SentinelOne Stock Market Value

S
 Stock
  

USD 14.78  0.25  1.66%   

SentinelOne's market value is the price at which a share of SentinelOne stock trades on a public exchange. It measures the collective expectations of SentinelOne investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of SentinelOne and determine expected loss or profit from investing in SentinelOne over a given investment horizon. Additionally, take a look at SentinelOne Correlation, SentinelOne Volatility and SentinelOne Alpha and Beta module to complement your research on SentinelOne.
Symbol


Is SentinelOne's industry 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.
Market Capitalization
4.2 B
Quarterly Revenue Growth YOY
1.24
Return On Assets
(0.1) 
Return On Equity
(0.19) 
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 SentinelOne value 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.
0.00
11/03/2022
No Change 0.00  0.0 
In 30 days
12/03/2022
0.00
If you would invest  0.00  in SentinelOne on November 3, 2022 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 Linde PLC, Anheuser Busch, Anheuser-Busch InBev, Etsy, Alcoa Corp, Chevron Corp, and B of A. 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.

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.
Sophisticated investors, who have witnessed many market ups and downs, frequently view 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. Please use the tools below to analyze the current value of SentinelOne in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
10.8015.5520.30
Details
Intrinsic
Valuation
LowReal ValueHigh
13.3027.2331.98
Details
12 Analysts
Consensus
LowTarget PriceHigh
50.0065.1782.00
Details
Earnings
Estimates (3)
LowProjected EPSHigh
-1.21-1.15-1.06
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as SentinelOne. Your research has to be compared to or analyzed against SentinelOne's peers to derive any actionable benefits. When done correctly, SentinelOne's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in SentinelOne.

SentinelOne Backtested Returns

SentinelOne owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.15, which indicates the firm had -0.15% of return per unit of risk over the last 3 months. Macroaxis standpoint towards measuring the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. SentinelOne exposes twenty-seven different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate SentinelOne risk adjusted performance of (0.25), and Coefficient Of Variation of (572.69) to confirm the risk estimate we provide.
The entity has a beta of 1.6943, which indicates a somewhat significant risk relative to the market. Let's try to break down what SentinelOne's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, SentinelOne will likely underperform. Even though it is essential to pay attention to SentinelOne current price movements, it is always good to be careful when utilizing equity historical returns. Our philosophy towards measuring any stock's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. SentinelOne exposes twenty-seven different technical indicators, which can help you to evaluate its performance. SentinelOne has an expected return of -0.72%. Please be advised to validate SentinelOne jensen alpha, potential upside, as well as the relationship between the Potential Upside and accumulation distribution to decide if SentinelOne performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  -0.15  

Insignificant reverse predictability

SentinelOne has insignificant reverse predictability. Overlapping area represents the amount of predictability between SentinelOne time series from 3rd of November 2022 to 18th of November 2022 and 18th of November 2022 to 3rd of December 2022. 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 -0.15 indicates that less than 15.0% of current SentinelOne price fluctuation can be explain by its past prices.
Correlation Coefficient-0.15
Spearman Rank Test0.21
Residual Average0.0
Price Variance0.57

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 stock 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 stock movement to match the lagging time series.
   Current and Lagged Values   
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       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   
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       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   
Share
       Timeline  

SentinelOne Investors Sentiment

The influence of SentinelOne's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in SentinelOne. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.
Investor biases related to SentinelOne's public news can be used to forecast risks associated with investment in SentinelOne. The trend in average sentiment can be used to explain how an investor holding SentinelOne can time the market purely based on public headlines and social activities around SentinelOne. Please note that most equiteis that are difficult to arbitrage are affected by market sentiment the most.
SentinelOne's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for SentinelOne's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average SentinelOne's news discussions. The higher the estimated score, the more favorable is the investor's outlook on SentinelOne.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards SentinelOne in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, SentinelOne's short interest history, or implied volatility extrapolated from SentinelOne options trading.

Currently Active Assets on Macroaxis

Additionally, take a look at SentinelOne Correlation, SentinelOne Volatility and SentinelOne Alpha and Beta module to complement your research on SentinelOne. You can also try Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.

Complementary Tools for analysis

When running SentinelOne 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 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.
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SentinelOne technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
A focus of SentinelOne technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of SentinelOne trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...