Verint Systems Backtesting

Verint Systems Inc -- USA Stock  

USD 38.95  0.35  0.91%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Verint Systems Inc and determine expected loss or profit from investing in Verint Systems over given investment horizon. Also please take a look at Verint Systems Hype Analysis, Verint Systems Correlation, Verint Systems Valuation, Verint Systems Volatility as well as analyze Verint Systems Alpha and Beta and Verint Systems Performance
 Time Horizon     30 Days    Login   to change

Verint Systems 'What if' Analysis

February 21, 2018
No Change 0.00  0.0%
In 30 days
March 23, 2018
If you would invest  0.00  in Verint Systems on February 21, 2018 and sell it all today you would earn a total of 0.00 from holding Verint Systems Inc or generate 0.0% return on investment in Verint Systems over 30 days. Verint Systems is related to or competes with Digimarc, VASCO Data, Datalink, Dell Technologies, Violin Memory, and . Verint Systems Inc. provides actionable intelligence solutions and value-added services worldwide

Verint Systems Upside/Downside Indicators


Verint Systems Market Premium Indicators

Verint Systems Inc lagged returns against current returns

 Current and Lagged Values 

Verint Systems regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Verint Systems Inc Backtested Returns

Macroaxis considers Verint Systems to be not too risky. Verint Systems Inc owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.0148 which indicates Verint Systems Inc had -0.0148% of return per unit of risk over the last 1 month. Macroaxis philosophy towards measuring risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Verint Systems Inc exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate Verint Systems Coefficient Of Variation of 6,743 and Risk Adjusted Performance of 0.013612 to confirm risk estimate we provide. Macroaxis gives Verint Systems performance score of 0 on a scale of 0 to 100. The entity has beta of -0.2666 which indicates as returns on market increase, returns on owning Verint Systems are expected to decrease at a much smaller rate. During bear market, Verint Systems is likely to outperform the market.. Even though it is essential to pay attention to Verint Systems Inc current price movements, it is always good to be careful when utilizing equity historical returns. Macroaxis philosophy towards measuring future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Verint Systems Inc exposes twenty-one different technical indicators which can help you to evaluate its performance. Verint Systems Inc has expected return of -0.0171%. Please be advised to validate Verint Systems Jensen Alpha and Semi Variance to decide if Verint Systems Inc past performance will be repeated at some point in the near future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.15) 

Insignificant reverse predictability

Verint Systems Inc has insignificant reverse predictability. Overlapping area represents the amount of predictability between Verint Systems time series from February 21, 2018 to March 8, 2018 and March 8, 2018 to March 23, 2018. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Verint Systems Inc price movement. The serial correlation of -0.15 indicates that less than 15.0% of current Verint Systems price fluctuation can be explain by its past prices. Given that Verint Systems Inc has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Verint Systems for similar time interval.
Correlation Coefficient -0.15
Spearman Rank Test -0.05
Price Variance 0.67
Lagged Price Variance 0.28

Verint Systems Lagged Returns

 Regressed Prices 

Verint Systems Performance vs DOW

The median price of Verint Systems for the period between Wed, Feb 21, 2018 and Fri, Mar 23, 2018 is 39.45 with a coefficient of variation of 1.83. The daily time series for the period is distributed with a sample standard deviation of 0.73, arithmetic mean of 39.55, and mean deviation of 0.57. The Stock received some media coverage during the period.
 Price Growth (%)  
Following the Estimates for Verint Systems Inc.02/28/2018
Schafer Cullen Capital Management Inc. Sells 3510 Shares of ...03/22/2018