Sandvik AB (Sweden) Technical Analysis
| SAND Stock | SEK 399.40 1.40 0.35% |
As of the 28th of February, Sandvik AB has the Semi Deviation of 0.3918, coefficient of variation of 224.73, and Risk Adjusted Performance of 0.3444. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Sandvik AB, as well as the relationship between them.
Sandvik AB Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Sandvik, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to SandvikSandvik |
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.
| 11/30/2025 |
| 02/28/2026 |
If you would invest 0.00 in Sandvik AB on November 30, 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 | 1.15 | |||
| Information Ratio | 0.3725 | |||
| Maximum Drawdown | 5.95 | |||
| Value At Risk | (1.47) | |||
| 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 | 0.3444 | |||
| Jensen Alpha | 0.5212 | |||
| Total Risk Alpha | 0.4125 | |||
| Sortino Ratio | 0.402 | |||
| Treynor Ratio | 2.08 |
Sandvik AB February 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 | 0.3444 | |||
| Market Risk Adjusted Performance | 2.09 | |||
| Mean Deviation | 0.9183 | |||
| Semi Deviation | 0.3918 | |||
| Downside Deviation | 1.15 | |||
| Coefficient Of Variation | 224.73 | |||
| Standard Deviation | 1.24 | |||
| Variance | 1.54 | |||
| Information Ratio | 0.3725 | |||
| Jensen Alpha | 0.5212 | |||
| Total Risk Alpha | 0.4125 | |||
| Sortino Ratio | 0.402 | |||
| Treynor Ratio | 2.08 | |||
| Maximum Drawdown | 5.95 | |||
| Value At Risk | (1.47) | |||
| Potential Upside | 2.22 | |||
| Downside Variance | 1.32 | |||
| Semi Variance | 0.1535 | |||
| Expected Short fall | (1.12) | |||
| Skewness | 0.2463 | |||
| Kurtosis | 0.8774 |
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 0.45, which indicates the firm had a 0.45 % 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 0.57% is justified by implied risk. Please review Sandvik AB's Coefficient Of Variation of 224.73, risk adjusted performance of 0.3444, and Semi Deviation of 0.3918 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 35. The entity has a beta of 0.26, 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 treynor ratio, value at risk, and 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 | 0.76 |
Good predictability
Sandvik AB has good predictability. Overlapping area represents the amount of predictability between Sandvik AB time series from 30th of November 2025 to 14th of January 2026 and 14th of January 2026 to 28th 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 0.76 indicates that around 76.0% of current Sandvik AB price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.76 | |
| Spearman Rank Test | 0.87 | |
| Residual Average | 0.0 | |
| Price Variance | 490.19 |
Sandvik AB 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.
Sandvik AB Technical Analysis
The output start index for this execution was two with a total number of output elements of fifty-nine. The Normalized Average True Range is used to analyze tradable apportunities for Sandvik AB across different markets.
About Sandvik AB 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 Sandvik AB 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 Sandvik AB based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on Sandvik AB price pattern first instead of the macroeconomic environment surrounding Sandvik AB. By analyzing Sandvik AB'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 Sandvik AB'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 Sandvik AB specific price patterns or momentum indicators. Please read more on our technical analysis page.
Sandvik AB February 28, 2026 Technical Indicators
Most technical analysis of Sandvik 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 Sandvik from various momentum indicators to cycle indicators. When you analyze Sandvik 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 | 0.3444 | |||
| Market Risk Adjusted Performance | 2.09 | |||
| Mean Deviation | 0.9183 | |||
| Semi Deviation | 0.3918 | |||
| Downside Deviation | 1.15 | |||
| Coefficient Of Variation | 224.73 | |||
| Standard Deviation | 1.24 | |||
| Variance | 1.54 | |||
| Information Ratio | 0.3725 | |||
| Jensen Alpha | 0.5212 | |||
| Total Risk Alpha | 0.4125 | |||
| Sortino Ratio | 0.402 | |||
| Treynor Ratio | 2.08 | |||
| Maximum Drawdown | 5.95 | |||
| Value At Risk | (1.47) | |||
| Potential Upside | 2.22 | |||
| Downside Variance | 1.32 | |||
| Semi Variance | 0.1535 | |||
| Expected Short fall | (1.12) | |||
| Skewness | 0.2463 | |||
| Kurtosis | 0.8774 |
Sandvik AB February 28, 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 Sandvik 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 | 56,842 | ||
| Daily Balance Of Power | 0.18 | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 400.10 | ||
| Day Typical Price | 399.87 | ||
| Price Action Indicator | 0.00 |
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.