Samsara Stock Market Value
| IOT Stock | USD 34.65 0.94 2.79% |
| Symbol | Samsara |
Samsara Company Valuation
Is Samsara's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Samsara. If investors know Samsara will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Samsara listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (0.54) | Revenue Per Share 1.753 | Quarterly Revenue Growth 0.481 | Return On Assets (0.09) | Return On Equity (0.31) |
The market value of Samsara is measured differently than its book value, which is the value of Samsara that is recorded on the company's balance sheet. Investors also form their own opinion of Samsara's value that differs from its market value or its book value, called intrinsic value, which is Samsara's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Samsara's market value can be influenced by many factors that don't directly affect Samsara's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Samsara's value and its price as these two are different measures arrived at by different means. Investors typically determine if Samsara is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Samsara's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Samsara 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Samsara's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Samsara.
| 03/26/2024 |
| 04/25/2024 |
If you would invest 0.00 in Samsara on March 26, 2024 and sell it all today you would earn a total of 0.00 from holding Samsara or generate 0.0% return on investment in Samsara over 30 days. Samsara is related to or competes with SentinelOne, Confluent, MongoDB, AvidXchange Holdings, Informatica, Zscaler, and Okta. Samsara Inc. provides solutions that connect physical operations data to its Connected Operations Cloud in the United St... More
Samsara Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Samsara's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Samsara upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.06 | |||
| Information Ratio | 0.0091 | |||
| Maximum Drawdown | 18.71 | |||
| Value At Risk | (4.55) | |||
| Potential Upside | 5.86 |
Samsara Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Samsara's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Samsara's standard deviation. In reality, there are many statistical measures that can use Samsara historical prices to predict the future Samsara's volatility.| Risk Adjusted Performance | 0.0295 | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.33) | |||
| Sortino Ratio | 0.0105 | |||
| Treynor Ratio | 0.0478 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Samsara's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Samsara Backtested Returns
Samsara appears to be not too volatile, given 3 months investment horizon. Samsara owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0698, which indicates the firm had a 0.0698% return per unit of risk over the last 3 months. We have found thirty technical indicators for Samsara, which you can use to evaluate the volatility of the company. Please review Samsara's Risk Adjusted Performance of 0.0295, semi deviation of 2.95, and Coefficient Of Variation of 2929.52 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Samsara holds a performance score of 5. The entity has a beta of 2.3, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Samsara will likely underperform. Please check Samsara's maximum drawdown, as well as the relationship between the skewness and day typical price , to make a quick decision on whether Samsara's existing price patterns will revert.
Auto-correlation | -0.12 |
Insignificant reverse predictability
Samsara has insignificant reverse predictability. Overlapping area represents the amount of predictability between Samsara time series from 26th of March 2024 to 10th of April 2024 and 10th of April 2024 to 25th of April 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Samsara price movement. The serial correlation of -0.12 indicates that less than 12.0% of current Samsara price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.12 | |
| Spearman Rank Test | -0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 1.75 |
Samsara lagged returns against current returns
Autocorrelation, which is Samsara stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Samsara's stock expected returns. We can calculate the autocorrelation of Samsara returns to help us make a trade decision. For example, suppose you find that Samsara has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Samsara regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Samsara stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Samsara stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Samsara stock over time.
Current vs Lagged Prices |
| Timeline |
Samsara Lagged Returns
When evaluating Samsara's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Samsara stock have on its future price. Samsara autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Samsara autocorrelation shows the relationship between Samsara stock current value and its past values and can show if there is a momentum factor associated with investing in Samsara.
Regressed Prices |
| Timeline |
Samsara Investors Sentiment
The influence of Samsara's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Samsara. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to Samsara's public news can be used to forecast risks associated with an investment in Samsara. The trend in average sentiment can be used to explain how an investor holding Samsara can time the market purely based on public headlines and social activities around Samsara. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Samsara's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Samsara's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Samsara's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Samsara.
Samsara Implied Volatility | 91.54 |
Samsara's implied volatility exposes the market's sentiment of Samsara stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Samsara's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that Samsara stock will not fluctuate a lot when Samsara's options are near their expiration.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Samsara in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Samsara's short interest history, or implied volatility extrapolated from Samsara options trading.
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Try AI Portfolio ArchitectCheck out Samsara Correlation, Samsara Volatility and Samsara Alpha and Beta module to complement your research on Samsara. For more information on how to buy Samsara Stock please use our How to Invest in Samsara guide.You can also try the Earnings Calls module to check upcoming earnings announcements updated hourly across public exchanges.
Complementary Tools for Samsara Stock analysis
When running Samsara's price analysis, check to measure Samsara'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 Samsara is operating at the current time. Most of Samsara's value examination focuses on studying past and present price action to predict the probability of Samsara's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Samsara's price. Additionally, you may evaluate how the addition of Samsara to your portfolios can decrease your overall portfolio volatility.
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Samsara 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.