Sandvik AB (Sweden) Performance
| SAND Stock | SEK 201.70 0.50 0.25% |
The entity has a beta of 0.16, 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. At this point, Sandvik AB has a negative expected return of -0.0585%. Please make sure to validate Sandvik AB's maximum drawdown, potential upside, kurtosis, as well as the relationship between the value at risk and skewness , to decide if Sandvik AB performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days Sandvik AB has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable basic indicators, Sandvik AB is not utilizing all of its potentials. The newest stock price uproar, may contribute to short-horizon losses for the private investors. ...more
| Begin Period Cash Flow | 13.6 B | |
| Total Cashflows From Investing Activities | -19.9 B |
Sandvik |
Sandvik AB Relative Risk vs. Return Landscape
If you would invest 21,090 in Sandvik AB on September 3, 2024 and sell it today you would lose (920.00) from holding Sandvik AB or give up 4.36% of portfolio value over 90 days. Sandvik AB is generating negative expected returns and assumes 1.4329% volatility on return distribution over the 90 days horizon. Simply put, 12% of stocks are less volatile than Sandvik, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Sandvik AB Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sandvik AB's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Sandvik AB, and traders can use it to determine the average amount a Sandvik AB's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0408
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | SAND |
Estimated Market Risk
| 1.43 actual daily | 12 88% of assets are more volatile |
Expected Return
| -0.06 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.04 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Sandvik AB is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Sandvik AB by adding Sandvik AB to a well-diversified portfolio.
Sandvik AB Fundamentals Growth
Sandvik Stock prices reflect investors' perceptions of the future prospects and financial health of Sandvik AB, and Sandvik AB fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Sandvik Stock performance.
| Return On Equity | 0.16 | |||
| Return On Asset | 0.07 | |||
| Profit Margin | 0.1 % | |||
| Operating Margin | 0.17 % | |||
| Current Valuation | 287.27 B | |||
| Shares Outstanding | 1.25 B | |||
| Price To Earning | 14.55 X | |||
| Price To Book | 3.05 X | |||
| Price To Sales | 1.98 X | |||
| Revenue | 112.33 B | |||
| EBITDA | 25.23 B | |||
| Cash And Equivalents | 10.49 B | |||
| Cash Per Share | 6.51 X | |||
| Total Debt | 45.82 B | |||
| Debt To Equity | 45.60 % | |||
| Book Value Per Share | 64.75 X | |||
| Cash Flow From Operations | 9.36 B | |||
| Earnings Per Share | 11.34 X | |||
| Total Asset | 176.68 B | |||
| Current Asset | 49.99 B | |||
| Current Liabilities | 26.67 B | |||
About Sandvik AB Performance
Assessing Sandvik AB's fundamental ratios provides investors with valuable insights into Sandvik AB's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Sandvik AB is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
Sandvik AB operates as an engineering company in the areas of mining and rock excavation, metal cutting, and materials technology worldwide. Sandvik AB was founded in 1862 and is headquartered in Stockholm, Sweden. Sandvik AB operates under Diversified Industrials classification in Sweden and is traded on Stockholm Stock Exchange. It employs 41936 people.Things to note about Sandvik AB performance evaluation
Checking the ongoing alerts about Sandvik AB for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Sandvik AB help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Sandvik AB generated a negative expected return over the last 90 days |
- Analyzing Sandvik AB's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Sandvik AB's stock is overvalued or undervalued compared to its peers.
- Examining Sandvik AB's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Sandvik AB's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Sandvik AB's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Sandvik AB's stock. These opinions can provide insight into Sandvik AB's potential for growth and whether the stock is currently undervalued or overvalued.
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.