VASCO Data Alpha and Beta Analysis

VASCO Data Security International Inc -- USA Stock  

USD 14.15  0.05  0.35%

This module allows you to check different measures of market premium for VASCO Data Security International Inc as well as systematic risk associated with investing in VASCO Data over a specified time horizon. Also please take a look at VASCO Data Backtesting, VASCO Data Valuation, VASCO Data Correlation, VASCO Data Hype Analysis, VASCO Data Volatility, VASCO Data History and analyze VASCO Data Performance
Investment Horizon     30 Days    Login   to change
Symbol
Run Premiums

VASCO Data Market Premiums

α (average alpha)=0.079982    β (beta)=1.09    
30 days against DJI
Risk Adjusted Performance  0.0791Jensen Alpha  0.058Total Risk Alpha  (0.51)Sortino Ratio  0.0455Treynor Ratio  0.2496

VASCO Data expected buy-and-hold returns

   

VASCO Data Market Price Analysis

Price Series Summation
Price Series Division
Inverse Tangent Over Price Movement
Price Ceiling Movement
Aroon Oscillator
Balance Of Power
Bollinger Bands
Double Exponential Moving Average
Belt hold
Hanging Man

VASCO Data Return and Market Media

The median price of VASCO Data for the period between Mon, Nov 13, 2017 and Wed, Dec 13, 2017 is 13.35 with a coefficient of variation of 2.66. The daily time series for the period is distributed with a sample standard deviation of 0.36, arithmetic mean of 13.35, and mean deviation of 0.27. The Stock received some media coverage during the period.
Price Growth (%)  
      Timeline 
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VASCO Data Security International Receiving Somewhat Positiv...12/12/2017