Senstar Technologies Stock Market Value
| SNT Stock | USD 2.96 0.03 1.00% |
| Symbol | Senstar |
Senstar Technologies Price To Book Ratio
Is Electronic Equipment, Instruments & Components 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 Senstar Technologies. If investors know Senstar 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 Senstar Technologies listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 1.026 | Earnings Share 0.05 | Revenue Per Share 1.478 | Quarterly Revenue Growth 0.082 | Return On Assets 0.0338 |
The market value of Senstar Technologies is measured differently than its book value, which is the value of Senstar that is recorded on the company's balance sheet. Investors also form their own opinion of Senstar Technologies' value that differs from its market value or its book value, called intrinsic value, which is Senstar Technologies' 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 Senstar Technologies' market value can be influenced by many factors that don't directly affect Senstar Technologies' 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 Senstar Technologies' value and its price as these two are different measures arrived at by different means. Investors typically determine if Senstar Technologies is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Senstar Technologies' 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.
Senstar Technologies '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 Senstar Technologies' 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 Senstar Technologies.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Senstar Technologies on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Senstar Technologies or generate 0.0% return on investment in Senstar Technologies over 30 days. Senstar Technologies is related to or competes with Tortoise Pipeline, and Sprinklr. Senstar Technologies Ltd. develops, manufactures, markets, and sells perimeter intrusion detection sensors, physical bar... More
Senstar Technologies 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 Senstar Technologies' 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 Senstar Technologies upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.96 | |||
| Information Ratio | 0.167 | |||
| Maximum Drawdown | 35.03 | |||
| Value At Risk | (2.50) | |||
| Potential Upside | 10.04 |
Senstar Technologies Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Senstar Technologies' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Senstar Technologies' standard deviation. In reality, there are many statistical measures that can use Senstar Technologies historical prices to predict the future Senstar Technologies' volatility.| Risk Adjusted Performance | 0.1572 | |||
| Jensen Alpha | 0.992 | |||
| Total Risk Alpha | 0.1733 | |||
| Sortino Ratio | 0.3942 | |||
| Treynor Ratio | (1.07) |
Senstar Technologies Backtested Returns
Senstar Technologies appears to be very risky, given 3 months investment horizon. Senstar Technologies owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.21, which indicates the firm had a 0.21% return per unit of risk over the last 3 months. By inspecting Senstar Technologies' technical indicators, you can evaluate if the expected return of 0.98% is justified by implied risk. Please review Senstar Technologies' Coefficient Of Variation of 513.38, risk adjusted performance of 0.1572, and Semi Deviation of 1.15 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Senstar Technologies holds a performance score of 16. The entity has a beta of -0.84, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Senstar Technologies are expected to decrease at a much lower rate. During the bear market, Senstar Technologies is likely to outperform the market. Please check Senstar Technologies' potential upside, as well as the relationship between the accumulation distribution and price action indicator , to make a quick decision on whether Senstar Technologies' existing price patterns will revert.
Auto-correlation | 0.72 |
Good predictability
Senstar Technologies has good predictability. Overlapping area represents the amount of predictability between Senstar Technologies time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Senstar Technologies price movement. The serial correlation of 0.72 indicates that around 72.0% of current Senstar Technologies price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.72 | |
| Spearman Rank Test | 0.71 | |
| Residual Average | 0.0 | |
| Price Variance | 0.14 |
Senstar Technologies lagged returns against current returns
Autocorrelation, which is Senstar Technologies 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 Senstar Technologies' stock expected returns. We can calculate the autocorrelation of Senstar Technologies returns to help us make a trade decision. For example, suppose you find that Senstar Technologies 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 |
Senstar Technologies 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 Senstar Technologies stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Senstar Technologies stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Senstar Technologies stock over time.
Current vs Lagged Prices |
| Timeline |
Senstar Technologies Lagged Returns
When evaluating Senstar Technologies' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Senstar Technologies stock have on its future price. Senstar Technologies 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, Senstar Technologies autocorrelation shows the relationship between Senstar Technologies stock current value and its past values and can show if there is a momentum factor associated with investing in Senstar Technologies.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Senstar Stock Analysis
When running Senstar Technologies' price analysis, check to measure Senstar Technologies' 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 Senstar Technologies is operating at the current time. Most of Senstar Technologies' value examination focuses on studying past and present price action to predict the probability of Senstar Technologies' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Senstar Technologies' price. Additionally, you may evaluate how the addition of Senstar Technologies to your portfolios can decrease your overall portfolio volatility.