Senti Biosciences Stock Volatility
| SNTI Stock | USD 0.97 -0.05 -4.90% |
Sharpe Ratio = 0.0843
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For Senti Biosciences, recent data highlights Market Risk Adjusted Performance at 0.1%, Risk close to 4.81, and Total Risk Alpha close to 0.26. Based on monthly moving averages, the stock is operating near 6% of its historical performance range.
Key indicators related to Senti Biosciences' volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Key risk metrics for Senti Biosciences (3 Months):
Beta 1.82 | Alpha 0.2 | Risk 4.81 | Sharpe Ratio 0.08 | Expected Return 0.41 |
Assets With Similar Volatility
| 0.78 | SLN | Silence Therapeutics PLC Earnings Call This Week | PairCorr |
Lower Correlation Assets
| 0.37 | AIM | AIM ImmunoTech | PairCorr |
| 0.37 | IOBT | IO Biotech | PairCorr |
| 0.31 | VRDN | Viridian Therapeutics | PairCorr |
| 0.31 | IMCC | Im Cannabis Corp | PairCorr |
Sensitivity To Market
Beta analysis for Senti Biosciences evaluates how its price movements correlate with the broader market. With a beta of 1.82, Senti Biosciences reflects measurable exposure to systematic risk. Observed total volatility stands near 4.81%. Asymmetric risk in Senti Biosciences is visible through downside-focused metrics. Downside deviation reads 5.43% and semi-deviation reads 4.86%, isolating the loss-side component of total return variability. Equity volatility compresses in calm markets and expands quickly when uncertainty increases. Stock dispersion changes materially during earnings seasons and macro data releases.
3 Months Beta |Senti Biosciences Demand TrendCurrent 90-day Senti Biosciences correlation with market (Dow Jones Industrial)Downside Risk
The standard deviation reading for Senti summarizes how concentrated or dispersed daily returns have been around their mean. Volatile instruments have higher standard deviations; stable ones have lower. Comparing Senti standard deviation against sector peers reveals whether its volatility is typical or an outlier.
Standard Deviation | 4.81 |
Total price dispersion in Senti Biosciences captures both upside and downside movement. While standard deviation captures total volatility, downside deviation focuses exclusively on the loss side of Senti Biosciences' returns. A complete risk picture of Senti Biosciences emerges when standard deviation and downside deviation are examined together. For Senti Biosciences, recent data highlights Downside Deviation at 5.43, Downside Variance close to 29.49, and a Maximum Drawdown of 25.99.
Stock Volatility Analysis
Senti Biosciences stock volatility is a measure of the speed and extent of Senti Biosciences' price movements. A higher-volatility stock like Senti Biosciences may generate large gains or losses in a short timeframe. In most cases, the higher the volatility, the riskier the stock.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. The Average Price transformation calculates the mean of Senti Biosciences's open, high, low, and close for each trading period. By incorporating all four price components equally, it provides a balanced representation of each period's trading activity. Compared to using the closing price alone, the average price reduces the influence of end-of-day positioning and can serve as a smoother input for other technical indicators.
Projected Return Density Against Market
Given a 90-day horizon, Senti Biosciences has a beta of 1.815. This usually implies when the benchmark rises, SNTI tends to outperform it on average. However, when benchmark returns turn negative, Senti Biosciences tends to underperform.Systematic exposure aligns Senti Biosciences with broad stock market volatility, while unsystematic drivers reflect company or sector-specific developments. For Senti Biosciences, recent data highlights Downside Deviation at 5.43, Mean Deviation close to 3.64, and Semi Deviation at 4.86.
Predicted Return Distribution |
| Density |
What Drives Senti Biosciences' Price Volatility?
