|Verint Systems Inc -- USA Stock|| |
USD 41.3 1.25 3.12%
Verint Systems has performance score of 0 on a scale of 0 to 100. The entity has beta of 1.1766 which indicates as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Verint Systems will likely underperform.. Although it is extremely important to respect Verint Systems Inc
current price movements, it is better to be realistic regarding the information on equity historical returns. The philosophy towards 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 inspecting Verint Systems Inc technical indicators
you can presently evaluate if the expected return of 0.0108% will be sustainable into the future. Verint Systems Inc
right now has a risk of 1.8357%. Please validate Verint Systems Jensen Alpha
and Semi Variance
to decide if Verint Systems will be following its existing price patterns
Verint Systems Inc Relative Risk vs. Return Landscape
If you would invest 4,135
in Verint Systems Inc on November 13, 2017
and sell it today you would lose (5)
from holding Verint Systems Inc or give up 0.12%
of portfolio value over 30
days. Verint Systems Inc is currenly generating 0.0108% of daily expected returns and assumes 1.8357% risk (volatility on return distribution) over the 30 days horizon. In different words, 17% of equities are less volatile than Verint Systems 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 (%)
Given the investment horizon of 30 days, Verint Systems Inc is expected to generate 18.83 times less return on investment than the market. In addition to that, the company is 3.7 times more volatile than its market benchmark. It trades about 0.01 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.41 per unit of volatility.
Verint Systems Daily Price Distribution
The median price of Verint Systems for the period between Mon, Nov 13, 2017 and Wed, Dec 13, 2017 is 42.55 with a coefficient of variation of 3.04. The daily time series for the period is distributed with a sample standard deviation of 1.28, arithmetic mean of 42.21, and mean deviation of 1.02. The Stock received some media coverage during the period.