VASCO Data Risk Analysis And Volatility Evaluation

Our approach into measuring volatility of a stock is to use all available market data together with stock specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for VASCO Data Security International which you can use to evaluate future volatility of the entity. Please validate VASCO Data to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
Horizon     30 Days    Login   to change

VASCO Data Security Technical Analysis

We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

VASCO Data Projected Return Density Against Market

Given the investment horizon of 30 days, VASCO Data has beta of 0.0 . This entails unless we do not have required data, the returns on DOW and VASCO Data are completely uncorrelated. Furthermore, VASCO Data Security InternationalIt does not look like VASCO Data alpha can have any bearing on the equity current valuation.
Alpha over DOW
Beta against DOW=0.00
Overall volatility
Information ratio =0.00

VASCO Data Return Volatility

VASCO Data Security International inherits 0.0% risk (volatility on return distribution) over the 30 days horizon. DOW inherits 0.3914% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 

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Investment Outlook

VASCO Data Investment Opportunity

DOW has a standard deviation of returns of 0.39 and is 9.223372036854776E16 times more volatile than VASCO Data Security International. 0% of all equities and portfolios are less risky than VASCO Data. Compared to the overall equity markets, volatility of historical daily returns of VASCO Data Security International is lower than 0 (%) of all global equities and portfolios over the last 30 days.

VASCO Data Volatility Indicators

VASCO Data Security International Current Risk Indicators

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