Industry Dynamics
Peer results and sector re-ratings in the Biotechnology sector often influence how investors price Senti Biosciences' risk.Political and Economic Environment
Macro data and central-bank signals can change valuation assumptions and short-term positioning around Senti Biosciences.Senti Biosciences' Company-Specific Factors
Company-specific events such as product updates, strategic actions, or execution issues can trigger volatility clusters.Stock Risk Measures
Given a 90-day horizon, the coefficient of variation of Senti Biosciences is 1186.56. The daily returns are distributed with a variance of 23.11 and standard deviation of 4.81. The mean deviation of Senti Biosciences is currently at 3.63. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.9
α | Alpha over Dow Jones | 0.20 | |
β | Beta against Dow Jones | 1.81 | |
σ | Overall volatility | 4.81 | |
Ir | Information ratio | 0.04 |
Stock Return Volatility
Daily return volatility for Senti Biosciences measures how far stock returns deviate from their average on a day-to-day basis. The firm shows 4.8073% volatility of returns over 90 trading days. For comparison, Dow Jones Industrial reported 0.9156% volatility on return distribution over a 90-day investment horizon. Performance |
| Timeline |
Related Correlations Analysis
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Correlation Matchups
Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.High positive correlations
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Risk-Adjusted Indicators
Evaluating Senti Stock requires separating price momentum from underlying operating strength versus competitors. Risk-adjusted metrics help compare Senti Biosciences' efficiency and downside exposure against peers on a like-for-like basis. These indicators are quantitative in nature and measure volatility and risk-adjusted expected returns across different positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Potential Upside | Value @Risk | Drawdown | ||
|---|---|---|---|---|---|---|---|
| KPTI | 4.20 | 0.70 | 0.12 | 11.84 | 39.62 | ||
| XFOR | 3.95 | 0.58 | 0.12 | 8.58 | 27.17 | ||
| IPSC | 3.88 | 0.60 | 0.14 | 10.29 | 24.84 | ||
| BRNS | 3.32 | 0.10 | 0.02 | 8.62 | 20.32 | ||
| COEP | 3.79 | 0.45 | 0.09 | 8.78 | 28.94 | ||
| CVM | 5.86 | -1.76 | 0.00 | 8.37 | 50.37 | ||
| CUE | 10.98 | 3.25 | 0.34 | 45.31 | 116.89 | ||
| ALGS | 3.45 | -0.07 | 0.00 | 6.80 | 28.37 | ||
| GNTA | 3.72 | -0.44 | 0.00 | 7.46 | 25.12 | ||
| MDCX | 6.78 | -1.02 | 0.00 | 12.50 | 63.22 |
Risk Metrics, Assumptions & Methodology
Standard deviation for Senti Biosciences measures how widely returns scatter around their average over a given period. Tracking dispersion across rolling windows reveals whether variability is stable, expanding, or contracting. Senti Biosciences has a market cap of 30.21 million, ROE of -2.18%.
Senti Biosciences values are built from periodic company reporting and market reference feeds, with reporting definitions aligned before display. Volatility and downside metrics are estimated from historical return dispersion.
Editorial review and methodology oversight provided by: Raphi Shpitalnik, Junior Member of Macroaxis Editorial Board
Volatility Profile Summary
Recent data suggests that Senti Biosciences is more volatile than Dow Jones Industrial by approximately 5.23x over the selected horizon. This differential reflects the relative dispersion of returns and frames how the asset responds to broader market conditions. Observed price behavior indicates modest directional movement within the current volatility regime. Across the current 90-day horizon, that places the security below 43% of the broader equity and portfolio universe on a pure volatility basis. This positioning reflects relative dispersion compared to peers rather than extreme instability.Senti Biosciences exhibits characteristics that tend to dampen sensitivity to smaller market fluctuations within the current volatility regime. This move summary looks at how the current session may translate into a basic near-term setup. It gives extra weight to the size of the move, the quote level, and whether the instrument trades in a hype-prone venue. a very speculative upward sentiment. Return distributions derived from historical modeling outline a range of potential outcomes over the selected 90-day horizon. View Senti Biosciences probability analysis.
Moderate diversification
Across the chosen horizon, Senti Biosciences and Dow Jones show a correlation of 0.38 and fall into the Moderate diversification bucket. The overlap area shows the portion of risk diversified away by holding both instruments together.
Additional Risk Indicators
A broader risk-indicator set for Senti Biosciences extends the analysis beyond standard volatility and risk measures. These measures support both standalone risk assessment and portfolio-level analysis.
| Risk Adjusted Performance | 0.0414 | |||
| Market Risk Adjusted Performance | 0.1016 | |||
| Mean Deviation | 3.64 | |||
| Semi Deviation | 4.86 | |||
| Downside Deviation | 5.43 | |||
| Coefficient Of Variation | 2707.95 | |||
| Standard Deviation | 4.78 |
Senti Biosciences Suggested Diversification Pairs
A paired position built around Senti Biosciences reduces directional market exposure while expressing a relative-value view. The key question is whether the second leg adds real hedge value instead of just creating a more complex version of the same risk.
Pair diversification lowers aggregate risk, though certain risk categories remain unaffected regardless of how positions are paired. Systematic risk - the risk tied to the broad market - cannot be eliminated by pairing Senti Biosciences with another position. However, Senti Biosciences' company-specific risk can be partially offset by selecting a pair that does not move in lockstep with Senti Biosciences.
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