Sentinelone Stock Market Value

S -  USA Stock  

USD 72.75  3.50  5.05%

Sentinelone Inc's market value is the price at which a share of Sentinelone Inc stock trades on a public exchange. It measures the collective expectations of Sentinelone Inc Cl investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Sentinelone Inc Cl and determine expected loss or profit from investing in Sentinelone Inc over a given investment horizon. Additionally, take a look at Sentinelone Inc Hype Analysis, Sentinelone Inc Correlation, Sentinelone Inc Valuation, Sentinelone Inc Volatility, as well as analyze Sentinelone Inc Alpha and Beta and Sentinelone Inc Performance.
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Backtest


The market value of Sentinelone Inc is measured differently than its book value, which is the value of Sentinelone that is recorded on the company's balance sheet. Investors also form their own opinion of Sentinelone Inc's value that differs from its market value or its book value, called intrinsic value, which is Sentinelone Inc'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 Sentinelone Inc's market value can be influenced by many factors that don't directly affect Sentinelone Inc underlying business (such as pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Sentinelone Inc's value and its price as these two are different measures arrived at by different means. Investors typically determine Sentinelone Inc value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Sentinelone Inc'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.

Sentinelone Inc '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 Sentinelone Inc'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 Sentinelone Inc.
0.00
08/20/2021
No Change 0.00  0.0 
In 30 days
09/19/2021
0.00
If you would invest  0.00  in Sentinelone Inc on August 20, 2021 and sell it all today you would earn a total of 0.00 from holding Sentinelone Inc Cl or generate 0.0% return on investment in Sentinelone Inc over 30 days. Sentinelone Inc is related to or competes with Utstarcom Holdings, ATT, Verizon Communications, Telephone, and Liberty Broadbd. SentinelOne, Inc. operates as a cybersecurity provider in the United States

Sentinelone Inc 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 Sentinelone Inc'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 Sentinelone Inc Cl upside and downside potential and time the market with a certain degree of confidence.

Sentinelone Inc Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Sentinelone Inc's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sentinelone Inc's standard deviation. In reality, there are many statistical measures that can use Sentinelone Inc historical prices to predict the future Sentinelone Inc's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Sentinelone Inc'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. Please use the tools below to analyze the current value of Sentinelone Inc in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
65.3469.8774.40
Details
Intrinsic
Valuation
LowReal ValueHigh
54.2058.7376.18
Details
Naive
Forecast
LowNext ValueHigh
64.4168.9573.48
Details
12 Analysts
Consensus
LowTarget PriceHigh
60.0071.1782.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Sentinelone Inc. Your research has to be compared to or analyzed against Sentinelone Inc's peers to derive any actionable benefits. When done correctly, Sentinelone Inc's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Sentinelone Inc.

Sentinelone Inc Backtested Returns

Sentinelone Inc appears to be very steady, given 3 months investment horizon. Sentinelone Inc owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.21, which indicates the firm had 0.21% of return per unit of risk over the last 3 months. Our standpoint towards measuring the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. By inspecting Sentinelone Inc technical indicators you can presently evaluate if the expected return of 0.96% is justified by implied risk. Please review Sentinelone Inc's Risk Adjusted Performance of 0.1065, coefficient of variation of 714.56, and Semi Deviation of 2.42 to confirm if our risk estimates are consistent with your expectations.
On a scale of 0 to 100, Sentinelone Inc holds a performance score of 15. The entity has a beta of -5.3301, which indicates a somewhat significant risk relative to the market. Let's try to break down what Sentinelone's beta means in this case. As returns on the market increase, returns on owning Sentinelone Inc are expected to decrease by larger amounts. On the other hand, during market turmoil, Sentinelone Inc is expected to outperform it. Although it is vital to follow Sentinelone Inc current price movements, it is good to be conservative about what you can do with the information regarding equity historical returns. The philosophy towards measuring future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. We have found twenty-one technical indicators for Sentinelone Inc Cl, which you can use to evaluate the performance of the company. Please operates Sentinelone Inc variance and potential upside to make a quick decision on whether Sentinelone Inc existing price patterns will revert.
AdviceVolatility TrendExposureCorrelations

Auto-correlation

    
  (0.08)   

Very weak reverse predictability

Sentinelone Inc Cl has very weak reverse predictability. Overlapping area represents the amount of predictability between Sentinelone Inc time series from 20th of August 2021 to 4th of September 2021 and 4th of September 2021 to 19th of September 2021. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Sentinelone Inc price movement. The serial correlation of -0.08 indicates that barely 8.0% of current Sentinelone Inc price fluctuation can be explain by its past prices. Given that Sentinelone Inc Cl has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Sentinelone Inc for similar time interval.
Correlation Coefficient-0.08
Spearman Rank Test0.22
Residual Average0.0
Price Variance13.25

Sentinelone Inc lagged returns against current returns

Autocorrelation, which is Sentinelone Inc 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 Sentinelone Inc's stock expected returns. We can calculate the autocorrelation of Sentinelone Inc returns to help us make a trade decision. For example, suppose you find that Sentinelone Inc stock 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 stock movement to match the lagging time series.
 Current and Lagged Values 
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      Timeline 

Sentinelone Inc 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 Sentinelone Inc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sentinelone Inc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sentinelone Inc stock over time.
 Current vs Lagged Prices 
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      Timeline 

Sentinelone Inc Lagged Returns

When evaluating Sentinelone Inc's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sentinelone Inc stock have on its future price. Sentinelone Inc 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, Sentinelone Inc autocorrelation shows the relationship between Sentinelone Inc stock current value and its past values and can show if there is a momentum factor associated with investing in Sentinelone Inc Cl.
 Regressed Prices 
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      Timeline 

Sentinelone Inc Investors Sentiment

The influence of Sentinelone Inc'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 Sentinelone. 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 markets does not have a solid backing from leading economists and market statisticians.

Current Sentiment - S

Sentinelone Inc Investor Sentiment

Most of Macroaxis users are at this time bullish on Sentinelone Inc Cl. What is your outlook on investing in Sentinelone Inc Cl? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Additionally, take a look at Sentinelone Inc Hype Analysis, Sentinelone Inc Correlation, Sentinelone Inc Valuation, Sentinelone Inc Volatility, as well as analyze Sentinelone Inc Alpha and Beta and 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 My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.

Complementary Tools for Sentinelone Stock analysis

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...