VASCO Data Security International Inc has Risk Adjusted Performance of 0.0804, Market Risk Adjusted Performance of 0.2159 and Downside Deviation of 1.58. In connection with Fundamental Indicators, Macroaxis technical analysis interface makes it possible for you to check practical technical drivers of VASCO Data Security as well as the relationship between them. In other words you can use this information to find out if the entity will indeed mirror its model of past prices and volume data or the prices will eventually revert. We found nineteen technical drivers for VASCO Data Security International Inc which can be compared to its competition. Please validate VASCO Data Security Jensen Alpha and Downside Variance to decide if VASCO Data is priced adequately providing market reflects its prevalent price of 12.6 per share. Given that VASCO Data Security has Jensen Alpha of 0.0549, we advise you double-check VASCO Data Security International Inc current market performance to make sure the company can sustain itself at some point future time.
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VASCO Data Security Trend AnalysisUse this graph to draw trend lines for VASCO Data Security International Inc. You can use it to identify possible trend reversals for VASCO Data as well as other signals and approximate when it will take place. Remember, you need at least two touches of the trend line with actual VASCO Data price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
VASCO Data Best Fit Change LineThe following chart estimates an ordinary least squares regression model for VASCO Data Security International Inc applied against its price change over selected period. The best fit line has a slop of 0.004044 % which means VASCO Data Security International Inc will continue generating value for investors. It has 34 observation points and a regression sum of squares at 0.01, which is the sum of squared deviations for the predicted VASCO Data price change compared to its average price change.
VASCO Data Security International Inc is rated fourth in mean deviation category among related companies. It is rated third in standard deviation category among related companies creating about 1.42 of Standard Deviation per Mean Deviation. The ratio of Standard Deviation to Mean Deviation for VASCO Data Security International Inc is roughly 1.42