VASCO Data Performance

VASCO Data Security International Inc -- USA Stock  

USD 12.6  0.65  5.44%

On a scale of 0 to 100 VASCO Data holds performance score of 16. The corporation has beta of -1.3736 which indicates as returns on market increase, returns on owning VASCO Data are expected to decrease by larger amounts. On the other hand, during market turmoil, VASCO Data is expected to significantly outperform it.. Although it is vital to follow to VASCO Data Security current price movements, it is good to be conservative about what you can actually do with the information regarding 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 0.4725% will be sustainable into the future. Please operates VASCO Data Jensen Alpha and Downside Variance to make a quick decision on weather VASCO Data Security existing price patterns will revert.
Investment Horizon     30 Days    Login   to change

Relative Risk vs. Return Landscape

If you would invest  1,135  in VASCO Data Security International Inc on September 20, 2017 and sell it today you would earn a total of  125  from holding VASCO Data Security International Inc or generate 11.01% return on investment over 30 days. VASCO Data Security International Inc is currenly generating 0.4725% of daily expected returns and assumes 1.9078% risk (volatility on return distribution) over the 30 days horizon. In different words, 17% of equities are less volatile than VASCO Data Security International Inc and 91% 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 8.1 times more return on investment than the market. However, the company is 8.1 times more volatile than its market benchmark. It trades about 0.25 of its potential returns per unit of risk. The DOW is currently generating roughly 0.52 per unit of risk.

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 Wed, Sep 20, 2017 and Fri, Oct 20, 2017 is 12.25 with a coefficient of variation of 3.82. The daily time series for the period is distributed with a sample standard deviation of 0.46, arithmetic mean of 12.06, and mean deviation of 0.39. The Stock received some media coverage during the period.

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in VASCO Data Security International Inc are ranked lower than 16 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

VASCO Data Sharpe Ratio = 0.2476
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Estimated Market Risk

  actual daily
 82 %
of total potential

Expected Return

  actual daily
 9 %
of total potential

Risk-Adjusted Return

  actual daily
 16 %
of total potential
Based on monthly moving average VASCO Data is performing at about 16% 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.