SentinelOne Correlations
| S Stock | USD 17.19 0.89 5.46% |
The current 90-days correlation between SentinelOne and Tenable Holdings is 0.54 (i.e., Very weak diversification). The correlation of SentinelOne is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.
SentinelOne Correlation With Market
Very weak diversification
The correlation between SentinelOne and DJI is 0.41 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding SentinelOne and DJI in the same portfolio, assuming nothing else is changed.
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Moving against SentinelOne Stock
Related Correlations Analysis
Correlation Matchups
Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.High positive correlations
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Risk-Adjusted Indicators
There is a big difference between SentinelOne Stock performing well and SentinelOne Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze SentinelOne's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| ALAR | 4.52 | 1.16 | 0.32 | 0.91 | 3.11 | 9.68 | 48.48 | |||
| TENB | 1.33 | (0.25) | 0.00 | (0.11) | 0.00 | 2.99 | 8.84 | |||
| RXT | 3.66 | (0.16) | 0.00 | 0.05 | 4.00 | 8.33 | 24.56 | |||
| CINT | 1.61 | (0.42) | 0.00 | (4.70) | 0.00 | 3.41 | 12.89 | |||
| MRVI | 4.32 | 0.31 | 0.13 | 0.22 | 4.13 | 8.37 | 23.42 | |||
| SEER | 1.97 | 0.06 | (0.01) | 0.28 | 2.26 | 3.05 | 18.34 | |||
| CERT | 2.46 | (0.18) | (0.04) | (0.01) | 3.02 | 4.30 | 22.45 |
SentinelOne Corporate Management
| Richard Smith | Technology Product | Profile | |
| Barbara Larson | Chief Officer | Profile | |
| Rob Salvagno | Senior Vice President - Corporate Development | Profile | |
| Jungsu Park | Technical Director | Profile | |
| Robert Salvagno | Senior Development | Profile | |
| Jane Wong | Senior Management | Profile |