We consider Verint Systems not too volatile. Verint Systems Inc owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.0029 which indicates Verint Systems Inc had 0.0029% 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-one technical indicators for Verint Systems Inc which you can use to evaluate future volatility of the company. Please validate Verint Systems Semi Deviation of 2.05, Coefficient Of Variation of 6728.72 and Risk Adjusted Performance of 0.0147 to confirm if risk estimate we provide are consistent with the epected return of 0.0053%.
|Investment Horizon||30 Days Login to change|
Verint Systems Market Sensitivity
|As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Verint Systems will likely underperform.One Month Beta |Analyze Verint Systems Inc Demand TrendCheck current 30 days Verint Systems correlation with market (DOW)|
β = 1.1514
Verint Systems Inc Technical Analysis
Projected Return Density Against MarketGiven the investment horizon of 30 days, the stock has beta coefficient of 1.1514 . This entails as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are expected to be negative, Verint Systems will likely underperform. Additionally, Verint Systems Inc has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
Given the investment horizon of 30 days, the coefficient of variation of Verint Systems is 34492.89. The daily returns are destributed with a variance of 3.37 and standard deviation of 1.83. The mean deviation of Verint Systems Inc is currently at 1.21. For similar time horizon, the selected benchmark (DOW) has volatility of 0.49