SentinelOne Correlations

S Stock

USD 14.12 0.04 0.28%

The current 90-days correlation between SentinelOne and Rallybio Corp is 0.29 (i.e., Modest diversification). The correlation of SentinelOne is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.

SentinelOne Correlation With Market

Weak diversification

The correlation between SentinelOne and DJI is 0.32 (i.e., Weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding SentinelOne and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with SentinelOne Stock

Check out World Market Map to better understand how to build diversified portfolios, which includes a position in SentinelOne. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in population.

For more information on how to buy SentinelOne Stock please use our How to Invest in SentinelOne guide.

Moving together with SentinelOne Stock

0.71	PGY	Pagaya Technologies	Pair Corr
0.81	NTNX	Nutanix Downward Rally	Pair Corr
0.71	PG	Procter Gamble Earnings Call This Week	Pair Corr
0.83	MSFT	Microsoft	Pair Corr

Moving against SentinelOne Stock

0.8	TDC	Teradata Corp	Pair Corr
0.78	WMT	Walmart Common Stock Aggressive Push	Pair Corr
0.77	WSFS	WSFS Financial	Pair Corr
0.77	ATI	Allegheny Technologies	Pair Corr
0.75	ACN	Accenture plc	Pair Corr
0.55	F	Ford Motor	Pair Corr
0.45	MSB	Mesabi Trust	Pair Corr
0.45	ASXSF	Elysee Development Corp	Pair Corr
0.41	MCHP	Microchip Technology	Pair Corr
0.85	JNJ	Johnson Johnson Earnings Call This Week	Pair Corr
0.73	AA	Alcoa Corp Earnings Call This Week	Pair Corr
0.69	CAT	Caterpillar	Pair Corr
0.69	XOM	Exxon Mobil Corp Aggressive Push	Pair Corr
0.61	MCD	McDonalds	Pair Corr
0.53	JPM	JPMorgan Chase	Pair Corr
0.5	AXP	American Express	Pair Corr
0.34	VZ	Verizon Communications	Pair Corr

Related Correlations Analysis

	RLYB	PSTV	INTS	IBIO	BOLD	NXTC	KLTO	ITRM	CVKD
RLYB		-0.09	0.36	0.76	-0.38	0.5	-0.73	-0.66	-0.66	RLYB
PSTV	-0.09		-0.18	-0.18	0.02	-0.25	0.38	0.34	0.26	PSTV
INTS	0.36	-0.18		0.27	-0.18	0.22	-0.16	-0.11	-0.01	INTS
IBIO	0.76	-0.18	0.27		-0.11	0.53	-0.79	-0.59	-0.58	IBIO
BOLD	-0.38	0.02	-0.18	-0.11		-0.33	0.42	0.67	0.54	BOLD
NXTC	0.5	-0.25	0.22	0.53	-0.33		-0.7	-0.66	-0.71	NXTC
KLTO	-0.73	0.38	-0.16	-0.79	0.42	-0.7		0.89	0.88	KLTO
ITRM	-0.66	0.34	-0.11	-0.59	0.67	-0.66	0.89		0.9	ITRM
CVKD	-0.66	0.26	-0.01	-0.58	0.54	-0.71	0.88	0.9		CVKD
	RLYB	PSTV	INTS	IBIO	BOLD	NXTC	KLTO	ITRM	CVKD

Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

CVKD	+ 0.9	ITRM
ITRM	+ 0.89	KLTO
CVKD	+ 0.88	KLTO
IBIO	+ 0.76	RLYB
ITRM	+ 0.67	BOLD
CVKD	+ 0.54	BOLD

High negative correlations

KLTO	- 0.79	IBIO
KLTO	- 0.73	RLYB
CVKD	- 0.71	NXTC
KLTO	- 0.7	NXTC
ITRM	- 0.66	NXTC
CVKD	- 0.66	RLYB

Risk-Adjusted Indicators

There is a big difference between SentinelOne Stock performing well and SentinelOne Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze SentinelOne's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
RLYB	2.85	0.35	0.10	0.47	2.84	(3.58)	7.14	(5.48)	21.25
PSTV	4.97	(1.21)	0.00	(0.67)	0.00	0.00	8.93	(9.37)	22.50
INTS	13.81	4.62	0.37	(6.04)	8.80	(23.86)	12.20	(14.04)	433.59
IBIO	8.00	2.17	0.28	2.00	6.54	(10.10)	25.23	(10.57)	59.00
BOLD	2.40	0.04	(0.02)	(0.23)	2.72	(3.21)	5.41	(5.11)	16.75
NXTC	6.07	1.29	0.19	1.09	6.29	(7.19)	15.65	(8.76)	60.54
KLTO	4.42	(1.21)	0.00	(0.28)	0.00	0.00	10.34	(8.57)	28.13
ITRM	4.30	(1.29)	0.00	(0.41)	0.00	0.00	9.38	(8.82)	35.34
CVKD	4.59	(0.69)	0.00	(0.40)	0.00	0.00	10.34	(8.29)	58.15

SentinelOne Corporate Management

Richard Smith	Technology Product	Profile
Barbara Larson	Chief Officer	Profile
Rob Salvagno	Senior Vice President - Corporate Development	Profile
Jungsu Park	Technical Director	Profile
Robert Salvagno	Senior Development	Profile
Jane Wong	Senior Management	Profile

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