Sensata Technologies Buy or Sell Recommendation

Macroaxis provides Sensata Technologies Holding N V buy hold or sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding Sensata Technologies positions. The advice algorithm takes into account all of Sensata Technologies Holding N V available fundamental, technical, and predictive indicators you will find on this site. The advice is provided from Sensata Technologies buy-and-hold prospective. Also please take a look at Sensata Technologies Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with current analyst consensus

Investment Horizon

  

Risk Tolerance

  
Symbol
Execute Advice
Sensata Technologies Holding N V -- USA Stock  

USD 47.9  0.15  0.31%

Allowing for the 30-days total investment horizon, and your above average risk tolerance our recommendation regarding Sensata Technologies Holding N V is 'Strong Hold'.
For the selected time horizon Sensata Technologies Holding N V has a risk adjusted performance of 0.0071, jensen alpha of (0.093298), total risk alpha of (0.35), sortino ratio of (0.15) and treynor ratio of (0.011467)
Macroaxis buy or sell recommendation tool can be used to complement Sensata Technologies advice provided by experts. It analyzes the firm potential to grow against your specific risk preferences and investment horizon. To make sure Sensata Technologies is not overpriced, please validate all Sensata Technologies fundamentals including its Gross Profit as well as the relationship between Debt to Equity and Price to Earnings To Growth . Given that Sensata Technologies has Shares Owned by Institutions of 110.07 % , we advise you double-check Sensata Technologies Holding N V market performance and probability of bankruptcy to make sure the company can sustain itself in the current economic cycle given your current risk tolerance and investing horizon.

Returns Distribution Density

Mean Return0.004003Value At Risk2.26
Potential Upside1.4Standard Deviation1.02
 Return Density 
      Distribution 

Institutional Investors

Security TypeSharesValue
Price T Rowe Associates IncCommon Shares22.4 M1.1 B
Janus Henderson Group PlcCommon Shares15.2 M729.5 M
Vanguard Group IncCommon Shares14 M674.3 M
Franklin Resources IncCommon Shares11.6 M559.5 M
Tesuji Partners LlcCommon Shares10 M480.7 M
Blackrock IncCommon Shares8.3 M399.5 M
Generation Investment Management LlpCommon Shares7.6 M366 M

Sensata Technologies Greeks

α
Alpha over DOW
=0.09
βBeta against DOW=0.52
σ
Overall volatility
=1.04
 IrInformation ratio =0.17

Sensata Technologies Volatility Alert

Sensata Technologies Holding N V has relatively low volatility with skewness of -0.99 and kurtosis of 1.71. However, we advise all investors to independently investigate Sensata Technologies Holding N V to ensure market all accessible information is consistent with the expectations about its upside potential and future risk-adjusted return.
    
 Better Than Average     
    
 Worse Than Average Compare Sensata Technologies to competition
FundamentalsSensata TechnologiesPeer Average
Return On Equity15.15 % (15.17) %
Return On Asset5.35 % (15.64) %
Profit Margin9.4 % (5.5) %
Operating Margin16.83 % (10.91) %
Current Valuation10.89 B152.14 B
Shares Outstanding171.42 M1.43 B
Shares Owned by Insiders0.31 % 6.91 %
Shares Owned by Institutions110.07 % 18.37 %
Number of Shares Shorted12.93 M3.24 M
Price to Earning26.91 times40.69 times
Price to Book3.76 times14.44 times
Price to Sales2.52 times17.81 times
Revenue3.25 B9.85 B
Gross Profit1.14 B21.75 B
EBITDA823.22 M1.41 B
Net Income305.76 M517.71 M
Cash and Equivalents612.97 M3.89 B
Cash per Share3.58 times5.17 times
Total Debt3.27 B7.36 B
Debt to Equity149.7 % 0.72 %
Current Ratio2.76 times3.3 times
Book Value Per Share12.74 times13.64 times
Cash Flow from Operations497.45 M1.25 B
Short Ratio13.52 times2.09 times
Earnings Per Share1.78 times2.3 times
Price to Earnings To Growth1.36 times1.22 times
Number of Employees2610.67 K
Beta1.630.34
Market Capitalization8.21 B29.78 B
Z Score1.2708.73
SellBuy
Strong Hold

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Piotroski F Score

Financial Leverage

Inapplicable
   Payment of 4840 shares by Jeffrey Cote of Sensata Technologies subject to Rule 16b-3 [view details]
Risk Adjusted Performance0.0071
Market Risk Adjusted Performance(0.001467)
Mean Deviation0.685
Semi Deviation1.1
Downside Deviation1.16
Coefficient Of Variation25367.78
Standard Deviation1.02
Variance1.03
Information Ratio(0.17)
Jensen Alpha(0.093298)
Total Risk Alpha(0.35)
Sortino Ratio(0.15)
Treynor Ratio(0.011467)
Maximum Drawdown4.25
Value At Risk(2.26)
Potential Upside1.4
Downside Variance1.33
Semi Variance1.21
Expected Short fall(0.76)
Skewness(0.99)
Kurtosis1.71

Current Valuation

Sensata Technologies Current Valuation Analysis
Sensata Technologies Holding N V is rated fifth in current valuation category among related companies. After adjusting for long-term liabilities, total market size of High Precision And Instrumentation Products industry is at this time estimated at about 85.26 Billion. Sensata Technologies retains roughly 10.89 Billion in current valuation claiming about 13% of equities under High Precision And Instrumentation Products industry.