Verint Systems Alpha and Beta Analysis Overview

VRNT -- USA Stock  

USD 47.70  0.75  1.60%

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

Verint Systems Market Premiums

α0.07β0.11
30 days against DJI
Risk Adjusted Performance  

0.010881

Jensen Alpha  

0.27

Total Risk Alpha  

0.73

Sortino Ratio  

0.0

Treynor Ratio  

0.09

Verint Systems expected buy-and-hold returns

Verint Systems Market Price Analysis

Verint Systems Return and Market Media

The median price of Verint Systems for the period between Mon, Aug 20, 2018 and Wed, Sep 19, 2018 is 48.7 with a coefficient of variation of 2.33. The daily time series for the period is distributed with a sample standard deviation of 1.13, arithmetic mean of 48.61, and mean deviation of 0.75. The Stock received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
Ivory Investment Management LP Has Boosted By 10.71 Million ...08/31/2018
2
After-Hours Stock Movers 0905 Higher Lower 509/05/2018
3
Sale by Douglas Robinson of 9635 shares of Verint Systems09/12/2018

Verint Systems Upcoming Events

Verint Systems Upcoming Company Events

Upcoming Quarterly ReportApril 4, 2017
Next Earnings ReportJune 6, 2017

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Also please take a look at Verint Systems Backtesting, Verint Systems Valuation, Verint Systems Correlation, Verint Systems Hype Analysis, Verint Systems Volatility, Verint Systems History and analyze Verint Systems Performance. Please also try Technical Analysis module to check basic technical indicators and analysis based on most latest market data.
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