Senestech Stock Alpha and Beta Analysis
| SNES Stock | USD 2.25 0.01 0.45% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as SenesTech. It also helps investors analyze the systematic and unsystematic risks associated with investing in SenesTech over a specified time horizon. Remember, high SenesTech'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 SenesTech's market risk premium analysis include:
Beta 1.64 | Alpha (0.46) | Risk 6.83 | Sharpe Ratio (0.05) | Expected Return (0.31) |
Enterprise Value |
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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.
SenesTech |
SenesTech Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. SenesTech market risk premium is the additional return an investor will receive from holding SenesTech 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 SenesTech. 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 SenesTech's performance over market.| α | -0.46 | β | 1.64 |
SenesTech 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 SenesTech's Buy-and-hold return. Our buy-and-hold chart shows how SenesTech performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.SenesTech Market Price Analysis
Market price analysis indicators help investors to evaluate how SenesTech stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading SenesTech shares will generate the highest return on investment. By understating and applying SenesTech stock market price indicators, traders can identify SenesTech position entry and exit signals to maximize returns.
SenesTech Return and Market Media
The median price of SenesTech for the period between Thu, Sep 5, 2024 and Wed, Dec 4, 2024 is 2.6 with a coefficient of variation of 11.89. The daily time series for the period is distributed with a sample standard deviation of 0.31, arithmetic mean of 2.64, and mean deviation of 0.28. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | SenesTech, Inc. Sees Significant Increase in Short Interest | 09/16/2024 |
2 | SenesTech to Participate in the Lytham Partners Fall 2024 Investor Conference on October 1, 2024 | 09/23/2024 |
3 | SenesTech Sets Q3 2024 Earnings Call for November 12 SNES Stock News - StockTitan | 11/05/2024 |
4 | SenesTech Set to Announce Quarterly Earnings on Tuesday | 11/06/2024 |
5 | SenesTech GAAP EPS of -2.07 beats by 1.13, revenue of 0.48M misses by 0.1M | 11/12/2024 |
About SenesTech 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 SenesTech or other stocks. Alpha measures the amount that position in SenesTech 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.
| 2023 | 2024 (projected) | Dividend Yield | 0.007564 | 0.007942 | Price To Sales Ratio | 7.13 | 6.77 |
SenesTech Upcoming Company Events
As portrayed in its financial statements, the presentation of SenesTech's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, SenesTech's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of SenesTech's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of SenesTech. Please utilize our Beneish M Score to check the likelihood of SenesTech's management manipulating its earnings.
| 21st of March 2024 Upcoming Quarterly Report | View | |
| 9th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 21st of March 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Additional Tools for SenesTech Stock Analysis
When running SenesTech's price analysis, check to measure SenesTech'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 SenesTech is operating at the current time. Most of SenesTech's value examination focuses on studying past and present price action to predict the probability of SenesTech's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SenesTech's price. Additionally, you may evaluate how the addition of SenesTech to your portfolios can decrease your overall portfolio volatility.