We consider Verint Systems not too risky. Verint Systems Inc owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.1936 which indicates Verint Systems Inc had 0.1936% of return per unit of risk over the last 1 month. Our philosophy towards measuring volatility of a stock is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty technical indicators for Verint Systems Inc which you can use to evaluate future volatility of the company. Please validate Verint Systems Downside Deviation of 0.5997, Standard Deviation of 1.01 and Risk Adjusted Performance of 0.0585 to confirm if risk estimate we provide are consistent with the epected return of 0.1935%.
|Investment Horizon||30 Days Login to change|
Verint Systems Market Sensitivity
|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.One Month Beta |Analyze Verint Systems Inc Demand TrendCheck current 30 days Verint Systems correlation with market (DOW)|
β = -0.5681
Projected Return Density Against MarketGiven the investment horizon of 30 days, Verint Systems Inc has beta of -0.5681 . This entails as returns on benchmark increase, returns on holding Verint Systems are expected to decrease at a much smaller rate. During bear market, however, Verint Systems Inc is likely to outperform the market. Moreover, Verint Systems Inc has an alpha of 0.2851 implying that it can potentially generate 0.2851% excess return over DOW after adjusting for the inherited market risk (beta).
Given the investment horizon of 30 days, the coefficient of variation of Verint Systems is 516.6. The daily returns are destributed with a variance of 1.0 and standard deviation of 1.0. The mean deviation of Verint Systems Inc is currently at 0.67. For similar time horizon, the selected benchmark (DOW) has volatility of 0.23