VASCO Data Price Prediction

VASCO Data Security International Inc -- USA Stock  

USD 12.05  0.15  1.26%

Macroaxis is not in business of monitoring VASCO Data headlines and social sentiment data; there are plenty of companies out there that do it quite successfully. However, we do analyze noise-free headlines and recent hype associated with VASCO Data Security International Inc brand which may create opportunities for some arbitrage if properly timed. With VASCO Data hype-based prediction module you can estimate the value of VASCO Data Security International Inc from the prospective of VASCO Data response to recently generated media hype and the effects of current headlines on its competitors. The module also provides analysis of price elasticity to changes in media outlook on VASCO Data over a specific investment horizon. Also please take a look at VASCO Data Basic Forecasting Models to cross-verify your projections.
Investment Horizon     30 Days    Login   to change

VASCO Data estimiated after-hype price volatility

 Next price density 
 
Expected price to next headline
October 18, 2017
12.05
Current Value
Downside upside
11.86
After-hype Price
Target Price Odds
 Above  Below  
16.81
Upside
Upside upside
VASCO Data is not very risky asset. Analysis and calculation of next after-hype price of VASCO Data Security is based on 1 month time horizon.

VASCO Data Hype Analysis

Daily Expected returnPeriod VolatilityHype elasticityRelated hype elasticityAverage news densityRelated news densityNext Expected Hype
 0.09% 1.65% 0.04%  0.01% 1 Events / Month0 Events / MonthVery soon
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
12.0511.860.34%
412.5% 

VASCO Data Hype Timeline

VASCO Data Security International Inc is at this time traded for 12.05 . This company has historical hype elasticity of -0.04 and average elasticity to hype of competition of -0.01. VASCO Data Security International Inc is projected to decline in value after the next headline with price expected to drop to 11.86. The average volatility of media hype impact on the company stock price is about 412.5%. The price decrease on the next news is expected to be -0.34% where as daily expected return is at this time at 0.09%. The volatility of related hype on VASCO Data is about 2750.0% with expected price after next announcement by competition of 12.04. About 25.0% of the company outstanding shares are owned by insiders. The company has Price to Book (P/B) ratio of 1.89. Historically many companies with similar price-to-book (P/B) ratio do better than the market in the long run. VASCO Data Security International Inc had not issued any dividends in recent years. Given the investment horizon of 30 days, the next projected press release will be very soon.
Also please take a look at VASCO Data Basic Forecasting Models to cross-verify your projections.

VASCO Data Related Hype Analysis

Hype
Elasticity
News
Density
Semi
Deviation
Information
Ratio
Expected
Short fall
Potential
Upside
Value
At Risk
Maximum
Drawdown
Digimarc Corporation 0.1 1 per month 1.51  0.14 (1.89)  4.63 (1.22)  11.98 
VASCO Data Security International Inc(0.4) 1 per month 1.29 (0.0257) (1.7)  3.1 (2.14)  5.53 
Datalink Corporation 0.00 0 per month 0.00 (1.22)  0.00  0.18 (0.18)  0.36 
Dell Technologies Inc Class V(0.16) 1 per month 0.00  0.18 (0.53)  1.17 (0.3)  1.94 
Violin Memory Inc 0.00 0 per month 0.00 (0.62)  0.00  4.93 (10.88)  11.9 
Verint Systems Inc 0.1 1 per month 0.22  0.0654 (0.96)  2.39 (0.73)  4.25