VASCO Data Probability of Target Price Finishing Above 12.3

VASCO Data Security International Inc -- USA Stock  

USD 14.2  0.15  1.05%

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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VASCO Data Target Price Odds to finish below 12.3

Current PriceHorizonTarget PriceAbove OddsBelow Odds
 14.2 30 days 12.3  close to 100% near 1%
Based on normal probability distribution, the odds of VASCO Data to drop to $ 12.3  or more in 30 days from now is near 1%. Probability of VASCO Data Security price to stay between $ 12.3  and its current price of $14.2 at the end of the 30-day period is about 92.32%.
Given the investment horizon of 30 days, VASCO Data has beta of 0.9621 . This entails VASCO Data Security International Inc market returns are very sensitive to returns on the market. As the market benchmark goes up or down, VASCO Data is expected to follow. Additionally VASCO Data Security International Inc has an alpha of 0.26672858810454547 implying that it can potentially generate 0.26672858810454547% excess return over DOW after adjusting for the inherited market risk (beta).
< 1%
Odds to drop to $ 12.3  or more in 30 days
 VASCO Data Price Density 
 
 Prices     
Current Price   Target Price   
α
Alpha over DOW
=0.27
βBeta against DOW=0.96
σ
Overall volatility
=0.47
 IrInformation ratio =0.13