VASCO Data Alpha and Beta Analysis Overview

VDSI -- USA Stock  

USD 21.80  0.000001  0.00%

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 VASCO Data Backtesting, VASCO Data Valuation, VASCO Data Correlation, VASCO Data Hype Analysis, VASCO Data Volatility, VASCO Data History and analyze VASCO Data Performance.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

VASCO Data Market Premiums

α0.41β0.45
30 days against DJI
Risk Adjusted Performance  

0.01

Jensen Alpha  

0.0

Total Risk Alpha  

0.0

Sortino Ratio  

0.0

Treynor Ratio  

0.0

VASCO Data expected buy-and-hold returns

VASCO Data Market Price Analysis

VASCO Data Return and Market Media

The median price of VASCO Data for the period between Sat, May 19, 2018 and Mon, Jun 18, 2018 is 21.65 with a coefficient of variation of 102.35. The daily time series for the period is distributed with a sample standard deviation of 11.11, arithmetic mean of 10.86, and mean deviation of 10.86. The Stock received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
RSI 80.85 suggests VASCO Data Security International, Inc. S...06/01/2018
2
Private Capital Management Has Raised Its Vasco Data Securit...06/08/2018
3
VASCO Data exotic insider transaction detected06/11/2018

Current Sentiment - VDSI

VASCO Data Security Investor Sentiment
Most of Macroaxis users are at this time bullish on VASCO Data Security International. What is your outlook on investing in VASCO Data Security International? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Upcoming Events

VASCO Data Upcoming Company Events
Upcoming Quarterly ReportApril 27, 2017
Next Earnings ReportJuly 27, 2017

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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. Please also try Money Flow Index module to determine momentum by analyzing money flow index and other technical indicators.