Verint Systems Performance

Verint Systems Inc -- USA Stock  

USD 39.90  0.60  1.53%

Macroaxis gives Verint Systems performance score of 0 on a scale of 0 to 100. The entity has beta of 0.5935 which indicates as returns on market increase, Verint Systems returns are expected to increase less than the market. However during bear market, the loss on holding Verint Systems will be expected to be smaller as well.. Even though it is essential to pay attention to Verint Systems Inc current price movements, it is always good to be careful when utilizing equity historical returns. Macroaxis philosophy towards 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. Verint Systems Inc exposes twenty-one different technical indicators which can help you to evaluate its performance. Verint Systems Inc has expected return of -0.2991%. Please be advised to validate Verint Systems Jensen Alpha and Semi Variance to decide if Verint Systems Inc past performance will be repeated at some point in the near future.
 Time Horizon     30 Days    Login   to change

Verint Systems Inc Relative Risk vs. Return Landscape

If you would invest  4,270  in Verint Systems Inc on January 24, 2018 and sell it today you would lose (280.00)  from holding Verint Systems Inc or give up 6.56% of portfolio value over 30 days. Verint Systems Inc is currenly does not generate positive expected returns and assumes 1.3449% risk (volatility on return distribution) over the 30 days horizon. In different words, 12% 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 (%) 
      Risk (%) 
Given the investment horizon of 30 days, Verint Systems Inc is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 1.3 times less risky than the market. the firm trades about -0.22 of its potential returns per unit of risk. The DOW is currently generating roughly -0.09 of returns per unit of risk over similar time horizon.

Operating Margin

Verint Systems Inc Operating Margin
Based on recorded statements Verint Systems Inc has Operating Margin of 2.93%. This is 110.55% lower than that of the Technology sector, and significantly higher than that of Computers industry, The Operating Margin for all stocks is 126.86% 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.

Verint Systems Daily Price Distribution

The median price of Verint Systems for the period between Wed, Jan 24, 2018 and Fri, Feb 23, 2018 is 39.3 with a coefficient of variation of 3.91. The daily time series for the period is distributed with a sample standard deviation of 1.56, arithmetic mean of 39.98, and mean deviation of 1.32. The Stock received some media coverage during the period.
0 

Risk-Adjusted Performance

Over the last 30 days Verint Systems Inc has generated negative risk-adjusted returns adding no value to investors with long positions.

One Month Efficiency

Verint Systems Sharpe Ratio = -0.2224
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Estimated Market Risk

 1.34
  actual daily
 
 88 %
of total potential
  

Expected Return

 -0.3
  actual daily
 
 1 %
of total potential
  

Risk-Adjusted Return

 -0.22
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Verint Systems 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 Verint Systems by adding it to a well-diversified portfolio.