SANDVIK (Germany) Technical Analysis
| SVKB Stock | EUR 34.38 1.07 3.02% |
As of the 6th of February, SANDVIK has the Market Risk Adjusted Performance of 0.7335, downside deviation of 1.39, and Risk Adjusted Performance of 0.2237. In connection with fundamental indicators, the technical analysis model makes it possible for you to check practical technical drivers of SANDVIK, as well as the relationship between them.
SANDVIK 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 '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'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.
| 11/08/2025 |
| 02/06/2026 |
If you would invest 0.00 in SANDVIK on November 8, 2025 and sell it all today you would earn a total of 0.00 from holding SANDVIK or generate 0.0% return on investment in SANDVIK over 90 days. SANDVIK is related to or competes with Abbott Laboratories, Advanced Micro, Philip Morris, Amgen, Hong Kong, AP Mller, and FREEPORT MCMORAN. SANDVIK is entity of Germany. It is traded as Stock on DU exchange. More
SANDVIK 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'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 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.39 | |||
| Information Ratio | 0.2597 | |||
| Maximum Drawdown | 5.07 | |||
| Value At Risk | (1.96) | |||
| Potential Upside | 3.05 |
SANDVIK Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SANDVIK's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SANDVIK's standard deviation. In reality, there are many statistical measures that can use SANDVIK historical prices to predict the future SANDVIK's volatility.| Risk Adjusted Performance | 0.2237 | |||
| Jensen Alpha | 0.3871 | |||
| Total Risk Alpha | 0.34 | |||
| Sortino Ratio | 0.2678 | |||
| Treynor Ratio | 0.7235 |
SANDVIK February 6, 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 | 0.2237 | |||
| Market Risk Adjusted Performance | 0.7335 | |||
| Mean Deviation | 1.1 | |||
| Semi Deviation | 0.9555 | |||
| Downside Deviation | 1.39 | |||
| Coefficient Of Variation | 343.41 | |||
| Standard Deviation | 1.43 | |||
| Variance | 2.05 | |||
| Information Ratio | 0.2597 | |||
| Jensen Alpha | 0.3871 | |||
| Total Risk Alpha | 0.34 | |||
| Sortino Ratio | 0.2678 | |||
| Treynor Ratio | 0.7235 | |||
| Maximum Drawdown | 5.07 | |||
| Value At Risk | (1.96) | |||
| Potential Upside | 3.05 | |||
| Downside Variance | 1.93 | |||
| Semi Variance | 0.9131 | |||
| Expected Short fall | (1.27) | |||
| Skewness | (0.06) | |||
| Kurtosis | 0.0314 |
SANDVIK Backtested Returns
SANDVIK appears to be very steady, given 3 months investment horizon. SANDVIK owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.32, which indicates the company had a 0.32 % return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for SANDVIK, which you can use to evaluate the volatility of the entity. Please review SANDVIK's Market Risk Adjusted Performance of 0.7335, risk adjusted performance of 0.2237, and Downside Deviation of 1.39 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, SANDVIK holds a performance score of 25. The firm has a beta of 0.56, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, SANDVIK's returns are expected to increase less than the market. However, during the bear market, the loss of holding SANDVIK is expected to be smaller as well. Please check SANDVIK'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's existing price patterns will revert.
Auto-correlation | 0.45 |
Average predictability
SANDVIK has average predictability. Overlapping area represents the amount of predictability between SANDVIK time series from 8th of November 2025 to 23rd of December 2025 and 23rd of December 2025 to 6th 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 price movement. The serial correlation of 0.45 indicates that just about 45.0% of current SANDVIK price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.45 | |
| Spearman Rank Test | 0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 4.84 |
SANDVIK 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 Technical Analysis
The output start index for this execution was fifty with a total number of output elements of eleven. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of SANDVIK volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About SANDVIK 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 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 based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on SANDVIK price pattern first instead of the macroeconomic environment surrounding SANDVIK. By analyzing SANDVIK'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'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 specific price patterns or momentum indicators. Please read more on our technical analysis page.
SANDVIK February 6, 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 | 0.2237 | |||
| Market Risk Adjusted Performance | 0.7335 | |||
| Mean Deviation | 1.1 | |||
| Semi Deviation | 0.9555 | |||
| Downside Deviation | 1.39 | |||
| Coefficient Of Variation | 343.41 | |||
| Standard Deviation | 1.43 | |||
| Variance | 2.05 | |||
| Information Ratio | 0.2597 | |||
| Jensen Alpha | 0.3871 | |||
| Total Risk Alpha | 0.34 | |||
| Sortino Ratio | 0.2678 | |||
| Treynor Ratio | 0.7235 | |||
| Maximum Drawdown | 5.07 | |||
| Value At Risk | (1.96) | |||
| Potential Upside | 3.05 | |||
| Downside Variance | 1.93 | |||
| Semi Variance | 0.9131 | |||
| Expected Short fall | (1.27) | |||
| Skewness | (0.06) | |||
| Kurtosis | 0.0314 |
SANDVIK February 6, 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 | 0.01 | ||
| Daily Balance Of Power | (2.97) | ||
| Rate Of Daily Change | 0.97 | ||
| Day Median Price | 34.56 | ||
| Day Typical Price | 34.50 | ||
| Price Action Indicator | (0.71) | ||
| Market Facilitation Index | 0.36 |
Additional Tools for SANDVIK Stock Analysis
When running SANDVIK's price analysis, check to measure SANDVIK'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 is operating at the current time. Most of SANDVIK's value examination focuses on studying past and present price action to predict the probability of SANDVIK'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's price. Additionally, you may evaluate how the addition of SANDVIK to your portfolios can decrease your overall portfolio volatility.