SentinelOne Stock Alpha and Beta Analysis


USD 14.78  0.25  1.66%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as SentinelOne. It also helps investors analyze the systematic and unsystematic risks associated with investing in SentinelOne over a specified time horizon. Remember, high SentinelOne'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.
Additionally, take a look at SentinelOne Backtesting, SentinelOne Valuation, SentinelOne Correlation, SentinelOne Hype Analysis, SentinelOne Volatility, SentinelOne History and analyze SentinelOne Performance.
Please note that although SentinelOne alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., NYSE Composite index.) So in this particular case, SentinelOne did 0.99  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of SentinelOne stock's relative risk over its benchmark. SentinelOne has a beta of 1.69  . 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.
SentinelOne Book Value per Share is relatively stable at the moment as compared to the past year. SentinelOne reported last year Book Value per Share of 7.46. As of 12/04/2022, Enterprise Value over EBITDA is likely to grow to 31.81, while Price to Book Value is likely to drop 1.70.
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.

Enterprise Value

65.74 Billion

SentinelOne Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. SentinelOne market risk premium is the additional return an investor will receive from holding SentinelOne 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 SentinelOne. 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 SentinelOne's performance over market.
α-0.99   β1.69
90 days against NYA

SentinelOne 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 SentinelOne's Buy-and-hold return. Our buy-and-hold chart shows how SentinelOne performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

SentinelOne Market Price Analysis

Market price analysis indicators help investors to evaluate how SentinelOne stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading SentinelOne shares will generate the highest return on investment. By understating and applying SentinelOne stock market price indicators, traders can identify SentinelOne position entry and exit signals to maximize returns.

SentinelOne Return and Market Media

The median price of SentinelOne for the period between Mon, Sep 5, 2022 and Sun, Dec 4, 2022 is 23.1 with a coefficient of variation of 19.4. The daily time series for the period is distributed with a sample standard deviation of 4.35, arithmetic mean of 22.4, and mean deviation of 3.7. The Stock received some media coverage during the period.
 Price Growth (%)  
Conversion by David Bernhardt of 3076 shares of Sentinelone ...09/23/2022
Daniel Loebs Third Point 3rd-Quarter Letter - GuruFocus.com10/18/2022
Conversion by Nicholas Warner of 15625 shares of Sentinelone...10/21/2022
Qualtrics International Inc Cl A Up 5.92 percent To 11.10 Af...10/25/2022
Sale by Nicholas Warner of 5560 shares of Sentinelone Inc11/09/2022
Redburn Partners Initiates Coverage on SentinelOne - MarketB...12/01/2022

About SentinelOne 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 SentinelOne or other stocks. Alpha measures the amount that position in SentinelOne 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.
 2017 2018 2021 (projected)
Long Term Debt to Equity1.421.361.13
Interest Coverage1.150.160.18

SentinelOne Upcoming Company Events

As portrayed in its financial statements, the presentation of SentinelOne's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, SentinelOne's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of SentinelOne's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of SentinelOne. Please utilize our Beneish M Score to check the likelihood of SentinelOne's management manipulating its earnings.
Upcoming Quarterly Report8th of September 2021
Next Fiscal Quarter End31st of July 2021
Last Quarter Report30th of April 2021
Last Financial Announcement31st of July 2020

Build Portfolio with SentinelOne

Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.

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Align your risk with return expectations

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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Additionally, take a look at SentinelOne Backtesting, SentinelOne Valuation, SentinelOne Correlation, SentinelOne Hype Analysis, SentinelOne Volatility, SentinelOne History and analyze SentinelOne Performance. You can also try Stock Screener module to find equities using custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook..

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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...