SANB4F (Brazil) Technical Analysis
| SANB4F Stock | BRL 17.37 0.29 1.64% |
As of the 26th of February, SANB4F has the Risk Adjusted Performance of 0.0184, downside deviation of 1.61, and Market Risk Adjusted Performance of (0.16). Our technical analysis interface makes it possible for you to check practical technical drivers of SANB4F, as well as the relationship between them.
SANB4F Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as SANB4F, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to SANB4FSANB4F |
SANB4F '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 SANB4F'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 SANB4F.
| 11/28/2025 |
| 02/26/2026 |
If you would invest 0.00 in SANB4F on November 28, 2025 and sell it all today you would earn a total of 0.00 from holding SANB4F or generate 0.0% return on investment in SANB4F over 90 days. SANB4F is related to or competes with Taiwan Semiconductor, Apple, Alibaba Group, Microsoft, Banco Santander, Alphabet, and Alphabet. More
SANB4F 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 SANB4F'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 SANB4F upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.61 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 7.2 | |||
| Value At Risk | (2.53) | |||
| Potential Upside | 2.87 |
SANB4F Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SANB4F's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SANB4F's standard deviation. In reality, there are many statistical measures that can use SANB4F historical prices to predict the future SANB4F's volatility.| Risk Adjusted Performance | 0.0184 | |||
| Jensen Alpha | 0.0301 | |||
| Total Risk Alpha | (0.21) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | (0.17) |
SANB4F February 26, 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 | 0.0184 | |||
| Market Risk Adjusted Performance | (0.16) | |||
| Mean Deviation | 1.4 | |||
| Semi Deviation | 1.55 | |||
| Downside Deviation | 1.61 | |||
| Coefficient Of Variation | 6026.59 | |||
| Standard Deviation | 1.76 | |||
| Variance | 3.08 | |||
| Information Ratio | (0.05) | |||
| Jensen Alpha | 0.0301 | |||
| Total Risk Alpha | (0.21) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | (0.17) | |||
| Maximum Drawdown | 7.2 | |||
| Value At Risk | (2.53) | |||
| Potential Upside | 2.87 | |||
| Downside Variance | 2.59 | |||
| Semi Variance | 2.41 | |||
| Expected Short fall | (1.57) | |||
| Skewness | 0.4045 | |||
| Kurtosis | (0.06) |
SANB4F Backtested Returns
SANB4F owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0108, which indicates the company had a -0.0108 % return per unit of standard deviation over the last 3 months. SANB4F exposes thirty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate SANB4F's Downside Deviation of 1.61, market risk adjusted performance of (0.16), and Risk Adjusted Performance of 0.0184 to confirm the risk estimate we provide. The firm has a beta of -0.11, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning SANB4F are expected to decrease at a much lower rate. During the bear market, SANB4F is likely to outperform the market. At this point, SANB4F has a negative expected return of -0.0196%. Please make sure to validate SANB4F's treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to decide if SANB4F performance from the past will be repeated at future time.
Auto-correlation | -0.69 |
Very good reverse predictability
SANB4F has very good reverse predictability. Overlapping area represents the amount of predictability between SANB4F time series from 28th of November 2025 to 12th of January 2026 and 12th of January 2026 to 26th 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 SANB4F price movement. The serial correlation of -0.69 indicates that around 69.0% of current SANB4F price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.69 | |
| Spearman Rank Test | 0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 0.32 |
SANB4F technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
SANB4F Technical Analysis
The output start index for this execution was fourteen with a total number of output elements of fourty-seven. The Normalized Average True Range is used to analyze tradable apportunities for SANB4F across different markets.
About SANB4F Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of SANB4F on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of SANB4F based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on SANB4F price pattern first instead of the macroeconomic environment surrounding SANB4F. By analyzing SANB4F's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of SANB4F's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to SANB4F specific price patterns or momentum indicators. Please read more on our technical analysis page.
SANB4F February 26, 2026 Technical Indicators
Most technical analysis of SANB4F help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for SANB4F from various momentum indicators to cycle indicators. When you analyze SANB4F charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0184 | |||
| Market Risk Adjusted Performance | (0.16) | |||
| Mean Deviation | 1.4 | |||
| Semi Deviation | 1.55 | |||
| Downside Deviation | 1.61 | |||
| Coefficient Of Variation | 6026.59 | |||
| Standard Deviation | 1.76 | |||
| Variance | 3.08 | |||
| Information Ratio | (0.05) | |||
| Jensen Alpha | 0.0301 | |||
| Total Risk Alpha | (0.21) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | (0.17) | |||
| Maximum Drawdown | 7.2 | |||
| Value At Risk | (2.53) | |||
| Potential Upside | 2.87 | |||
| Downside Variance | 2.59 | |||
| Semi Variance | 2.41 | |||
| Expected Short fall | (1.57) | |||
| Skewness | 0.4045 | |||
| Kurtosis | (0.06) |
SANB4F February 26, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as SANB4F stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.05 | ||
| Daily Balance Of Power | (0.35) | ||
| Rate Of Daily Change | 0.98 | ||
| Day Median Price | 17.59 | ||
| Day Typical Price | 17.51 | ||
| Price Action Indicator | (0.36) | ||
| Market Facilitation Index | 0.83 |
Complementary Tools for SANB4F Stock analysis
When running SANB4F's price analysis, check to measure SANB4F'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 SANB4F is operating at the current time. Most of SANB4F's value examination focuses on studying past and present price action to predict the probability of SANB4F's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SANB4F's price. Additionally, you may evaluate how the addition of SANB4F to your portfolios can decrease your overall portfolio volatility.
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