Verint Systems Backtesting

VRNT -- USA Stock  

USD 48.40  0.05  0.10%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Verint Systems 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

June 22, 2018
No Change 0.00  0.0%
In 31 days
July 22, 2018
If you would invest  0.00  in Verint Systems on June 22, 2018 and sell it all today you would earn a total of 0.00 from holding Verint Systems or generate 0.0% return on investment in Verint Systems over 30 days. Verint Systems is related to or competes with Dell Technologies, Altaba, Arista Networks, TDK, GoDaddy, Jack Henry, and OPEN TEXT. Verint Systems Inc. provides actionable intelligence solutions and value-added services worldwide

Verint Systems Upside/Downside Indicators

Downside Deviation1.11
Information Ratio0.1107
Maximum Drawdown5.21
Value At Risk1.33
Potential Upside2.49

Verint Systems Market Premium Indicators

Risk Adjusted Performance0.0925
Jensen Alpha0.3807
Total Risk Alpha0.043642
Sortino Ratio0.1548
Treynor Ratio0.23

Verint Systems Backtested Returns

Macroaxis considers Verint Systems not too risky given 1 month investment horizon. Verint Systems owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.1965 which indicates Verint Systems had 0.1965% of return per unit of risk over the last 1 month. Our philosophy towards measuring volatility of a stock is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Verint Systems which you can use to evaluate future volatility of the company. Please operate Verint Systems Semi Deviation of 0.9113, Coefficient Of Variation of 559.01 and Risk Adjusted Performance of 0.0925 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100 Verint Systems holds performance score of 13. The entity has beta of -1.1751 which indicates as returns on market increase, returns on owning Verint Systems are expected to decrease by larger amounts. On the other hand, during market turmoil, Verint Systems is expected to significantly outperform it.. Although it is vital to follow to Verint Systems current price movements, it is good to be conservative about what you can actually do with the information regarding equity historical returns. The philosophy towards measuring future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By inspecting Verint Systems technical indicators you can presently evaluate if the expected return of 0.3064% will be sustainable into the future. Please operates Verint Systems Jensen Alpha and Semi Variance to make a quick decision on weather Verint Systems existing price patterns will revert.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.06 

Virtually no predictability

Verint Systems has virtually no predictability. Overlapping area represents the amount of predictability between Verint Systems time series from June 22, 2018 to July 7, 2018 and July 7, 2018 to July 22, 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 price movement. The serial correlation of 0.06 indicates that barely 6.0% of current Verint Systems price fluctuation can be explain by its past prices.
Correlation Coefficient 0.06
Spearman Rank Test 0.27
Price Variance 0.41
Lagged Price Variance 0.9

Verint Systems lagged returns against current returns

 Current and Lagged Values 

Verint Systems regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Verint Systems Lagged Returns

 Regressed Prices 

Current Sentiment - VRNT

Verint Systems Investor Sentiment
Most of Macroaxis users are at this time bullish on Verint Systems. What is your outlook on investing in Verint Systems? Are you bullish or bearish?
98% Bullish
2% Bearish

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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. Please also try Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.