Is there just the one line in your AppleScript? Or is it part of a larger script?
If it's part of a larger script, please post the whole thing, and
please use CODE tags.
If that's the only line in the AppleScript, then it can't possibly work because there's no way you can input or output anything to it. The 'screen' command requires a tty, either a real character device or a
pseudo-tty. A Terminal window is normally opened to a pseudo-tty, whose name is like ttyp1. That 'p' in the name means a pseudo-tty.
You should probably describe your goal or intention, i.e. what you want to achieve or accomplish, rather than posting how you're trying to achieve it.
If we know what your goal is, we may be able to tell you how to achieve it. Not knowing the goal, all anyone can do is tell you why what you posted didn't work. The brief description you gave is too vague. "I try to get sensor data to Mac." doesn't say anything about the context of the sensor data.
For example, if your goal is to have a double-clickable AppleScript that opens a Terminal window and runs 'screen' to connect to your Arduino, that's a clear and attainable goal. But it's also a completely different goal than making an AppleScript that automatically tells the Arduino to do something.