Sensata Technologies Holding Stock Market Value
| ST Stock | USD 27.38 0.43 1.55% |
| Symbol | Sensata |
Is Electrical Components & Equipment space 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 Sensata Technologies. If investors know Sensata 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 Sensata Technologies listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.469 | Dividend Share 0.48 | Earnings Share (0.52) | Revenue Per Share 26.646 | Quarterly Revenue Growth (0.02) |
The market value of Sensata Technologies is measured differently than its book value, which is the value of Sensata that is recorded on the company's balance sheet. Investors also form their own opinion of Sensata Technologies' value that differs from its market value or its book value, called intrinsic value, which is Sensata Technologies' 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 Sensata Technologies' market value can be influenced by many factors that don't directly affect Sensata Technologies' 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 Sensata Technologies' value and its price as these two are different measures arrived at by different means. Investors typically determine if Sensata Technologies is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Sensata Technologies' 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.
Sensata Technologies '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 Sensata Technologies' 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 Sensata Technologies.
| 11/27/2024 |
| 12/27/2024 |
If you would invest 0.00 in Sensata Technologies on November 27, 2024 and sell it all today you would earn a total of 0.00 from holding Sensata Technologies Holding or generate 0.0% return on investment in Sensata Technologies over 30 days. Sensata Technologies is related to or competes with Coherent, ESCO Technologies, Mesa Laboratories, Vishay Precision, Vontier Corp, Teledyne Technologies, and MKS Instruments. Sensata Technologies Holding plc develops, manufactures, and sells sensors, sensor-based solutions, controls, and other ... More
Sensata Technologies 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 Sensata Technologies' 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 Sensata Technologies Holding upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.20) | |||
| Maximum Drawdown | 10.42 | |||
| Value At Risk | (3.02) | |||
| Potential Upside | 3.3 |
Sensata Technologies Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sensata Technologies' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sensata Technologies' standard deviation. In reality, there are many statistical measures that can use Sensata Technologies historical prices to predict the future Sensata Technologies' volatility.| Risk Adjusted Performance | (0.14) | |||
| Jensen Alpha | (0.36) | |||
| Total Risk Alpha | (0.49) | |||
| Treynor Ratio | 1.06 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Sensata Technologies' 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.
Sensata Technologies Backtested Returns
Sensata Technologies owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.2, which indicates the firm had a -0.2% return per unit of risk over the last 3 months. Sensata Technologies Holding exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sensata Technologies' Coefficient Of Variation of (560.57), risk adjusted performance of (0.14), and Variance of 4.18 to confirm the risk estimate we provide. The entity has a beta of -0.35, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Sensata Technologies are expected to decrease at a much lower rate. During the bear market, Sensata Technologies is likely to outperform the market. At this point, Sensata Technologies has a negative expected return of -0.4%. Please make sure to validate Sensata Technologies' total risk alpha, accumulation distribution, as well as the relationship between the Accumulation Distribution and period momentum indicator , to decide if Sensata Technologies performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.91 |
Excellent predictability
Sensata Technologies Holding has excellent predictability. Overlapping area represents the amount of predictability between Sensata Technologies time series from 27th of November 2024 to 12th of December 2024 and 12th of December 2024 to 27th of December 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 Sensata Technologies price movement. The serial correlation of 0.91 indicates that approximately 91.0% of current Sensata Technologies price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.91 | |
| Spearman Rank Test | 0.64 | |
| Residual Average | 0.0 | |
| Price Variance | 1.68 |
Sensata Technologies lagged returns against current returns
Autocorrelation, which is Sensata Technologies 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 Sensata Technologies' stock expected returns. We can calculate the autocorrelation of Sensata Technologies returns to help us make a trade decision. For example, suppose you find that Sensata Technologies 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 |
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Sensata Technologies 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 Sensata Technologies stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sensata Technologies stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sensata Technologies stock over time.
Current vs Lagged Prices |
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Sensata Technologies Lagged Returns
When evaluating Sensata Technologies' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sensata Technologies stock have on its future price. Sensata Technologies 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, Sensata Technologies autocorrelation shows the relationship between Sensata Technologies stock current value and its past values and can show if there is a momentum factor associated with investing in Sensata Technologies Holding.
Regressed Prices |
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Thematic Opportunities
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Additional 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.