SentinelOne Correlations

S Stock

USD 14.85 0.10 0.68%

The current 90-days correlation between SentinelOne and SPS Commerce is 0.02 (i.e., Significant 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

Weak diversification

The correlation between SentinelOne and DJI is 0.37 (i.e., 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.

Build AI portfolio with SentinelOne Stock

Check out World Market Map to better understand how to build diversified portfolios, which includes a position in SentinelOne. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in real.

For more information on how to buy SentinelOne Stock please use our How to Invest in SentinelOne guide.

Moving together with SentinelOne Stock

0.72	AI	C3 Ai Inc	Pair Corr
0.68	BB	BlackBerry	Pair Corr
0.78	ZS	Zscaler	Pair Corr
0.9	DTSS	Datasea	Pair Corr
0.71	VRNS	Varonis Systems	Pair Corr
0.76	ANY	Sphere 3D Corp	Pair Corr
0.65	FTNT	Fortinet	Pair Corr
0.88	FUBO	Fubotv Inc	Pair Corr
0.84	NOW	ServiceNow	Pair Corr
0.8	PGY	Pagaya Technologies	Pair Corr
0.63	RPD	Rapid7 Inc	Pair Corr
0.84	TLS	Telos Corp	Pair Corr
0.78	GROV	Virgin Group Acquisition	Pair Corr
0.87	GTLB	Gitlab Inc Sell-off Trend	Pair Corr
0.9	002439	Beijing Venustech	Pair Corr
0.79	INLX	Intellinetics	Pair Corr
0.79	INTZ	Intrusion	Pair Corr
0.79	PRO	Prophecy International	Pair Corr
0.78	MSFT	Microsoft	Pair Corr
0.73	NBIS	Nebius Group NV Aggressive Push	Pair Corr

Moving against SentinelOne Stock

0.81	TDC	Teradata Corp	Pair Corr
0.81	300448	Guangzhou Haoyun Security	Pair Corr
0.8	FROG	Jfrog	Pair Corr
0.51	300379	Beijing Tongtech	Pair Corr
0.47	600756	Inspur Software	Pair Corr
0.82	600271	Aisino Corp	Pair Corr
0.56	QLYS	Qualys Inc	Pair Corr
0.56	APPN	Appian Corp	Pair Corr
0.4	PATH	Uipath Inc Upward Rally	Pair Corr

Related Correlations Analysis

	AAPL	GOOGL	NVDA	ORCL	SPSC	FTNT	DOCN	GDDY	RPD
AAPL		0.93	0.02	-0.86	-0.77	-0.38	0.72	-0.58	-0.66	AAPL
GOOGL	0.93		-0.14	-0.91	-0.8	-0.53	0.81	-0.69	-0.71	GOOGL
NVDA	0.02	-0.14		0.26	-0.02	0.45	-0.05	0.11	0.09	NVDA
ORCL	-0.86	-0.91	0.26		0.8	0.68	-0.75	0.72	0.79	ORCL
SPSC	-0.77	-0.8	-0.02	0.8		0.54	-0.72	0.51	0.87	SPSC
FTNT	-0.38	-0.53	0.45	0.68	0.54		-0.51	0.6	0.72	FTNT
DOCN	0.72	0.81	-0.05	-0.75	-0.72	-0.51		-0.65	-0.78	DOCN
GDDY	-0.58	-0.69	0.11	0.72	0.51	0.6	-0.65		0.63	GDDY
RPD	-0.66	-0.71	0.09	0.79	0.87	0.72	-0.78	0.63		RPD
	AAPL	GOOGL	NVDA	ORCL	SPSC	FTNT	DOCN	GDDY	RPD

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

GOOGL	+ 0.93	AAPL
RPD	+ 0.87	SPSC
DOCN	+ 0.81	GOOGL
SPSC	+ 0.8	ORCL
RPD	+ 0.79	ORCL
DOCN	+ 0.72	AAPL

High negative correlations

ORCL	- 0.91	GOOGL
ORCL	- 0.86	AAPL
SPSC	- 0.8	GOOGL
RPD	- 0.78	DOCN
SPSC	- 0.77	AAPL
DOCN	- 0.75	ORCL

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
AAPL	0.78	0.05	0.04	0.13	0.91	(0.81)	1.97	(1.56)	5.76
GOOGL	1.46	0.27	0.17	0.34	1.27	(1.67)	3.53	(2.37)	9.53
NVDA	1.83	0.04	0.01	0.11	2.25	(1.88)	3.01	(3.81)	9.61
ORCL	2.48	(0.67)	0.00	(2.91)	0.00	0.00	3.34	(6.58)	15.97
SPSC	1.53	(0.25)	0.00	(0.23)	0.00	0.00	2.21	(2.46)	24.69
FTNT	1.28	(0.15)	0.00	(0.06)	0.00	0.00	1.87	(3.65)	8.99
DOCN	2.92	0.39	0.14	0.32	2.73	(3.51)	7.17	(4.19)	24.58
GDDY	1.07	(0.23)	0.00	(0.25)	0.00	0.00	1.71	(3.27)	8.52
RPD	1.88	(0.40)	0.00	(0.34)	0.00	0.00	3.77	(4.06)	24.88

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

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