Verint Systems Backtesting

Verint Systems Inc -- USA Stock  

USD 42.7  0.5  1.16%

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
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Verint Systems 'What if' Analysis

September 21, 2017
 0.00 
No Change 0.00  0.0%
In 30 days
October 21, 2017
 0.00 
If you would invest  0.00  in Verint Systems on September 21, 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 
      Timeline 

Verint Systems regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Verint Systems Inc Backtested Returns

Macroaxis considers Verint Systems not too risky given 1 month investment horizon. Verint Systems Inc owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.302 which indicates Verint Systems Inc had 0.302% 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 technical indicators for Verint Systems Inc which you can use to evaluate future volatility of the company. Please operate Verint Systems Downside Deviation of 0.6342, Standard Deviation of 1.07 and Risk Adjusted Performance of 0.086 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100 Verint Systems holds performance score of 20. The entity has beta of -1.2794 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 Inc 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 Inc technical indicators you can presently evaluate if the expected return of 0.3217% will be sustainable into the future. Please operates Verint Systems Treynor Ratio and Expected Short fall to make a quick decision on weather Verint Systems Inc existing price patterns will revert.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.16) 

Insignificant reverse predictability

Verint Systems Inc has insignificant reverse predictability. Overlapping area represents the amount of predictability between Verint Systems time series from September 21, 2017 to October 6, 2017 and October 6, 2017 to October 21, 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 -0.16 indicates that over 16.0% 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 -0.16
Spearman Rank Test -0.26
Price Variance 0.04
Lagged Price Variance 1.04

Verint Systems Lagged Returns

 Regressed Prices 
      Timeline 

Verint Systems Performance vs DOW

The median price of Verint Systems for the period between Thu, Sep 21, 2017 and Sat, Oct 21, 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 received some media coverage during the period.
Price Growth (%)  
      Timeline 
1
Sale by Elan Moriah of 6564 shares of Verint Systems10/20/2017