Sentinelone Stock Alpha and Beta Analysis

S
 Stock
  

USD 23.48  0.15  0.64%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Sentinelone Inc Cl. It also helps investors analyze the systematic and unsystematic risks associated with investing in Sentinelone Inc over a specified time horizon. Remember, high Sentinelone Inc'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 Inc Backtesting, Sentinelone Inc Valuation, Sentinelone Inc Correlation, Sentinelone Inc Hype Analysis, Sentinelone Inc Volatility, Sentinelone Inc History and analyze Sentinelone Inc Performance.
  
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Please note that although Sentinelone Inc 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., DOW index.) So in this particular case, Sentinelone Inc did 0.22  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 Inc Cl stock's relative risk over its benchmark. Sentinelone Inc has a beta of 2.27  . 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 Inc will likely underperform.
Sentinelone Inc Book Value per Share is relatively stable at the moment as compared to the past year. Sentinelone Inc reported last year Book Value per Share of 7.46. As of 07/02/2022, 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

Share

Sentinelone Inc Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Sentinelone Inc market risk premium is the additional return an investor will receive from holding Sentinelone Inc 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 Inc. 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 Inc's performance over market.
α-0.22   β2.27
90 days against DJI

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

Sentinelone Inc Market Price Analysis

Market price analysis indicators help investors to evaluate how Sentinelone Inc 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 Inc shares will generate the highest return on investment. By understating and applying Sentinelone Inc stock market price indicators, traders can identify Sentinelone Inc position entry and exit signals to maximize returns.

Sentinelone Inc Return and Market Media

The median price of Sentinelone Inc for the period between Sun, Apr 3, 2022 and Sat, Jul 2, 2022 is 25.38 with a coefficient of variation of 22.26. The daily time series for the period is distributed with a sample standard deviation of 6.35, arithmetic mean of 28.51, and mean deviation of 5.81. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Acquisition by Srivatsan Narayanan of 400229 shares of Senti...04/08/2022
2
Sale by Loeb Daniel S of 1008296 shares of Sentinelone Inc04/11/2022
3
Conversion by Nicholas Warner of 16773 shares of Sentinelone...04/14/2022
4
Conversion by David Bernhardt of 3850 shares of Sentinelone ...04/21/2022
5
EPS Estimate04/27/2022
6
Sale by Smith Ric of 2235 shares of Sentinelone Inc05/10/2022
7
Acquisition by Pinczuk Ana G of 18424 shares of Sentinelone ...05/12/2022
8
EPS Reported06/01/2022
9
Purchase by Schwartz Robert S of 10000 shares of Sentinelone...06/06/2022
10
Sale by Keenan Conder of 1724 shares of Sentinelone Inc06/07/2022
11
Conversion by Loeb Daniel S of 500000 shares of Sentinelone ...06/15/2022
12
Sale by Loeb Daniel S of 14277 shares of Sentinelone Inc06/21/2022

About Sentinelone Inc 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 equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in Sentinelone Inc 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 Inc Upcoming Company Events

As portrayed in its financial statements, the presentation of Sentinelone Inc's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Sentinelone Inc's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Sentinelone Inc's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Sentinelone Inc. Please utilize our Beneish M Score to check the likelihood of Sentinelone Inc'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

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Additionally, take a look at Sentinelone Inc Backtesting, Sentinelone Inc Valuation, Sentinelone Inc Correlation, Sentinelone Inc Hype Analysis, Sentinelone Inc Volatility, Sentinelone Inc History and analyze Sentinelone Inc Performance. Note that the Sentinelone Inc information on this page should be used as a complementary analysis to other Sentinelone Inc's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Competition Analyzer module to analyze and compare many basic indicators for a group of related or unrelated entities.

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When running Sentinelone Inc price analysis, check to measure Sentinelone Inc'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 Inc is operating at the current time. Most of Sentinelone Inc's value examination focuses on studying past and present price action to predict the probability of Sentinelone Inc's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Sentinelone Inc's price. Additionally, you may evaluate how the addition of Sentinelone Inc to your portfolios can decrease your overall portfolio volatility.
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Sentinelone Inc 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 Inc technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Sentinelone Inc 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...