Stanley Black & Decker Inc (SWK) Daily/Weekly Backtest Results crown

Buy indicator:                
              [ What are these indicators? | Switch to SWK's monthly backtests ]
Fixed profit target:               -or-  

Expectancy: -9.46%.   Win rate: 50.0%.   Sharpe Ratio: -1.423.   Maximum drawdown: -57.75% on 03 November 2022.
Mean CAGR: 36.09%. Time in market: 3922 days.   Hypothetical return: $1000 would be worth $680.30 on 05 February 2024.
Key: change_history : profitable trade change_history : breakeven trade (minimal loss after 2 years) change_history : losing trade (not profitable in a 2 year timeframe)


*Transaction costs, taxes and dividends are excluded from these calculations. Past performance may not necessarily be a reliable guide to future performance.

Calculations for Stanley Black & Decker

Expectancy is the percentage profit or loss you would expect to make on the next purchase of this stock with an entry point at the specified signal and profit target as set above. Given a large enough sample size, a positive expectancy indicates the trading strategy is likely to be profitable.

Expectancy calculation for 10 signal(s) occurring before 19 March 2024 for a 7.5% profit target: (50.0% * 8.84%) + (10.0% * 1.04%) - (40.0% * 34.96%) = -9.46%.
Wins: 5 Breakevens: 1 Losses: 4

The Sharpe Ratio calculation assumes a risk free return rate of 2% per calendar year. Ideally the ratio should be a positive number. A higher positive number indicates the strategy has a more attractive risk adjusted rate of return for this particular buy signal and stock over the chart's timeframe.

Stanley Black & Decker Analysis

Market sector: Consumer Discretionary.

External links: Seeking Alpha Research, Zacks Research.

These links may show useful information about why a stock's price has fallen significantly.

 

52 Week Low Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each 52 week low entry signal. Hover over the icons to see more details of the particular trade, including the maximum percentage drawdown and how long it took to reach the desired percentage profit.

Key:   disabled_by_default = profit point not achieved. select_check_box = profit point achieved with CAGR above 15%.
select_check_box = profit point achieved with CAGR of between 5% and 15%. select_check_box = profit point achieved but CAGR was less than 5%.

Signal Date and Score Buy Signal Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
27 March 2025   35     52 Week Low $ 78.04 select_check_box select_check_box select_check_box select_check_box schedule
12 October 2022   20     52 Week Low $ 75.86 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
31 August 2022   20     52 Week Low $ 88.82 select_check_box select_check_box select_check_box select_check_box select_check_box
28 July 2022   20     52 Week Low $ 99.19 select_check_box select_check_box select_check_box select_check_box select_check_box
03 June 2022   20     52 Week Low $ 115.26 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
28 April 2022   20     52 Week Low $ 127.02 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
08 March 2022   60     52 Week Low $ 151.48 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
04 February 2022   30     52 Week Low $ 169.71 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
09 March 2020   80     mode_heat 52 Week Low $ 119.19 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt
11 October 2018   45     52 Week Low $ 126.08 select_check_box select_check_box select_check_box select_check_box select_check_box
25 June 2018   45     52 Week Low $ 129.00 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box

 

The data for Stanley Black & Decker Inc (exchange: XNYS symbol: SWK) was last updated 27 Mar 2026 11:23. Data for this stock is available from 01 Sep 2015 - 26 Mar 2026.