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Sensata Technologies Holding plc (ST)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINGB00BFMBMT84
CUSIP00BFMBMT8
SectorTechnology
IndustryScientific & Technical Instruments

Highlights

Market Cap$5.07B
EPS-$0.03
PE Ratio16.29
PEG Ratio1.01
Revenue (TTM)$4.05B
Gross Profit (TTM)$1.33B
EBITDA (TTM)$907.70M
Year Range$30.45 - $47.47
Target Price$41.64
Short %3.35%
Short Ratio2.64

Share Price Chart


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Sensata Technologies Holding plc

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Sensata Technologies Holding plc, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%NovemberDecember2024FebruaryMarchApril
2.70%
23.86%
ST (Sensata Technologies Holding plc)
Benchmark (^GSPC)

S&P 500

Returns By Period

Sensata Technologies Holding plc had a return of -6.56% year-to-date (YTD) and -18.11% in the last 12 months. Over the past 10 years, Sensata Technologies Holding plc had an annualized return of -1.71%, while the S&P 500 had an annualized return of 10.52%, indicating that Sensata Technologies Holding plc did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-6.56%6.92%
1 month-3.98%-2.83%
6 months2.70%23.86%
1 year-18.11%23.33%
5 years (annualized)-6.51%11.66%
10 years (annualized)-1.71%10.52%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-3.73%-4.50%6.74%
20230.53%-15.71%2.36%15.56%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ST is 22, indicating that it is in the bottom 22% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of ST is 2222
Sensata Technologies Holding plc(ST)
The Sharpe Ratio Rank of ST is 1616Sharpe Ratio Rank
The Sortino Ratio Rank of ST is 1818Sortino Ratio Rank
The Omega Ratio Rank of ST is 1818Omega Ratio Rank
The Calmar Ratio Rank of ST is 2828Calmar Ratio Rank
The Martin Ratio Rank of ST is 2929Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Sensata Technologies Holding plc (ST) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


ST
Sharpe ratio
The chart of Sharpe ratio for ST, currently valued at -0.66, compared to the broader market-2.00-1.000.001.002.003.004.00-0.66
Sortino ratio
The chart of Sortino ratio for ST, currently valued at -0.78, compared to the broader market-4.00-2.000.002.004.006.00-0.78
Omega ratio
The chart of Omega ratio for ST, currently valued at 0.90, compared to the broader market0.501.001.500.90
Calmar ratio
The chart of Calmar ratio for ST, currently valued at -0.35, compared to the broader market0.002.004.006.00-0.35
Martin ratio
The chart of Martin ratio for ST, currently valued at -0.85, compared to the broader market0.0010.0020.0030.00-0.85
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.19, compared to the broader market-2.00-1.000.001.002.003.004.002.19
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.18, compared to the broader market-4.00-2.000.002.004.006.003.18
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.501.001.501.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.68, compared to the broader market0.002.004.006.001.68
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.62, compared to the broader market0.0010.0020.0030.008.62

Sharpe Ratio

The current Sensata Technologies Holding plc Sharpe ratio is -0.66. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
-0.66
2.19
ST (Sensata Technologies Holding plc)
Benchmark (^GSPC)

Dividends

Dividend History

Sensata Technologies Holding plc granted a 1.37% dividend yield in the last twelve months. The annual payout for that period amounted to $0.48 per share.


PeriodTTM20232022
Dividend$0.48$0.47$0.33

Dividend yield

1.37%1.25%0.82%

Monthly Dividends

The table displays the monthly dividend distributions for Sensata Technologies Holding plc. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.12$0.00
2023$0.00$0.11$0.00$0.00$0.12$0.00$0.00$0.12$0.00$0.00$0.12$0.00
2022$0.11$0.00$0.00$0.11$0.00$0.00$0.11$0.00

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%1.4%
Sensata Technologies Holding plc has a dividend yield of 1.37%, which is quite average when compared to the overall market.
Payout Ratio
20.0%40.0%60.0%80.0%100.0%120.0%13.3%
Sensata Technologies Holding plc has a payout ratio of 13.30%, which is below the market average. This means Sensata Technologies Holding plc returns a smaller proportion of its earnings to shareholders as dividends, suggesting it retains a higher portion for reinvestment, growth, or debt payment.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-44.94%
-2.94%
ST (Sensata Technologies Holding plc)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Sensata Technologies Holding plc. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Sensata Technologies Holding plc was 60.60%, occurring on Mar 18, 2020. Recovery took 230 trading sessions.

The current Sensata Technologies Holding plc drawdown is 44.94%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-60.6%Apr 10, 20151244Mar 18, 2020230Feb 16, 20211474
-51.57%Jan 5, 2022465Nov 9, 2023
-35.8%Jul 7, 201162Oct 3, 2011510Oct 14, 2013572
-25.2%Apr 23, 201032Jun 8, 201087Oct 11, 2010119
-16.53%Mar 18, 202185Jul 19, 2021118Jan 4, 2022203

Volatility

Volatility Chart

The current Sensata Technologies Holding plc volatility is 5.95%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2024FebruaryMarchApril
5.95%
3.65%
ST (Sensata Technologies Holding plc)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Sensata Technologies Holding plc over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

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Income Statement


Income Statement
Balance Sheet
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Quarterly

TTM
Revenue

Total Revenue

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Cost Of Revenue

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Gross Profit

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Operating Expenses

Selling, General & Admin Expenses

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R&D Expenses

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Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items