Sensei Biotherapeutics Stock Market Value
| SNSE Stock | USD 0.55 0.02 3.72% |
| Symbol | Sensei |
Sensei Biotherapeutics Price To Book Ratio
Is Biotechnology space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Sensei Biotherapeutics. If investors know Sensei will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Sensei Biotherapeutics listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Sensei Biotherapeutics is measured differently than its book value, which is the value of Sensei that is recorded on the company's balance sheet. Investors also form their own opinion of Sensei Biotherapeutics' value that differs from its market value or its book value, called intrinsic value, which is Sensei Biotherapeutics' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Sensei Biotherapeutics' market value can be influenced by many factors that don't directly affect Sensei Biotherapeutics' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Sensei Biotherapeutics' value and its price as these two are different measures arrived at by different means. Investors typically determine if Sensei Biotherapeutics is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Sensei Biotherapeutics' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Sensei Biotherapeutics 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Sensei Biotherapeutics' stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Sensei Biotherapeutics.
| 11/25/2024 |
| 01/24/2025 |
If you would invest 0.00 in Sensei Biotherapeutics on November 25, 2024 and sell it all today you would earn a total of 0.00 from holding Sensei Biotherapeutics or generate 0.0% return on investment in Sensei Biotherapeutics over 60 days. Sensei Biotherapeutics is related to or competes with Vor Biopharma, and Evaxion Biotech. Sensei Biotherapeutics, Inc., a biopharmaceutical company, engages in the discovery and development of immunotherapies w... More
Sensei Biotherapeutics Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Sensei Biotherapeutics' stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Sensei Biotherapeutics upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.51 | |||
| Information Ratio | 0.0703 | |||
| Maximum Drawdown | 110.76 | |||
| Value At Risk | (11.67) | |||
| Potential Upside | 11.11 |
Sensei Biotherapeutics Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sensei Biotherapeutics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sensei Biotherapeutics' standard deviation. In reality, there are many statistical measures that can use Sensei Biotherapeutics historical prices to predict the future Sensei Biotherapeutics' volatility.| Risk Adjusted Performance | 0.0723 | |||
| Jensen Alpha | 0.9291 | |||
| Total Risk Alpha | 0.3648 | |||
| Sortino Ratio | 0.1196 | |||
| Treynor Ratio | 4.61 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Sensei Biotherapeutics' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Sensei Biotherapeutics Backtested Returns
Sensei Biotherapeutics owns Efficiency Ratio (i.e., Sharpe Ratio) of close to zero, which indicates the firm had a close to zero % return per unit of risk over the last 3 months. Sensei Biotherapeutics exposes thirty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sensei Biotherapeutics' Semi Deviation of 6.55, risk adjusted performance of 0.0723, and Coefficient Of Variation of 1351.09 to confirm the risk estimate we provide. The entity has a beta of 0.2, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sensei Biotherapeutics' returns are expected to increase less than the market. However, during the bear market, the loss of holding Sensei Biotherapeutics is expected to be smaller as well. At this point, Sensei Biotherapeutics has a negative expected return of -0.0138%. Please make sure to validate Sensei Biotherapeutics' value at risk and the relationship between the skewness and relative strength index , to decide if Sensei Biotherapeutics performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.68 |
Very good reverse predictability
Sensei Biotherapeutics has very good reverse predictability. Overlapping area represents the amount of predictability between Sensei Biotherapeutics time series from 25th of November 2024 to 25th of December 2024 and 25th of December 2024 to 24th of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Sensei Biotherapeutics price movement. The serial correlation of -0.68 indicates that around 68.0% of current Sensei Biotherapeutics price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.68 | |
| Spearman Rank Test | -0.75 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Sensei Biotherapeutics lagged returns against current returns
Autocorrelation, which is Sensei Biotherapeutics stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Sensei Biotherapeutics' stock expected returns. We can calculate the autocorrelation of Sensei Biotherapeutics returns to help us make a trade decision. For example, suppose you find that Sensei Biotherapeutics has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Sensei Biotherapeutics regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Sensei Biotherapeutics stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sensei Biotherapeutics stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sensei Biotherapeutics stock over time.
Current vs Lagged Prices |
| Timeline |
Sensei Biotherapeutics Lagged Returns
When evaluating Sensei Biotherapeutics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sensei Biotherapeutics stock have on its future price. Sensei Biotherapeutics autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Sensei Biotherapeutics autocorrelation shows the relationship between Sensei Biotherapeutics stock current value and its past values and can show if there is a momentum factor associated with investing in Sensei Biotherapeutics.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.When determining whether Sensei Biotherapeutics is a strong investment it is important to analyze Sensei Biotherapeutics' competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Sensei Biotherapeutics' future performance. For an informed investment choice regarding Sensei Stock, refer to the following important reports:Check out Sensei Biotherapeutics Correlation, Sensei Biotherapeutics Volatility and Sensei Biotherapeutics Alpha and Beta module to complement your research on Sensei Biotherapeutics. For information on how to trade Sensei Stock refer to our How to Trade Sensei Stock guide.You can also try the Sign In To Macroaxis module to sign in to explore Macroaxis' wealth optimization platform and fintech modules.
Sensei Biotherapeutics technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.