|Verint Systems Inc -- USA Stock|| |
USD 42.4 0.3 0.7%
On a scale of 0 to 100 Verint Systems holds performance score of 14. The entity has beta of -0.5681 which indicates as returns on market increase, returns on owning Verint Systems are expected to decrease at a much smaller rate. During bear market, Verint Systems is likely to outperform the market.. 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 0.2149% will be sustainable into the future. Please operates Verint Systems Treynor Ratio
and Expected Short fall
to make a quick decision on weather Verint Systems Inc existing price patterns
Relative Risk vs. Return Landscape
If you would invest 4,040
in Verint Systems Inc on September 20, 2017
and sell it today you would earn a total of 200
from holding Verint Systems Inc or generate 4.95%
return on investment over 30
days. Verint Systems Inc is currenly generating 0.2149% of daily expected returns and assumes 0.9895% risk (volatility on return distribution) over the 30 days horizon. In different words, 9% of equities are less volatile than Verint Systems Inc and 96% 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 4.2 times more return on investment than the market. However, the company is 4.2 times more volatile than its market benchmark. It trades about 0.22 of its potential returns per unit of risk. The DOW is currently generating roughly 0.52 per unit of risk.
Verint Systems Daily Price Distribution
The median price of Verint Systems for the period between Wed, Sep 20, 2017 and Fri, Oct 20, 2017 is 42.7 with a coefficient of variation of 2.23. The daily time series for the period is distributed with a sample standard deviation of 0.94, arithmetic mean of 42.21, and mean deviation of 0.76. The Stock received some media coverage during the period.