Samsara Stock Alpha and Beta Analysis
| IOT Stock | USD 58.96 2.59 4.59% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Samsara. It also helps investors analyze the systematic and unsystematic risks associated with investing in Samsara over a specified time horizon. Remember, high Samsara'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 Samsara's market risk premium analysis include:
Beta 1.32 | Alpha 0.19 | Risk 2.74 | Sharpe Ratio 0.12 | Expected Return 0.32 |
Samsara 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.
Samsara |
Samsara Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Samsara market risk premium is the additional return an investor will receive from holding Samsara 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 Samsara. 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 Samsara's performance over market.| α | 0.19 | β | 1.32 |
Samsara 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 Samsara's Buy-and-hold return. Our buy-and-hold chart shows how Samsara performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Samsara Market Price Analysis
Market price analysis indicators help investors to evaluate how Samsara stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Samsara shares will generate the highest return on investment. By understating and applying Samsara stock market price indicators, traders can identify Samsara position entry and exit signals to maximize returns.
Samsara Return and Market Media
The median price of Samsara for the period between Mon, Nov 18, 2024 and Sun, Feb 16, 2025 is 50.13 with a coefficient of variation of 8.94. The daily time series for the period is distributed with a sample standard deviation of 4.44, arithmetic mean of 49.7, and mean deviation of 3.98. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Aseptic Filling Machines Market Industry Trends and Opportunities to 2030 Key Player Profiles for Alfa Laval, Groninger, Syntegon Technology, GEA, BauschStrobel... | 01/22/2025 |
2 | Disposition of 26050 shares by Sanjit Biswas of Samsara at 45.3366 subject to Rule 16b-3 | 01/24/2025 |
3 | Disposition of 1422 shares by John Bicket of Samsara at 51.079 subject to Rule 16b-3 | 01/28/2025 |
4 | Virtual Internets Virtual Gateway | 01/29/2025 |
5 | Thousands of Transportation Organizations Standardize on Samsara to Transform their Operations ... | 02/04/2025 |
6 | Cisco Named Industrial IoT Company of the Year in 9th Annual IoT BreakthroughAwards Program | 02/06/2025 |
7 | Access Control Market Dynamics Company Insights, 2023-2025 Featuring ASSA ABLOY, Dormakaba Group, Johnson Controls, Allegion, Honeywell Intl, Proxy, Nexkey More | 02/07/2025 |
8 | IoT Chips Market Size to Surpass USD 1159.417 Billion by 2032, at 9.75 percent CAGR SNS Insider | 02/10/2025 |
9 | Samsara Report Technology Investments Attract Young Workers to Industries Facing Historic ... | 02/11/2025 |
10 | Asimily and Carahsoft Partner to Bring IoT and OT Solutions to the Public Sector | 02/12/2025 |
11 | Iridium Announces 2024 Results, Issues 2025 Outlook | 02/13/2025 |
About Samsara 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 Samsara or other stocks. Alpha measures the amount that position in Samsara 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.
| 2010 | 2024 | 2025 (projected) | Payables Turnover | 5.34 | 3.89 | 3.28 | Days Of Inventory On Hand | 32.86 | 66.2 | 88.41 |
Samsara Upcoming Company Events
As portrayed in its financial statements, the presentation of Samsara's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Samsara's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Samsara's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Samsara. Please utilize our Beneish M Score to check the likelihood of Samsara's management manipulating its earnings.
| 7th of March 2024 Upcoming Quarterly Report | View | |
| 6th of June 2024 Next Financial Report | View | |
| 31st of January 2024 Next Fiscal Quarter End | View | |
| 7th 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 Samsara
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 Samsara Stock Analysis
When running Samsara's price analysis, check to measure Samsara'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 Samsara is operating at the current time. Most of Samsara's value examination focuses on studying past and present price action to predict the probability of Samsara's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Samsara's price. Additionally, you may evaluate how the addition of Samsara to your portfolios can decrease your overall portfolio volatility.