Sentinelone Stock Alpha and Beta Analysis

S Stock  USD 23.16  1.07  4.84%   
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. Key technical indicators related to SentinelOne's market risk premium analysis include:
Beta
2.69
Alpha
(0.43)
Risk
3.92
Sharpe Ratio
(0.04)
Expected Return
(0.14)
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 0.43  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 2.69  . As the market goes up, the company is expected to outperform it. However, if the market returns are negative, SentinelOne will likely underperform. At this time, SentinelOne's Price Book Value Ratio is comparatively stable compared to the past year. Price Fair Value is likely to gain to 5.21 in 2024, whereas Enterprise Value Multiple is likely to drop (24.20) in 2024.

SentinelOne Quarterly Cash And Equivalents

133.06 Million

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.
  
Check out SentinelOne Backtesting, SentinelOne Valuation, SentinelOne Correlation, SentinelOne Hype Analysis, SentinelOne Volatility, SentinelOne History and analyze SentinelOne Performance.
For more information on how to buy SentinelOne Stock please use our How to Invest in SentinelOne guide.

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-0.43   β2.69

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 Wed, Dec 20, 2023 and Tue, Mar 19, 2024 is 27.08 with a coefficient of variation of 6.91. The daily time series for the period is distributed with a sample standard deviation of 1.84, arithmetic mean of 26.68, and mean deviation of 1.5. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
NinjaOne and SentinelOne Launch Joint Integration to Enhance Risk Mitigation and IT Security
02/27/2024
2
Are SentinelOne, Inc. Investors Paying Above The Intrinsic Value
03/04/2024
3
President and CEO Tomer Weingarten Sells 94,730 Shares of SentinelOne Inc
03/07/2024
4
SK Subsidiaries Awarded Two Contracts by Federal Emergency Management Agency
03/12/2024
5
SentinelOne Poised For Growth Amid Q4 Earnings Anticipation
03/13/2024
6
Wells Fargo lowers SentinelOne PT to 26, stock drops 9 percent on FY25 forecast
03/14/2024
7
SentinelOne Full Year 2024 Earnings In Line With Expectations
03/15/2024
8
Supermicro Joins the SP 500 Index Recognition of Remarkable Growth in Sales and Market Capitalization
03/18/2024

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.
 2023 2024 (projected)
Dividend Yield0.0013120.001166
Price To Sales Ratio12.7212.09

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.
12th of March 2024
Upcoming Quarterly Report
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6th of June 2024
Next Financial Report
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31st of January 2024
Next Fiscal Quarter End
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12th of March 2024
Next Fiscal Year End
View
31st of October 2023
Last Quarter Report
View
31st of January 2023
Last Financial Announcement
View

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When determining whether SentinelOne is a strong investment it is important to analyze SentinelOne's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact SentinelOne's future performance. For an informed investment choice regarding SentinelOne Stock, refer to the following important reports:

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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...