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

Time Horizon

Risk Tolerance

Execute Advice
VASCO Data Security International Inc -- USA Stock  

USD 13.80  1.40  11.29%

Given the investment horizon of 30 days, and your above average risk tolerance our recommendation regarding VASCO Data Security International Inc is 'Hold'.
For the selected time horizon VASCO Data Security International Inc has a risk adjusted performance of 0.39, jensen alpha of 0.59, total risk alpha of 0.39, sortino ratio of 0.0 and treynor ratio of 1.70
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 716.29 K, 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 Return0.64Value At Risk3.15
Potential Upside1.85Standard Deviation2.84
 Return Density 

VASCO Data Greeks

Alpha over DOW
Beta against DOW=0.38
Overall volatility
Information ratio =0.17

VASCO Data Volatility Alert

VASCO Data Security International Inc exhibits very low volatility with skewness of -2.58 and kurtosis of 9.12. However, we advise investors to further study VASCO Data Security International Inc technical indicators to make sure all market info is available and is reliable.
 Better Than Average     
 Worse Than Average Compare VASCO Data to competition
FundamentalsVASCO DataPeer Average
Return On Equity3.26 % (15.17) %
Return On Asset1.38 % (15.64) %
Profit Margin4.53 % (5.50) %
Operating Margin3.86 % (10.91) %
Current Valuation384.7 M152.14 B
Shares Outstanding39.88 M1.43 B
Shares Owned by Insiders23.76 % 6.91 %
Shares Owned by Institutions55.04 % 18.37 %
Number of Shares Shorted716.29 K3.24 M
Price to Earning64.62 times40.69 times
Price to Book2.06 times14.44 times
Price to Sales2.93 times17.81 times
Revenue186.38 M9.85 B
Gross Profit130.66 M21.75 B
EBITDA10.41 M1.41 B
Net Income8.5 M517.71 M
Cash and Equivalents158.72 M3.89 B
Cash per Share3.99 times5.17 times
Debt to Equity0.26 % 0.72 %
Current Ratio3.65 times3.30 times
Book Value Per Share6.66 times13.64 times
Cash Flow from Operations18.58 M1.25 B
Short Ratio3.95 times2.09 times
Earnings Per Share0.21 times2.30 times
Price to Earnings To Growth8.70 times1.22 times
Number of Employees61510.67 K
Market Capitalization546.41 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

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Piotroski F Score

Financial Leverage

   Sale by Hunt T Kendall of 11503 shares of VASCO Data [view details]
Risk Adjusted Performance0.39
Market Risk Adjusted Performance1.69
Mean Deviation1.81
Coefficient Of Variation445.66
Standard Deviation2.84
Information Ratio0.17
Jensen Alpha0.59
Total Risk Alpha0.39
Treynor Ratio1.70
Maximum Drawdown13.66
Value At Risk3.15
Potential Upside1.85

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 95.64 Billion. VASCO Data adds roughly 384.7 Million in current valuation claiming only tiny portion of equities listed under Security Software and Services industry.