Sejuani only scales off of ap and health, I assume your asking cause of the Steraks Gage. I put that in because very rarely you might be behind or the enemy team just has a plethora of tank killers and the shield and extra hp bonus can serve you well against that type of comp. Generally, you want to stick to building hp, armor, and MR and not worry so much about ap or ad unless you're decently ahead.

i added a bit of sparkle for ya