VASCO Data Alpha and Beta Analysis Overview

    VDSI -- USA Stock  

    USD 21.80  0.15  0.69%

    This module allows you to check different measures of market premium for VASCO Data Security International as well as systematic risk associated with investing in VASCO Data over a specified time horizon. Also please take a look at World Market Map.
    Horizon     30 Days    Login   to change
    Run Premiums

    VASCO Data Market Premiums

    30 days against DJI
    Risk Adjusted Performance  


    Jensen Alpha  


    Total Risk Alpha  


    Sortino Ratio  


    Treynor Ratio  


    VASCO Data Fundamentals

     Better Than Average     
     Worse Than Average Compare VASCO Data to competition

    VASCO Data Fundamental Vs Peers

    FundamentalsVASCO DataPeer Average
    Return On Equity(8.27) % (15.17) %
    Return On Asset1.40 % (15.64) %
    Profit Margin(10.76) % (5.50) %
    Operating Margin3.83 % (10.91) %
    Current Valuation631.76 M152.14 B
    Shares Outstanding39.93 M1.43 B
    Shares Owned by Insiders23.05 % 6.91 %

    VASCO Data Opportunities

    VASCO Data Return and Market Media

    The median price of VASCO Data for the period between Mon, Aug 20, 2018 and Wed, Sep 19, 2018 is 21.65 with a coefficient of variation of 0.15. The daily time series for the period is distributed with a sample standard deviation of 0.03, arithmetic mean of 21.66, and mean deviation of 0.01. The Stock received some media coverage during the period.
     Price Growth (%)  

    VASCO Data Upcoming Events

    VASCO Data Security Upcoming Company Events

    Upcoming Quarterly ReportApril 27, 2017
    Next Earnings ReportJuly 27, 2017

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