Senseonics Holdings Stock Alpha and Beta Analysis
| SENS Stock | USD 0.30 0.02 6.25% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Senseonics Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Senseonics Holdings over a specified time horizon. Remember, high Senseonics Holdings' 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 Senseonics Holdings' market risk premium analysis include:
Beta 1.2 | Alpha (0.38) | Risk 4.76 | Sharpe Ratio (0.05) | Expected Return (0.22) |
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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.
Senseonics |
Senseonics Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Senseonics Holdings market risk premium is the additional return an investor will receive from holding Senseonics Holdings 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 Senseonics Holdings. 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 Senseonics Holdings' performance over market.| α | -0.38 | β | 1.20 |
Senseonics Holdings 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 Senseonics Holdings' Buy-and-hold return. Our buy-and-hold chart shows how Senseonics Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Senseonics Holdings Market Price Analysis
Market price analysis indicators help investors to evaluate how Senseonics Holdings stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Senseonics Holdings shares will generate the highest return on investment. By understating and applying Senseonics Holdings stock market price indicators, traders can identify Senseonics Holdings position entry and exit signals to maximize returns.
Senseonics Holdings Return and Market Media
The median price of Senseonics Holdings for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 0.35 with a coefficient of variation of 9.01. The daily time series for the period is distributed with a sample standard deviation of 0.03, arithmetic mean of 0.35, and mean deviation of 0.02. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Senseonics Stock Down Despite New FDA Approval for Eversense 365 - Yahoo Finance | 09/24/2024 |
2 | Acquisition by Prince Douglas S of 24102 shares of Senseonics Holdings at 0.3371 subject to Rule 16b-3 | 10/01/2024 |
3 | Acquisition by Steven Edelman of 22991 shares of Senseonics Holdings at 0.56 subject to Rule 16b-3 | 10/17/2024 |
4 | Senseonics stock dips on 16M securities offering | 10/25/2024 |
5 | Earnings To Watch Senseonics Holdings Inc Reports Q3 2024 Result | 11/06/2024 |
6 | Senseonics GAAP EPS of -0.04 misses by 0.01, revenue of 4.3M beats by 0.22M | 11/07/2024 |
7 | Senseonics Holdings Inc Q3 2024 Earnings Call Highlights Navigating Revenue Challenges ... | 11/08/2024 |
8 | Disposition of 632166 shares by Timothy Goodnow of Senseonics Holdings at 0.28 subject to Rule 16b-3 | 11/15/2024 |
About Senseonics Holdings 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 Senseonics or other stocks. Alpha measures the amount that position in Senseonics Holdings 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 | 12.03 | 32.61 | 4.22 | 6.3 | Days Of Inventory On Hand | 159.14 | 195.18 | 165.98 | 174.9 |
Senseonics Holdings Upcoming Company Events
As portrayed in its financial statements, the presentation of Senseonics Holdings' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Senseonics Holdings' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Senseonics Holdings' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Senseonics Holdings. Please utilize our Beneish M Score to check the likelihood of Senseonics Holdings' management manipulating its earnings.
| 20th of March 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 20th of March 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Senseonics Holdings
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Additional Tools for Senseonics Stock Analysis
When running Senseonics Holdings' price analysis, check to measure Senseonics Holdings' 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 Senseonics Holdings is operating at the current time. Most of Senseonics Holdings' value examination focuses on studying past and present price action to predict the probability of Senseonics Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Senseonics Holdings' price. Additionally, you may evaluate how the addition of Senseonics Holdings to your portfolios can decrease your overall portfolio volatility.