VASCO Data Probability of Target Price Finishing Above 12.3

VASCO Data Security International Inc -- USA Stock  

USD 13.25  0.30  2.21%

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
 Time Horizon     30 Days    Login   to change
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VASCO Data Target Price Odds to finish below 12.3

Current PriceHorizonTarget PriceAbove OddsBelow Odds
 13.25 30 days 12.30  about 86.78% about 13.1%
Based on normal probability distribution, the odds of VASCO Data to drop to $ 12.30  or more in 30 days from now is about 13.1%. Probability of VASCO Data Security price to stay between $ 12.30  and its current price of $13.25 at the end of the 30-day period is about 49.3%.
Given the investment horizon of 30 days, VASCO Data has beta of 0.2165 . This entails as returns on market go up, VASCO Data average returns are expected to increase less than the benchmark. However during bear market, the loss on holding VASCO Data Security International Inc will be expected to be much smaller as well. Additionally VASCO Data Security International Inc has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
Odds to drop to $ 12.30  or more in 30 days
 VASCO Data Price Density 
Current Price   Target Price   
Alpha over DOW
Beta against DOW=0.22
Overall volatility
Information ratio =0.05