|Horizon||30 Days Login to change|
VASCO Data Market Sensitivity
|As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, VASCO Data will likely underperform.One Month Beta |Analyze VASCO Data Security Demand TrendCheck current 30 days VASCO Data correlation with market (DOW)|
β = 2.8341
VASCO Data Security Technical Analysis
VASCO Data Projected Return Density Against MarketGiven the investment horizon of 30 days, the stock has beta coefficient of 2.8341 . This entails as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are expected to be negative, VASCO Data will likely underperform. Additionally, VASCO Data Security International has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
Predicted Return Density
VASCO Data Return VolatilityVASCO Data Security International inherits 25.7867% risk (volatility on return distribution) over the 30 days horizon. DOW inherits 0.4495% risk (volatility on return distribution) over the 30 days horizon.