Verint Systems Risk Analysis

Verint Systems Inc -- USA Stock  

USD 41.45  0.15  0.36%

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 Trend
Check current 30 days Verint Systems correlation with market (DOW)
β = 1.1514
Verint Systems Large BetaVerint Systems Inc Beta Legend

Verint Systems Inc Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of seventeen. Verint Systems Inc Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input. View also all equity analysis or get more info about average price price transform indicator.

Projected Return Density Against Market

Given 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
 Predicted Return Density 
      Returns 
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
α
Alpha over DOW
=0.22
βBeta against DOW=1.15
σ
Overall volatility
=1.83
 IrInformation ratio =0.1

Actual Return Volatility

Verint Systems Inc inherits 1.8344% risk (volatility on return distribution) over the 30 days horizon. DOW inherits 0.4911% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Verint Systems Volatility Factors

30 Days Market Risk

Not too volatile

Chance of Distress in 24 months

Below average

30 Days Economic Sensitivity

Almost mirrors market

Total Debt

Verint Systems Inc Total Debt History

Total Debt

Largest Trends

Verint Systems Largest Period Trend

Investment Outlook

Verint Systems Investment Opportunity
Verint Systems Inc has a volatility of 1.83 and is 3.73 times more volatile than DOW. 17% of all equities and portfolios are less risky than Verint Systems. Compared to the overall equity markets, volatility of historical daily returns of Verint Systems Inc is lower than 17 (%) of all global equities and portfolios over the last 30 days. Use Verint Systems Inc to enhance returns of your portfolios. The stock experiences normal upward fluctuation. Check odds of Verint Systems to be traded at $43.52 in 30 days. As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Verint Systems will likely underperform.

Verint Systems correlation with market

Weak diversification
Overlapping area represents the amount of risk that can be diversified away by holding Verint Systems Inc and equity matching DJI index in the same portfolio.