VASCO Data Probability of Target Price

VASCO Data Security International Inc -- USA Stock  

USD 11.95  0.65  5.16%

VASCO Data probability of target price tool provides mechanism to make assumptions about upside and downside potential of VASCO Data Security International Inc performance during a given time horizon utilizing its historical volatility. Please specify VASCO Data time horizon, a valid symbol (red box) and a target price (blue box) you would like VASCO Data odds to be computed. Also please take a look at VASCO Data Backtesting, VASCO Data Valuation, VASCO Data Correlation, VASCO Data Hype Analysis, VASCO Data Volatility, VASCO Data History as well as VASCO Data Performance
Investment Horizon     30 Days    Login   to change
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Odds Analysis

Current PriceHorizonTarget PriceAbove OddsBelow Odds
 11.95 30 days 12.3  about 30.02% about 69.71%
Based on normal probability distribution, the odds of VASCO Data to stay under $ 12.3  after 30 days from now is about 69.71%. Probability of VASCO Data Security price to stay between its current price of $ 11.95  and $ 12.3  at the end of the 30-day period is about 29.35%.
Given the investment horizon of 30 days, the stock has beta coefficient of 2.4479 . 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, VASCO Data will likely underperform. Additionally VASCO Data Security International Inc has an alpha of 0.0549 implying that it can potentially generate 0.0549% excess return over DOW after adjusting for the inherited market risk (beta).
70.0%
Odds to stay under $ 12.3  after 30 days
 VASCO Data Price Density 
 
 Prices     
Current Price   Target Price   
α
Alpha over DOW
= 0.0549 
βBeta against DOW= 2.45 
σ
Overall volatility
= 0.46 
 IrInformation ratio = 0.17