VASCO Data Alpha and Beta Analysis

VASCO Data Security International Inc -- USA Stock  

USD 12  0.1  0.84%

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
Run Premiums

VASCO Data Market Premiums

α (average alpha)=0.31    β (beta)=0.72    
30 days against DJI
Risk Adjusted Performance  0.0405Jensen Alpha  0.3275Total Risk Alpha  (0.66)Sortino Ratio  0.0607Treynor Ratio  (0.24)

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 Tue, Sep 19, 2017 and Thu, Oct 19, 2017 is 12.1 with a coefficient of variation of 4.03. The daily time series for the period is distributed with a sample standard deviation of 0.48, arithmetic mean of 11.98, and mean deviation of 0.42. The Stock received some media coverage during the period.
Price Growth (%)  
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