Sentinelone Stock Market Value
| S Stock | USD 28.08 0.15 0.54% |
| Symbol | SentinelOne |
SentinelOne Price To Book Ratio
Is Systems 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 SentinelOne. If investors know SentinelOne 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 SentinelOne listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (0.92) | Revenue Per Share 2.375 | Quarterly Revenue Growth 0.331 | Return On Assets (0.09) | Return On Equity (0.17) |
The market value of SentinelOne is measured differently than its book value, which is the value of SentinelOne that is recorded on the company's balance sheet. Investors also form their own opinion of SentinelOne's value that differs from its market value or its book value, called intrinsic value, which is SentinelOne'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 SentinelOne's market value can be influenced by many factors that don't directly affect SentinelOne'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 SentinelOne's value and its price as these two are different measures arrived at by different means. Investors typically determine if SentinelOne is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, SentinelOne'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.
SentinelOne '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 SentinelOne'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 SentinelOne.
| 10/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in SentinelOne on October 29, 2024 and sell it all today you would earn a total of 0.00 from holding SentinelOne or generate 0.0% return on investment in SentinelOne over 30 days. SentinelOne is related to or competes with Crowdstrike Holdings, Okta, Cloudflare, MongoDB, Palo Alto, Zscaler, and Uipath. SentinelOne, Inc. operates as a cybersecurity provider in the United States and internationally More
SentinelOne 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 SentinelOne'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 SentinelOne upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.16 | |||
| Information Ratio | 0.0298 | |||
| Maximum Drawdown | 12.03 | |||
| Value At Risk | (3.63) | |||
| Potential Upside | 5.09 |
SentinelOne Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SentinelOne's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SentinelOne's standard deviation. In reality, there are many statistical measures that can use SentinelOne historical prices to predict the future SentinelOne's volatility.| Risk Adjusted Performance | 0.069 | |||
| Jensen Alpha | 0.0132 | |||
| Total Risk Alpha | (0.20) | |||
| Sortino Ratio | 0.0352 | |||
| Treynor Ratio | 0.1291 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of SentinelOne's 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.
SentinelOne Backtested Returns
SentinelOne appears to be not too volatile, given 3 months investment horizon. SentinelOne owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.12, which indicates the firm had a 0.12% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for SentinelOne, which you can use to evaluate the volatility of the company. Please review SentinelOne's Semi Deviation of 2.01, coefficient of variation of 1233.68, and Risk Adjusted Performance of 0.069 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, SentinelOne holds a performance score of 9. 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, SentinelOne will likely underperform. Please check SentinelOne's potential upside, as well as the relationship between the accumulation distribution and period momentum indicator , to make a quick decision on whether SentinelOne's existing price patterns will revert.
Auto-correlation | 0.78 |
Good predictability
SentinelOne has good predictability. Overlapping area represents the amount of predictability between SentinelOne time series from 29th of October 2024 to 13th of November 2024 and 13th of November 2024 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 SentinelOne price movement. The serial correlation of 0.78 indicates that around 78.0% of current SentinelOne price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.78 | |
| Spearman Rank Test | 0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 0.5 |
SentinelOne lagged returns against current returns
Autocorrelation, which is SentinelOne 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 SentinelOne's stock expected returns. We can calculate the autocorrelation of SentinelOne returns to help us make a trade decision. For example, suppose you find that SentinelOne 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 |
SentinelOne 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 SentinelOne stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SentinelOne stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SentinelOne stock over time.
Current vs Lagged Prices |
| Timeline |
SentinelOne Lagged Returns
When evaluating SentinelOne's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SentinelOne stock have on its future price. SentinelOne 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, SentinelOne autocorrelation shows the relationship between SentinelOne stock current value and its past values and can show if there is a momentum factor associated with investing in SentinelOne.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for SentinelOne Stock Analysis
When running SentinelOne's price analysis, check to measure SentinelOne'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 SentinelOne is operating at the current time. Most of SentinelOne's value examination focuses on studying past and present price action to predict the probability of SentinelOne's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SentinelOne's price. Additionally, you may evaluate how the addition of SentinelOne to your portfolios can decrease your overall portfolio volatility.