SentinelOne Stock Volatility
| S Stock | USD 14.38 -0.11 -0.76% |
Across the designated horizon, SentinelOne continues to post a minimal volatility profile. SentinelOne reports a Sharpe Ratio (Efficiency) of 0.0041, reflecting healthy reward-to-volatility behavior over the last 3 months. The present risk profile is informed by 23 technical indicators.
Sharpe Ratio = 0.0041
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| Negative Returns | S |
For SentinelOne, recent data highlights a Market Risk Adjusted Performance of -0.05%, a Risk of 2.74, and a Risk Adjusted Performance of -0.01%. Monthly data shows SentinelOne is not tracking at its maximum return potential. Including it in a well-diversified portfolio can maximize its risk-adjusted contribution.
Key indicators related to SentinelOne's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
SentinelOne's beta measures how much SentinelOne's price moves relative to the broad market. Combined with total volatility, beta helps investors understand whether SentinelOne's risk is primarily market-driven or company-specific.
SentinelOne | Build portfolio with SentinelOne Stock |
Volatility Strategy
Volatility in SentinelOne contributes to allocation risk depending on correlation. Current statistical measures show total volatility near 2.74% with a beta coefficient of 0.88, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.0041, evaluates return per unit of total risk. An alpha value of -0.0153 reflects performance relative to systematic market exposure. Expected return estimates near 0.0112% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Analyst revisions may increase short-term dispersion.
Main indicators related to SentinelOne's market risk premium analysis include:
Beta 0.88 | Alpha -0.02 | Risk 2.74 | Sharpe Ratio 0.0041 | Expected Return 0.0112 |
Moving together with SentinelOne Stock
Moving against SentinelOne Stock
| 0.86 | ASGLY | AGC Inc ADR | PairCorr |
| 0.81 | SCCO | Southern Copper | PairCorr |
| 0.78 | IBP | Installed Building | PairCorr |
| 0.72 | NE | Noble plc | PairCorr |
| 0.72 | SHWDY | Showa Denko KK | PairCorr |
| 0.7 | KNTK | Kinetik Holdings | PairCorr |
| 0.66 | LSTA | Lisata Therapeutics | PairCorr |
| 0.65 | CVVUF | CanAlaska Uranium | PairCorr |
| 0.63 | TPL | Texas Pacific Land | PairCorr |
| 0.62 | ZURA | Zura Bio Limited | PairCorr |
Sensitivity To Market
SentinelOne relative market sensitivity is quantified by its beta value of 0.88. This regression-derived coefficient reflects systematic risk. Total return variability is about 2.74%.This summary describes how SentinelOne has moved rather than why it moved. Standard deviation is near 2.66% and downside deviation is near 0.0%. Options markets imply a forward-looking volatility estimate near 164.0%. This suggests the market is pricing in the possibility of wider future price swings compared to recent historical dispersion. For stocks, volatility is commonly tied to sentiment shifts and revisions in forward expectations.
3 Months Beta |Analyze SentinelOne Demand TrendCheck current 90 days SentinelOne correlation with market (Dow Jones Industrial)Downside Risk
Standard deviation of SentinelOne is a key measure of price volatility, reflecting the average daily deviation from the mean over the selected time period. High standard deviation means higher volatility; low standard deviation means stability.
Standard Deviation | 2.74 |
For investors in SentinelOne, understanding the difference between standard deviation and downside deviation is important. Standard deviation measures total volatility; downside deviation measures only the loss risk in SentinelOne's returns. For SentinelOne, recent data highlights a Maximum Drawdown of 12.46.
Using SentinelOne Put Option to Manage Risk Based on 2026-03-20 Contracts
For SentinelOne, recent data highlights an Option Implied Volatility of 1.64 and an Option Max Pain Price of 14.50. Put options on SentinelOne are commonly used by institutional and retail investors to hedge long positions. A put gives the holder the right to sell a fixed quantity of SentinelOne Stock at the agreed strike price.
SentinelOne's PUT expiring on 2026-06-18
Profit |
| SentinelOne Price At Expiration |
Current SentinelOne Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
Put | S260320P00008000 | -0.050477 | 0.017288 | 15 | 2026-03-20 | 0.0 - 0.15 | 0.0 | View |
Put | S260320P00010000 | -0.036273 | 0.02493 | 69 | 2026-03-20 | 0.0 - 0.1 | 0.0 | View |
Put | S260320P00010500 | -0.117451 | 0.043511 | 12 | 2026-03-20 | 0.0 - 0.3 | 0.0 | View |
Put | S260320P00011000 | -0.045592 | 0.038411 | 2009 | 2026-03-20 | 0.0 - 0.05 | 0.0 | View |
Put | S260320P00011500 | -0.051941 | 0.049191 | 1703 | 2026-03-20 | 0.0 - 0.05 | 0.0 | View |
Put | S260320P00012000 | -0.051958 | 0.060842 | 711 | 2026-03-20 | 0.0 - 0.05 | 0.0 | View |
Put | S260320P00012500 | -0.134387 | 0.10439 | 156 | 2026-03-20 | 0.0 - 0.15 | 0.0 | View |
Put | S260320P00013000 | -0.097537 | 0.136896 | 2407 | 2026-03-20 | 0.0 - 0.05 | 0.0 | View |
Put | S260320P00013500 | -0.199688 | 0.216931 | 1120 | 2026-03-20 | 0.0 - 0.1 | 0.0 | View |
Put | S260320P00014000 | -0.272072 | 0.38106 | 1769 | 2026-03-20 | 0.1 - 0.15 | 0.0 | View |
Put | S260320P00014500 | -0.491004 | 0.459086 | 105 | 2026-03-20 | 0.25 - 0.35 | 0.0 | View |
Stock Volatility Analysis
Analyzing SentinelOne volatility is essential for any investor seeking to manage risk exposure effectively. Sharp swings in SentinelOne's stock price during volatile periods can trigger margin calls or forced exits.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. SentinelOne Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
Projected Return Density Against Market
Taking into account the 90-day investment horizon SentinelOne has a beta of 0.8801 . This usually implies SentinelOne market returns are related to returns on the market. As the market goes up or down, SentinelOne is expected to follow.SentinelOne remains sensitive to broader stock market conditions in addition to company or sector-specific developments. Portfolio diversification mitigates only part of this exposure. For SentinelOne, recent data highlights a Mean Deviation of 2.10, an Option Implied Volatility of 1.64, and a Standard Deviation of 2.66.
