Sensient Technologies Stock Alpha and Beta Analysis
| SXT Stock | USD 79.20 0.53 0.67% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Sensient Technologies. It also helps investors analyze the systematic and unsystematic risks associated with investing in Sensient Technologies over a specified time horizon. Remember, high Sensient Technologies' 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 Sensient Technologies' market risk premium analysis include:
Beta 1.52 | Alpha (0.08) | Risk 1.5 | Sharpe Ratio 0.0622 | Expected Return 0.0932 |
Sensient Technologies Quarterly Cash And Equivalents |
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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.
Sensient |
Sensient Technologies Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Sensient Technologies market risk premium is the additional return an investor will receive from holding Sensient Technologies 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 Sensient Technologies. 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 Sensient Technologies' performance over market.| α | -0.08 | β | 1.52 |
Sensient Technologies 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 Sensient Technologies' Buy-and-hold return. Our buy-and-hold chart shows how Sensient Technologies performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Sensient Technologies Market Price Analysis
Market price analysis indicators help investors to evaluate how Sensient Technologies stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Sensient Technologies shares will generate the highest return on investment. By understating and applying Sensient Technologies stock market price indicators, traders can identify Sensient Technologies position entry and exit signals to maximize returns.
Sensient Technologies Return and Market Media
The median price of Sensient Technologies for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 77.0 with a coefficient of variation of 2.37. The daily time series for the period is distributed with a sample standard deviation of 1.82, arithmetic mean of 76.86, and mean deviation of 1.43. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Sensient Technologies dividend paid on 3rd of September 2024 | 09/03/2024 |
1 | State of New Jersey Common Pension Fund D Has 1.86 Million Stock Holdings in Sensient Technologies Co. - MarketBeat | 09/23/2024 |
2 | Acquisition by Mckeithan Gebhardt Deborah of 123 shares of Sensient Technologies subject to Rule 16b-3 | 09/25/2024 |
3 | Tea Extracts Market Size Worth 5.88 Billion, Globally, by 2031 - Exclusive Report by The Insight Partners | 10/23/2024 |
4 | Sensient Technologies Issues Earnings Results, Beats Expectations By 0.02 EPS | 10/25/2024 |
5 | Sensient Technologies Dividend Will Be 0.41 | 10/28/2024 |
6 | Disposition of 4000 shares by Michael Geraghty of Sensient Technologies at 80.4829 subject to Rule 16b-3 | 11/06/2024 |
7 | Sensient technologies president sells 321,931 in stock | 11/08/2024 |
8 | Janus Henderson Group PLCs Strategic Acquisition in Sensient Technologies Corp | 11/15/2024 |
About Sensient Technologies 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 Sensient or other stocks. Alpha measures the amount that position in Sensient Technologies 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) | Dividend Yield | 0.0158 | 0.0226 | 0.025 | 0.0263 | Price To Sales Ratio | 3.05 | 2.13 | 1.9 | 1.06 |
Sensient Technologies Upcoming Company Events
As portrayed in its financial statements, the presentation of Sensient Technologies' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Sensient Technologies' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Sensient Technologies' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Sensient Technologies. Please utilize our Beneish M Score to check the likelihood of Sensient Technologies' management manipulating its earnings.
| 9th of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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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.