Sensen Networks (Australia) Alpha and Beta Analysis
| SNS Stock | 0.04 0 2.70% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Sensen Networks. It also helps investors analyze the systematic and unsystematic risks associated with investing in Sensen Networks over a specified time horizon. Remember, high Sensen Networks' 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 Sensen Networks' market risk premium analysis include:
Beta (0.24) | Alpha (0.23) | Risk 4.78 | Sharpe Ratio (0.04) | Expected Return (0.20) |
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.
Sensen |
Sensen Networks Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Sensen Networks market risk premium is the additional return an investor will receive from holding Sensen Networks 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 Sensen Networks. 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 Sensen Networks' performance over market.| α | -0.23 | β | -0.24 |
Sensen Networks 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 Sensen Networks' Buy-and-hold return. Our buy-and-hold chart shows how Sensen Networks performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Sensen Networks Market Price Analysis
Market price analysis indicators help investors to evaluate how Sensen Networks stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Sensen Networks shares will generate the highest return on investment. By understating and applying Sensen Networks stock market price indicators, traders can identify Sensen Networks position entry and exit signals to maximize returns.
Sensen Networks Return and Market Media
The median price of Sensen Networks for the period between Wed, Sep 25, 2024 and Tue, Dec 24, 2024 is 0.048 with a coefficient of variation of 13.84. The daily time series for the period is distributed with a sample standard deviation of 0.01, arithmetic mean of 0.05, and mean deviation of 0.01. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Is SenSen Networks A Risky Investment - Simply Wall St | 10/08/2024 |
2 | Uncovering Opportunities Acusensus And 2 Other ASX Penny Stocks - Simply Wall St | 10/22/2024 |
3 | SenSen Networks Boosts Governance and AI Innovations - TipRanks | 11/07/2024 |
4 | Pleasing Signs As A Number Of Insiders Buy SenSen Networks Stock - Yahoo Finance | 11/20/2024 |
About Sensen Networks 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 Sensen or other stocks. Alpha measures the amount that position in Sensen Networks 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.
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 Sensen Networks 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, Sensen Networks' short interest history, or implied volatility extrapolated from Sensen Networks options trading.
Build Portfolio with Sensen Networks
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
Align your risk with return expectations
Additional Tools for Sensen Stock Analysis
When running Sensen Networks' price analysis, check to measure Sensen Networks' 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 Sensen Networks is operating at the current time. Most of Sensen Networks' value examination focuses on studying past and present price action to predict the probability of Sensen Networks' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sensen Networks' price. Additionally, you may evaluate how the addition of Sensen Networks to your portfolios can decrease your overall portfolio volatility.