Verint Systems Backtesting

Verint Systems Inc -- USA Stock  

USD 41.85  0.15  0.36%

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
Investment Horizon     30 Days    Login   to change

Verint Systems 'What if' Analysis

November 18, 2017
No Change 0.00  0.0%
In 30 days
December 18, 2017
If you would invest  0.00  in Verint Systems on November 18, 2017 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, Dell Technologies, and . Its Enterprise Intelligence Solutions segment offer customer analytics solutions including speech text and engagement an...

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 volatile. Verint Systems Inc owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.0099 which indicates Verint Systems Inc had -0.0099% 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 Semi Deviation of 2.14, Coefficient Of Variation of 2400.02 and Risk Adjusted Performance of 0.0272 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 1.1265 which indicates Verint Systems returns are very sensitive to returns on the market. as market goes up or down, Verint Systems is expected to follow.. 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 -0.0187%. 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(0.6) 

Good reverse predictability

Verint Systems Inc has good reverse predictability. Overlapping area represents the amount of predictability between Verint Systems time series from November 18, 2017 to December 3, 2017 and December 3, 2017 to December 18, 2017. 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 -0.6 indicates that roughly 60.0% 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 -0.6
Spearman Rank Test 0.07
Price Variance 1.42
Lagged Price Variance 0.42

Verint Systems Lagged Returns

 Regressed Prices 

Verint Systems Performance vs DOW

The median price of Verint Systems for the period between Sat, Nov 18, 2017 and Mon, Dec 18, 2017 is 42.55 with a coefficient of variation of 3.02. The daily time series for the period is distributed with a sample standard deviation of 1.28, arithmetic mean of 42.22, and mean deviation of 1.01. The Stock did not receive any noticable media coverage during the period.
Price Growth (%)