Sensient Technologies Stock Market Value
| SXT Stock | USD 79.20 0.53 0.67% |
| Symbol | Sensient |
Sensient Technologies Price To Book Ratio
Is Specialty Chemicals 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 Sensient Technologies. If investors know Sensient 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 Sensient 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 0.027 | Dividend Share 1.64 | Earnings Share 2.09 | Revenue Per Share 36.331 | Quarterly Revenue Growth 0.079 |
The market value of Sensient Technologies is measured differently than its book value, which is the value of Sensient that is recorded on the company's balance sheet. Investors also form their own opinion of Sensient Technologies' value that differs from its market value or its book value, called intrinsic value, which is Sensient 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 Sensient Technologies' market value can be influenced by many factors that don't directly affect Sensient 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 Sensient Technologies' value and its price as these two are different measures arrived at by different means. Investors typically determine if Sensient Technologies is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Sensient 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.
Sensient 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 Sensient 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 Sensient Technologies.
| 05/29/2024 |
| 11/25/2024 |
If you would invest 0.00 in Sensient Technologies on May 29, 2024 and sell it all today you would earn a total of 0.00 from holding Sensient Technologies or generate 0.0% return on investment in Sensient Technologies over 180 days. Sensient Technologies is related to or competes with Oil Dri, H B, Northern Technologies, and Cabot. Sensient Technologies Corporation, together with its subsidiaries, develops, manufactures, and markets colors, flavors, ... More
Sensient 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 Sensient 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 Sensient Technologies upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.42 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 8.84 | |||
| Value At Risk | (2.19) | |||
| Potential Upside | 2.14 |
Sensient Technologies Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sensient Technologies' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sensient Technologies' standard deviation. In reality, there are many statistical measures that can use Sensient Technologies historical prices to predict the future Sensient Technologies' volatility.| Risk Adjusted Performance | 0.0611 | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.14) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0653 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Sensient Technologies' 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.
Sensient Technologies Backtested Returns
Currently, Sensient Technologies is very steady. Sensient Technologies owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0622, which indicates the firm had a 0.0622% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Sensient Technologies, which you can use to evaluate the volatility of the company. Please validate Sensient Technologies' Risk Adjusted Performance of 0.0611, semi deviation of 1.24, and Coefficient Of Variation of 1363.2 to confirm if the risk estimate we provide is consistent with the expected return of 0.0932%. Sensient Technologies has a performance score of 4 on a scale of 0 to 100. The entity has a beta of 1.52, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Sensient Technologies will likely underperform. Sensient Technologies right now has a risk of 1.5%. Please validate Sensient Technologies potential upside, as well as the relationship between the accumulation distribution and period momentum indicator , to decide if Sensient Technologies will be following its existing price patterns.
Auto-correlation | -0.2 |
Insignificant reverse predictability
Sensient Technologies has insignificant reverse predictability. Overlapping area represents the amount of predictability between Sensient Technologies time series from 29th of May 2024 to 27th of August 2024 and 27th of August 2024 to 25th 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 Sensient Technologies price movement. The serial correlation of -0.2 indicates that over 20.0% of current Sensient Technologies price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.2 | |
| Spearman Rank Test | -0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 3.14 |
Sensient Technologies lagged returns against current returns
Autocorrelation, which is Sensient 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 Sensient Technologies' stock expected returns. We can calculate the autocorrelation of Sensient Technologies returns to help us make a trade decision. For example, suppose you find that Sensient 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 |
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Sensient 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 Sensient Technologies stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sensient Technologies stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sensient Technologies stock over time.
Current vs Lagged Prices |
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Sensient Technologies Lagged Returns
When evaluating Sensient Technologies' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sensient Technologies stock have on its future price. Sensient 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, Sensient Technologies autocorrelation shows the relationship between Sensient Technologies stock current value and its past values and can show if there is a momentum factor associated with investing in Sensient Technologies.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Sensient Stock Analysis
When running Sensient Technologies' price analysis, check to measure Sensient 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 Sensient Technologies is operating at the current time. Most of Sensient Technologies' value examination focuses on studying past and present price action to predict the probability of Sensient Technologies' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sensient Technologies' price. Additionally, you may evaluate how the addition of Sensient Technologies to your portfolios can decrease your overall portfolio volatility.