoz Group regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Sandoz Group otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sandoz Group otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sandoz Group otc stock over time.
Current vs Lagged Prices |
| Timeline |
Sandoz Group Lagged Returns
When evaluating Sandoz Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sandoz Group otc stock have on its future price. Sandoz Group autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Sandoz Group autocorrelation shows the relationship between Sandoz Group otc stock current value and its past values and can show if there is a momentum factor associated with investing in Sandoz Group AG.
Regressed Prices |
| Timeline |
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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.Additional Tools for Sandoz OTC 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.