VASCO Data Buy or Sell Recommendation

Macroaxis provides VASCO Data Security International Inc buy hold or sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding VASCO Data positions. The advice algorithm takes into account all of VASCO Data Security International Inc available fundamental, technical, and predictive indicators you will find on this site. The advice is provided from VASCO Data buy-and-hold prospective. Also please take a look at VASCO Data Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with current analyst consensus

Investment Horizon

  

Risk Tolerance

  
Symbol
Execute Advice
VASCO Data Security International Inc -- USA Stock  

USD 12.35  0.15  1.2%

Given the investment horizon of 30 days, and your above average risk tolerance our recommendation regarding VASCO Data Security International Inc is 'Buy'.
For the selected time horizon VASCO Data Security International Inc has a risk adjusted performance of 0.0726, jensen alpha of 0.3093, total risk alpha of (0.54), sortino ratio of 0.3504 and treynor ratio of 0.3237
This advice tool can be used to cross verify current analyst consensus on VASCO Data and to analyze the company potential to grow next year. To make sure VASCO Data Security is not overpriced, please validate all VASCO Data fundamentals including its Current Ratio, and the relationship between EBITDA and Price to Earnings To Growth . Given that VASCO Data Security has Number of Shares Shorted of 1.02 M, we advise you double-check VASCO Data Security International Inc market performance and probability of bankruptcy to make sure the company can sustain itself next year given your current risk tolerance and investing horizon.

Returns Distribution Density

Mean Return0.52Value At Risk-1.2
Potential Upside4.329Standard Deviation1.8944
 Return Density 
      Distribution 

Institutional Investors

Security TypeSharesValue
Hollencrest Securities LlcCommon Shares20 K241 K
Blackrock IncCommon Shares3.6 M52 M
Etf Managers Group LlcCommon Shares1.8 M25.3 M
Vanguard Group IncCommon Shares1.7 M23.9 M
Elk Creek Partners LlcCommon Shares1.3 M18.3 M
Thompson Siegel Walmsley LlcCommon Shares1.1 M15.2 M
Private Capital Management LlcCommon Shares952.5 K13.7 M

VASCO Data Greeks

α
Alpha over DOW
= 0.31 
βBeta against DOW= 1.59 
σ
Overall volatility
= 1.5 
 IrInformation ratio = 0.2 

VASCO Data Volatility Alert

VASCO Data Security International Inc has relatively low volatility with skewness of 1.49 and kurtosis of 2.25. However, we advise all investors to independently investigate VASCO Data Security International Inc to ensure market all accessible information is consistent with the expectations about its upside potential and future risk-adjusted return.
    
 Better Than Average     
    
 Worse Than Average Compare VASCO Data to competition
FundamentalsVASCO DataPeer Average
Return On Equity2.41 % (15.17) %
Return On Asset0.58 % (15.64) %
Profit Margin3.45 % (5.5) %
Operating Margin1.68 % (10.91) %
Current Valuation323.34 M152.14 B
Shares Outstanding39.89 M1.43 B
Shares Owned by Insiders24.74 % 6.91 %
Shares Owned by Institutions53.89 % 18.37 %
Number of Shares Shorted1.02 M3.24 M
Price to Earning79.68 times40.69 times
Price to Book1.89 times14.44 times
Price to Sales2.75 times17.81 times
Revenue178.9 M9.85 B
Gross Profit130.66 M21.75 B
EBITDA7.35 M1.41 B
Net Income6.22 M517.71 M
Cash and Equivalents156.22 M3.89 B
Cash per Share3.92 times5.17 times
Debt to Equity0.26 times0.72 times
Current Ratio3.62 times3.3 times
Book Value Per Share6.55 times13.64 times
Cash Flow from Operations25.49 M1.25 B
Short Ratio5.48 times2.09 times
Earnings Per Share0.16 times2.3 times
Price to Earnings To Growth17.86 times1.22 times
Number of Employees59110.67 K
Beta2.090.34
Market Capitalization492.62 M29.78 B
Total Asset20.25 M126.86 B
Retained Earnings168.04 M38.24 B
Working Capital9.99 M3.58 B
Current Asset17.06 M36.8 B
Current Liabilities7.07 M33.34 B
SellBuy
Buy

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Piotroski F Score

Financial Leverage

Inapplicable
   Sale by T Hunt of 7351 shares of VASCO Data [view details]
Risk Adjusted Performance0.0726
Market Risk Adjusted Performance0.3337
Mean Deviation1.37
Semi Deviation0.347
Downside Deviation1.1
Coefficient Of Variation361.8
Standard Deviation1.89
Variance3.59
Information Ratio0.2031
Jensen Alpha0.3093
Total Risk Alpha(0.54)
Sortino Ratio0.3504
Treynor Ratio0.3237
Maximum Drawdown8.02
Value At Risk(1.2)
Potential Upside4.33
Downside Variance1.21
Semi Variance0.1204
Expected Short fall(2.16)
Skewness1.49
Kurtosis2.25

Current Valuation

VASCO Data Current Valuation Analysis
VASCO Data Security International Inc is rated fourth in current valuation category among related companies. After adjusting for long-term liabilities, total market size of Security Software and Services industry is at this time estimated at about 101.49 Billion. VASCO Data adds roughly 323.34 Million in current valuation claiming only tiny portion of equities listed under Security Software and Services industry.