Verint Systems Performance

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.
Investment Horizon     30 Days    Login   to change

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 (%) 
      Risk (%) 
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.
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 = 0.0059
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Estimated Market Risk

 1.84
  actual daily
 
 83 %
of total potential
  

Expected Return

 0.01
  actual daily
 
 1 %
of total potential
  

Risk-Adjusted Return

 0.01
  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.