Verint Systems Alpha and Beta Analysis

Verint Systems Inc -- USA Stock  

USD 42.87  0.33  0.76%

This module allows you to check different measures of market premium for Verint Systems Inc 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
Investment Horizon     30 Days    Login   to change
Run Premiums

Verint Systems Market Premiums

α (average alpha)=0.04    β (beta)=1.49    
30 days against DJI
Risk Adjusted Performance  0.0893Jensen Alpha  0.1011Total Risk Alpha  (0.41)Sortino Ratio  0.2022Treynor Ratio  0.2715

Verint Systems expected buy-and-hold returns


Verint Systems 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

Verint Systems Return and Market Media

The median price of Verint Systems for the period between Sat, Sep 23, 2017 and Mon, Oct 23, 2017 is 42.7 with a coefficient of variation of 2.06. The daily time series for the period is distributed with a sample standard deviation of 0.87, arithmetic mean of 42.34, and mean deviation of 0.67. The Stock did not receive any noticable media coverage during the period.
Price Growth (%)