Verint Systems Performance

VRNT -- USA Stock  

USD 45.10  0.35  0.77%

Verint Systems has performance score of 7 on a scale of 0 to 100. The entity has beta of 0.0 which indicates the returns on MARKET and Verint Systems are completely uncorrelated. Although it is extremely important to respect Verint Systems 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 technical indicators you can presently evaluate if the expected return of 0.1674% will be sustainable into the future. Verint Systems right now has a risk of 1.4982%. Please validate Verint Systems Jensen Alpha and Semi Variance to decide if Verint Systems will be following its existing price patterns.
 Time Horizon     30 Days    Login   to change

Verint Systems Relative Risk vs. Return Landscape

If you would invest  4,405  in Verint Systems on May 25, 2018 and sell it today you would earn a total of  140.00  from holding Verint Systems or generate 3.18% return on investment over 30 days. Verint Systems is currenly generating 0.1674% of daily expected returns and assumes 1.4982% risk (volatility on return distribution) over the 30 days horizon. In different words, 13% of equities are less volatile than Verint Systems and 97% 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 is expected to generate 2.51 times more return on investment than the market. However, the company is 2.51 times more volatile than its market benchmark. It trades about 0.11 of its potential returns per unit of risk. The DOW is currently generating roughly -0.03 per unit of risk.

Verint Systems Market Risk Analysis

Sharpe Ratio = 0.1117
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Verint Systems Relative Performance Indicators

Estimated Market Risk
 1.5
  actual daily
 
 87 %
of total potential
  
Expected Return
 0.17
  actual daily
 
 3 %
of total potential
  
Risk-Adjusted Return
 0.11
  actual daily
 
 7 %
of total potential
  
Based on monthly moving average Verint Systems is performing at about 7% 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.

Performance Rating

Verint Systems Risk Adjusted Performance Analysis
7 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Verint Systems are ranked lower than 7 (%) of all global equities and portfolios over the last 30 days.

Verint Systems Alerts

Equity Alerts and Improvement Suggestions
Verint Systems has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial obligations
Over 99.0% of the company outstanding shares are owned by institutional investors
Latest headline from MacroaxisInsider: Sale by Peter Fante of 1933 shares of Verint Systems
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