Predicted Return Density |
| Returns |
What Drives SentinelOne's Price Volatility?
Several factors can influence SentinelOne's market volatility:Industry Dynamics
Sector-level events can directly affect SentinelOne's price stability. Regulatory changes, supply disruptions, or shifts in demand within SentinelOne's industry may create volatility even when the broader market is calm. Competitive dynamics and industry consolidation can also amplify price swings for companies like SentinelOne.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for SentinelOne's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward SentinelOne. During periods of economic expansion, SentinelOne's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.SentinelOne's Company-Specific Factors
Volatility can also stem from events unique to SentinelOne. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in SentinelOne's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on SentinelOne's share price.Stock Risk Measures
Taking into account the 90-day investment horizon the coefficient of variation of SentinelOne is 24440.83. The daily returns are distributed with a variance of 7.48 and standard deviation of 2.74. The mean deviation of SentinelOne is currently at 2.16. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.79
α | Alpha over Dow Jones | -0.0153 | |
β | Beta against Dow Jones | 0.88 | |
σ | Overall volatility | 2.74 | |
Ir | Information ratio | -0.0039 |
Stock Return Volatility
SentinelOne historical daily return volatility represents how much of SentinelOne stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm reported 2.7358% volatility on return distribution over a 90-day investment horizon. By contrast, Dow Jones Industrial has volatility of 0.8012% on return distribution over a 90-day investment horizon. Performance |
| Timeline |
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. A thorough review of SentinelOne's risk-adjusted indicators provides a clearer picture of whether returns are being earned efficiently. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| CCCS | 1.33 | -0.18 | 0.00 | 0.53 | 0.00 | 2.44 | 9.13 | |||
| WEX | 1.80 | 0.06 | 0.02 | 0.00 | 2.30 | 3.59 | 14.87 | |||
| FOUR | 2.39 | -0.52 | 0.00 | -0.41 | 0.00 | 5.12 | 23.18 | |||
| STNE | 2.45 | 0.06 | 0.00 | -0.02 | 0.00 | 4.89 | 27.22 | |||
| CORZ | 3.45 | 0.11 | 0.01 | 0.00 | 4.15 | 7.30 | 20.64 | |||
| ACIW | 1.65 | -0.18 | 0.00 | -0.22 | 0.00 | 2.96 | 12.00 | |||
| FROG | 3.39 | -0.55 | 0.00 | -2.02 | 0.00 | 6.39 | 31.73 | |||
| QLYS | 1.85 | -0.69 | 0.00 | 2.07 | 0.00 | 2.80 | 15.94 | |||
| BOX | 1.68 | -0.28 | 0.00 | -0.38 | 0.00 | 3.02 | 12.56 | |||
| OS | 1.30 | 0.47 | 0.34 | 0.53 | 0.69 | 3.71 | 29.32 |
Risk Metrics, Assumptions & Methodology
Volatility for SentinelOne measures return dispersion and uncertainty over time. Return variability informs risk budgeting and diversification impact. SentinelOne has a market cap of 4.86 B, P/E of 78.38, ROE of -29.02%.
The analytics block for SentinelOne relies on periodic company reporting and market reference feeds, with quality checks and normalization applied before rendering. Sell-side coverage, where present, supplements the data shown. Timing can vary by data vendor. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Rifka Kats - Member of Macroaxis Editorial BoardSentinelOne Investment Opportunity
SentinelOne currently shows materially higher return volatility than Dow Jones Industrial, with a relative multiple of about 3.43. That added volatility may be acceptable only if the position is expected to deliver stronger return efficiency or diversification value.You can use SentinelOne to protect your portfolios against small market fluctuations. This price-change note interprets the latest move in the context of short-horizon trading behavior. It is most useful when combined with broader risk controls and position-sizing discipline. a moderate downward daily trend and can be a good diversifier. Check odds of SentinelOne to be traded at $14.09 in 90 days.Very good diversification
S currently posts a -0.3 correlation with DJI, indicating a Very good diversification relationship for the active sample. The overlap area represents the portion of risk that may be diversified away when both instruments are held together and nothing else in the portfolio changes.
SentinelOne Additional Risk Indicators
Secondary risk indicators for SentinelOne can help investors evaluate exposure beyond standard deviation, beta, or one headline volatility measure. This is most useful when investors want to understand whether the current opportunity is being paid for with reasonable risk.
| Risk Adjusted Performance | -0.01 | |||
| Market Risk Adjusted Performance | -0.05 | |||
| Mean Deviation | 2.1 | |||
| Coefficient Of Variation | -6,443 | |||
| Standard Deviation | 2.66 | |||
| Variance | 7.07 | |||
| Information Ratio | -0.0039 |
SentinelOne Suggested Diversification Pairs
Pair trading with SentinelOne can help investors hedge some company-specific exposure by balancing a long view with an offsetting position. A disciplined pair strategy still requires monitoring because correlation can weaken when market regimes change.
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against SentinelOne as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. SentinelOne's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, SentinelOne's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to SentinelOne.
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