Sentinelone Stock Alpha and Beta Analysis
| S Stock | USD 28.13 1.06 3.92% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as SentinelOne. It also helps investors analyze the systematic and unsystematic risks associated with investing in SentinelOne over a specified time horizon. Remember, high SentinelOne's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to SentinelOne's market risk premium analysis include:
Beta 1.58 | Alpha 0.0688 | Risk 2.57 | Sharpe Ratio 0.078 | Expected Return 0.2 |
SentinelOne Quarterly Cash And Equivalents |
|
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
SentinelOne |
SentinelOne Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. SentinelOne market risk premium is the additional return an investor will receive from holding SentinelOne long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in SentinelOne. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate SentinelOne's performance over market.| α | 0.07 | β | 1.58 |
SentinelOne expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of SentinelOne's Buy-and-hold return. Our buy-and-hold chart shows how SentinelOne performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.SentinelOne Market Price Analysis
Market price analysis indicators help investors to evaluate how SentinelOne stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading SentinelOne shares will generate the highest return on investment. By understating and applying SentinelOne stock market price indicators, traders can identify SentinelOne position entry and exit signals to maximize returns.
SentinelOne Return and Market Media
The median price of SentinelOne for the period between Fri, Aug 23, 2024 and Thu, Nov 21, 2024 is 25.09 with a coefficient of variation of 6.61. The daily time series for the period is distributed with a sample standard deviation of 1.65, arithmetic mean of 24.97, and mean deviation of 1.38. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Tomer Weingarten of 25920 shares of SentinelOne subject to Rule 16b-3 | 08/30/2024 |
2 | Acquisition by Hughes Aaron of 3283 shares of SentinelOne subject to Rule 16b-3 | 09/06/2024 |
3 | Disposition of 13622 shares by Tomer Weingarten of SentinelOne at 24.576 subject to Rule 16b-3 | 10/08/2024 |
4 | T-Mobile Delivers Industry-Leading Growth in Customers, Service Revenues, Profitability and Cash Flows in Q3, Raises 2024 Guidance Across the Board | 10/23/2024 |
5 | 3 Top Cybersecurity Stocks to Buy in October | 10/28/2024 |
6 | Disposition of 1316 shares by Keenan Conder of SentinelOne at 26.25 subject to Rule 16b-3 | 11/06/2024 |
7 | Board Member Of T-Mobile US Makes 24.67M Sale | 11/07/2024 |
8 | Heritage Wealth Management Inc. Has 459,000 Stake in SentinelOne, Inc. | 11/08/2024 |
9 | Deutsche Bank revises cybersecurity stocks upgrades SentinelOne, cuts Okta | 11/12/2024 |
10 | Earnings call SoftBank reports robust earnings, fueled by AI investments | 11/14/2024 |
11 | REPLY Reconocen a Reply en el informe SAP Services Landscape | 11/15/2024 |
12 | Cogent Communications director Lewis Ferguson sells 69,170 in stock | 11/19/2024 |
About SentinelOne Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including SentinelOne or other stocks. Alpha measures the amount that position in SentinelOne has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2021 | 2022 | 2023 | 2024 (projected) | Payables Turnover | 8.21 | 12.86 | 26.52 | 27.85 | Days Of Inventory On Hand | 123.1 | 95.96 | 110.35 | 144.0 |
SentinelOne Upcoming Company Events
As portrayed in its financial statements, the presentation of SentinelOne's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, SentinelOne's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of SentinelOne's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of SentinelOne. Please utilize our Beneish M Score to check the likelihood of SentinelOne's management manipulating its earnings.
| 12th of March 2024 Upcoming Quarterly Report | View | |
| 6th of June 2024 Next Financial Report | View | |
| 31st of January 2024 Next Fiscal Quarter End | View | |
| 12th of March 2024 Next Fiscal Year End | View | |
| 31st of October 2023 Last Quarter Report | View | |
| 31st of January 2023 Last Financial Announcement | View |
Build Portfolio with SentinelOne
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Additional Tools for SentinelOne Stock Analysis
When running SentinelOne's price analysis, check to measure SentinelOne'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 SentinelOne is operating at the current time. Most of SentinelOne's value examination focuses on studying past and present price action to predict the probability of SentinelOne's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SentinelOne's price. Additionally, you may evaluate how the addition of SentinelOne to your portfolios can decrease your overall portfolio volatility.