Verint Systems Performance

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 will revert.
Investment Horizon     30 Days    Login   to change

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 (%) 
      Risk (%) 
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.
14 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Verint Systems Inc are ranked lower than 14 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

Verint Systems Sharpe Ratio = 0.2172
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Estimated Market Risk

 0.99
  actual daily
 
 91 %
of total potential
  

Expected Return

 0.21
  actual daily
 
 4 %
of total potential
  

Risk-Adjusted Return

 0.22
  actual daily
 
 14 %
of total potential
  
Based on monthly moving average Verint Systems is performing at about 14% 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.