VASCO Data Performance

VASCO Data Security International Inc -- USA Stock  

USD 11.9  0.45  3.64%

VASCO Data has performance score of 3 on a scale of 0 to 100. The corporation has beta of 0.7276 which indicates as returns on market increase, VASCO Data returns are expected to increase less than the market. However during bear market, the loss on holding VASCO Data will be expected to be smaller as well.. Although it is extremely important to respect VASCO Data Security current price movements, it is better to be realistic regarding the information on equity historical returns. The approach into 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 examining VASCO Data Security technical indicators you can now evaluate if the expected return of 0.0796% will be sustainable into the future. VASCO Data Security currently has a risk of 1.715%. Please validate VASCO Data Jensen Alpha and Downside Variance to decide if VASCO Data will be following its existing price patterns.
Investment Horizon     30 Days    Login   to change

Relative Risk vs. Return Landscape

If you would invest  1,170  in VASCO Data Security International Inc on September 17, 2017 and sell it today you would earn a total of  17  from holding VASCO Data Security International Inc or generate 1.45% return on investment over 30 days. VASCO Data Security International Inc is currenly generating 0.0796% of daily expected returns and assumes 1.715% risk (volatility on return distribution) over the 30 days horizon. In different words, 16% of equities are less volatile than VASCO Data Security International Inc and 99% of traded equity instruments are projected to make higher returns than the company over the 30 days investment horizon.
 Daily Expected Return (%) 
      Risk (%) 
Given the investment horizon of 30 days, VASCO Data Security International Inc is expected to generate 1.66 times less return on investment than the market. In addition to that, the company is 7.32 times more volatile than its market benchmark. It trades about 0.05 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.56 per unit of volatility.

Operating Margin

VASCO Data Security Operating Margin
Based on recorded statements VASCO Data Security International Inc has Operating Margin of 1.68%. This is 106.05% lower than that of the Technology sector, and 104.19% lower than that of Security Software and Services industry, The Operating Margin for all stocks is 115.4% lower than the firm.
A good Operating Margin is required for a company to be able to pay for its fixed costs or pay out its debt which implies that the higher the margin, the better. This ratio is most effective in evaluating the earning potential of a company over time when comparing it against firm's competitors.

VASCO Data Daily Price Distribution

The median price of VASCO Data for the period between Sun, Sep 17, 2017 and Tue, Oct 17, 2017 is 12.1 with a coefficient of variation of 4.06. The daily time series for the period is distributed with a sample standard deviation of 0.49, arithmetic mean of 11.97, and mean deviation of 0.44. The Stock received some media coverage during the period.
3 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in VASCO Data Security International Inc are ranked lower than 3 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

VASCO Data Sharpe Ratio = 0.0464
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Estimated Market Risk

 1.72
  actual daily
 
 84 %
of total potential
  

Expected Return

 0.08
  actual daily
 
 1 %
of total potential
  

Risk-Adjusted Return

 0.05
  actual daily
 
 3 %
of total potential
  
Based on monthly moving average VASCO Data is performing at about 3% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of VASCO Data by adding it to a well-diversified portfolio.