Samsara Stock Market Value
| IOT Stock | USD 53.74 1.65 2.98% |
| Symbol | Samsara |
Samsara Company Valuation
Is Application Software 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 Samsara. If investors know Samsara 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 Samsara listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (0.49) | Revenue Per Share 2.005 | Quarterly Revenue Growth 0.369 | Return On Assets (0.08) | Return On Equity (0.28) |
The market value of Samsara is measured differently than its book value, which is the value of Samsara that is recorded on the company's balance sheet. Investors also form their own opinion of Samsara's value that differs from its market value or its book value, called intrinsic value, which is Samsara's 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 Samsara's market value can be influenced by many factors that don't directly affect Samsara's 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 Samsara's value and its price as these two are different measures arrived at by different means. Investors typically determine if Samsara is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Samsara's 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.
Samsara '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 Samsara's 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 Samsara.
| 12/09/2022 |
| 11/28/2024 |
If you would invest 0.00 in Samsara on December 9, 2022 and sell it all today you would earn a total of 0.00 from holding Samsara or generate 0.0% return on investment in Samsara over 720 days. Samsara is related to or competes with Zscaler, Cloudflare, Crowdstrike Holdings, Uipath, Okta, PagSeguro Digital, and Endava. Samsara Inc. provides solutions that connect physical operations data to its Connected Operations Cloud in the United St... More
Samsara 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 Samsara's 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 Samsara upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.17 | |||
| Information Ratio | 0.1209 | |||
| Maximum Drawdown | 18.69 | |||
| Value At Risk | (3.29) | |||
| Potential Upside | 4.82 |
Samsara Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Samsara's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Samsara's standard deviation. In reality, there are many statistical measures that can use Samsara historical prices to predict the future Samsara's volatility.| Risk Adjusted Performance | 0.1347 | |||
| Jensen Alpha | 0.3892 | |||
| Total Risk Alpha | 0.0161 | |||
| Sortino Ratio | 0.1589 | |||
| Treynor Ratio | 0.7345 |
Samsara Backtested Returns
Samsara appears to be very steady, given 3 months investment horizon. Samsara owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.16, which indicates the firm had a 0.16% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Samsara, which you can use to evaluate the volatility of the company. Please review Samsara's Semi Deviation of 1.82, coefficient of variation of 600.08, and Risk Adjusted Performance of 0.1347 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Samsara holds a performance score of 12. The entity has a beta of 0.63, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Samsara's returns are expected to increase less than the market. However, during the bear market, the loss of holding Samsara is expected to be smaller as well. Please check Samsara's maximum drawdown, as well as the relationship between the skewness and day typical price , to make a quick decision on whether Samsara's existing price patterns will revert.
Auto-correlation | 0.45 |
Average predictability
Samsara has average predictability. Overlapping area represents the amount of predictability between Samsara time series from 9th of December 2022 to 4th of December 2023 and 4th of December 2023 to 28th 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 Samsara price movement. The serial correlation of 0.45 indicates that just about 45.0% of current Samsara price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.45 | |
| Spearman Rank Test | 0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 43.85 |
Samsara lagged returns against current returns
Autocorrelation, which is Samsara 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 Samsara's stock expected returns. We can calculate the autocorrelation of Samsara returns to help us make a trade decision. For example, suppose you find that Samsara 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 |
Samsara 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 Samsara stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Samsara stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Samsara stock over time.
Current vs Lagged Prices |
| Timeline |
Samsara Lagged Returns
When evaluating Samsara's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Samsara stock have on its future price. Samsara 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, Samsara autocorrelation shows the relationship between Samsara stock current value and its past values and can show if there is a momentum factor associated with investing in Samsara.
Regressed Prices |
| Timeline |
Thematic Opportunities
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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.