Sensata Technologies Holding Stock Alpha and Beta Analysis
| ST Stock | USD 33.51 0.03 0.09% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Sensata Technologies Holding. It also helps investors analyze the systematic and unsystematic risks associated with investing in Sensata Technologies over a specified time horizon. Remember, high Sensata Technologies' 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 Sensata Technologies' market risk premium analysis include:
Beta 1.61 | Alpha (0.11) | Risk 1.95 | Sharpe Ratio (0.02) | Expected Return (0.04) |
Sensata Technologies Quarterly Cash And Equivalents |
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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.
Sensata |
Sensata Technologies Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Sensata Technologies market risk premium is the additional return an investor will receive from holding Sensata Technologies 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 Sensata Technologies. 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 Sensata Technologies' performance over market.| α | -0.11 | β | 1.61 |
Sensata Technologies 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 Sensata Technologies' Buy-and-hold return. Our buy-and-hold chart shows how Sensata Technologies performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Sensata Technologies Market Price Analysis
Market price analysis indicators help investors to evaluate how Sensata Technologies stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Sensata Technologies shares will generate the highest return on investment. By understating and applying Sensata Technologies stock market price indicators, traders can identify Sensata Technologies position entry and exit signals to maximize returns.
Sensata Technologies Return and Market Media
The median price of Sensata Technologies for the period between Sat, Jan 20, 2024 and Fri, Apr 19, 2024 is 35.19 with a coefficient of variation of 3.36. The daily time series for the period is distributed with a sample standard deviation of 1.17, arithmetic mean of 34.92, and mean deviation of 0.99. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Sensata Technologies Holding plc Q4 2023 Earnings Call Transcript | 02/07/2024 |
2 | Sensata Technologies appoints new board member | 02/20/2024 |
| Sensata Technologies dividend paid on 28th of February 2024 | 02/28/2024 |
3 | Disposition of tradable shares by Mirshekari Ali John of Sensata Technologies subject to Rule 16b-3 | 03/01/2024 |
4 | Sensata Technologies Holding plc Receives Consensus Recommendation of Hold from Analysts | 03/05/2024 |
5 | Charge into Spring Murf Electric Bikes Unleashes the Alpha ST | 03/20/2024 |
6 | The Mineral Company Announces ST ANDREWS Acquisition | 03/21/2024 |
7 | THE ST. JAMES AND TPH ACADEMY PARTNER TO LAUNCH PREMIER ACADEMIC AND SPORTS PERFORMANCE ACADEMY SERVING THE GREATER WASHINGTON REGION | 03/28/2024 |
8 | Acquisition by Jeffrey Cote of 69117 shares of Sensata Technologies subject to Rule 16b-3 | 04/01/2024 |
9 | Acquisition by Lynne Caljouw of 5236 shares of Sensata Technologies subject to Rule 16b-3 | 04/03/2024 |
10 | Jefferies Starts Sensata Technologies at Hold | 04/09/2024 |
11 | CHICKEN SALAD CHICK SERVING MORE OF THE LOUISVILLE, KENTUCKY, COMMUNITY WITH NEW OPENING IN ST. MATTHEWS | 04/11/2024 |
12 | Sensata Technologies to Announce First Quarter 2024 Financial Results on April 29, 2024 | 04/15/2024 |
13 | Mutual of America Capital Management LLC Sells 5538 Shares of Sensata Technologies Holding plc - Defense World | 04/18/2024 |
About Sensata Technologies 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 Sensata or other stocks. Alpha measures the amount that position in Sensata Technologies 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.
| 2021 | 2022 | 2023 (projected) | Dividend Yield | 0.002694 | 0.008147 | 0.0125 | Price To Sales Ratio | 2.55 | 1.56 | 1.4 |
Sensata Technologies Upcoming Company Events
As portrayed in its financial statements, the presentation of Sensata Technologies' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Sensata Technologies' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Sensata Technologies' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Sensata Technologies. Please utilize our Beneish M Score to check the likelihood of Sensata Technologies' management manipulating its earnings.
| 6th of February 2024 Upcoming Quarterly Report | View | |
| 23rd of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 6th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Sensata Technologies
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.Build Diversified Portfolios
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Check out Sensata Technologies Backtesting, Sensata Technologies Valuation, Sensata Technologies Correlation, Sensata Technologies Hype Analysis, Sensata Technologies Volatility, Sensata Technologies History and analyze Sensata Technologies Performance. You can also try the Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
Complementary Tools for Sensata Stock analysis
When running Sensata Technologies' price analysis, check to measure Sensata Technologies' 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 Sensata Technologies is operating at the current time. Most of Sensata Technologies' value examination focuses on studying past and present price action to predict the probability of Sensata Technologies' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sensata Technologies' price. Additionally, you may evaluate how the addition of Sensata Technologies to your portfolios can decrease your overall portfolio volatility.
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Sensata Technologies 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.