VASCO Data Performance

VDSI -- USA Stock  

USD 21.80  0.15  0.69%

VASCO Data has performance score of 14 on a scale of 0 to 100. The corporation has beta of 0.0 which indicates the returns on MARKET and VASCO Data are completely uncorrelated. 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 0.0315% will be sustainable into the future. VASCO Data Security currently has a risk of 0.1477%. Please validate VASCO Data Sortino Ratio, Downside Variance as well as the relationship between Downside Variance and Daily Balance Of Power to decide if VASCO Data will be following its existing price patterns.
 Time Horizon     30 Days    Login   to change

VASCO Data Security Relative Risk vs. Return Landscape

If you would invest  2,165  in VASCO Data Security International on June 22, 2018 and sell it today you would earn a total of  15.00  from holding VASCO Data Security International or generate 0.69% return on investment over 30 days. VASCO Data Security International is currently generating 0.0315% of daily expected returns and assumes 0.1477% risk (volatility on return distribution) over the 30 days horizon. In different words, 1% of equities are less volatile than VASCO Data Security International 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 is expected to generate 2.16 times less return on investment than the market. But when comparing it to its historical volatility, the company is 3.86 times less risky than the market. It trades about 0.21 of its potential returns per unit of risk. The DOW is currently generating roughly 0.12 of returns per unit of risk over similar time horizon.

VASCO Data Market Risk Analysis

Sharpe Ratio = 0.2132
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VASCO Data Relative Performance Indicators

Estimated Market Risk
 0.15
  actual daily
 
 99 %
of total potential
  
Expected Return
 0.03
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 0.21
  actual daily
 
 14 %
of total potential
  
Based on monthly moving average VASCO Data is performing at about 14% 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.

Performance Rating

VASCO Data Security International Risk Adjusted Performance Analysis
14 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in VASCO Data Security International are ranked lower than 14 (%) of all global equities and portfolios over the last 30 days.

VASCO Data Alerts

Equity Alerts and Improvement Suggestions
The company reported previous year revenue of 196.76 M. Net Loss for the year was (21.18 M) with profit before overhead, payroll, taxes, and interest of 134.51 M.
About 58.0% of the company outstanding shares are owned by institutional investors
Latest headline from westmorelandtimes.com: 0.09 EPS Expected for VASCO Data Security International, Inc. as of July, 26
Also please take a look at World Market Map. Please also try Fundamentals Matrix module to view fundamentals matrix and analyze how accounts are interrelated and interconnected with each other.
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