VASCO Data Performance

VASCO Data Security International Inc -- USA Stock  

USD 13.25  0.30  2.21%

Macroaxis gives VASCO Data performance score of 0 on a scale of 0 to 100. The corporation has beta of 0.2165 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.. Even though it is essential to pay attention to VASCO Data Security current price movements, it is always good to be careful when utilizing equity historical returns. Macroaxis approach into measuring future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. VASCO Data Security International Inc exposes twenty-one different technical indicators which can help you to evaluate its performance. VASCO Data Security has expected return of -0.1937%. Please be advised to validate VASCO Data Jensen Alpha and Downside Variance to decide if VASCO Data Security past performance will be repeated at future time.
 Time Horizon     30 Days    Login   to change

VASCO Data Security Relative Risk vs. Return Landscape

If you would invest  1,395  in VASCO Data Security International Inc on February 19, 2018 and sell it today you would lose (70.00)  from holding VASCO Data Security International Inc or give up 5.02% of portfolio value over 30 days. VASCO Data Security International Inc is currenly does not generate positive expected returns and assumes 2.8144% risk (volatility on return distribution) over the 30 days horizon. In different words, 26% 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 under-perform the market. In addition to that, the company is 2.95 times more volatile than its market benchmark. It trades about -0.07 of its total potential returns per unit of risk. The DOW is currently generating roughly -0.06 per unit of volatility.

Operating Margin

VASCO Data Security Operating Margin
Based on recorded statements VASCO Data Security International Inc has Operating Margin of 3.2%. This is 111.53% lower than that of the Technology sector, and 107.99% lower than that of Security Software and Services industry, The Operating Margin for all stocks is 129.33% 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 Mon, Feb 19, 2018 and Wed, Mar 21, 2018 is 13.15 with a coefficient of variation of 5.08. The daily time series for the period is distributed with a sample standard deviation of 0.66, arithmetic mean of 13.04, and mean deviation of 0.59. The Stock received some media coverage during the period.

Risk-Adjusted Performance

Over the last 30 days VASCO Data Security International Inc has generated negative risk-adjusted returns adding no value to investors with long positions.

One Month Efficiency

VASCO Data Sharpe Ratio = -0.0688
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Estimated Market Risk

  actual daily
 75 %
of total potential

Expected Return

  actual daily
 1 %
of total potential

Risk-Adjusted Return

  actual daily
 1 %
of total potential
Based on monthly moving average VASCO Data is performing at about 0% 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.