Verint Systems Stock Market Value
| VRNT Stock | USD 25.20 0.61 2.48% |
| Symbol | Verint |
Verint Systems Price To Book Ratio
Is Application Software space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Verint Systems. If investors know Verint will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Verint Systems listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 2.18 | Earnings Share 0.66 | Revenue Per Share 14.587 | Return On Assets 0.0319 | Return On Equity 0.0496 |
The market value of Verint Systems is measured differently than its book value, which is the value of Verint that is recorded on the company's balance sheet. Investors also form their own opinion of Verint Systems' value that differs from its market value or its book value, called intrinsic value, which is Verint Systems' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Verint Systems' market value can be influenced by many factors that don't directly affect Verint Systems' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Verint Systems' value and its price as these two are different measures arrived at by different means. Investors typically determine if Verint Systems is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Verint Systems' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Verint Systems 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Verint Systems' stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Verint Systems.
| 06/03/2024 |
| 11/30/2024 |
If you would invest 0.00 in Verint Systems on June 3, 2024 and sell it all today you would earn a total of 0.00 from holding Verint Systems or generate 0.0% return on investment in Verint Systems over 180 days. Verint Systems is related to or competes with Evertec, Consensus Cloud, Global Blue, NetScout Systems, CSG Systems, Cellebrite, and Lesaka Technologies. Verint Systems Inc. provides customer engagement solutions worldwide More
Verint Systems Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Verint Systems' stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Verint Systems upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 11.82 | |||
| Value At Risk | (4.01) | |||
| Potential Upside | 2.67 |
Verint Systems Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Verint Systems' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Verint Systems' standard deviation. In reality, there are many statistical measures that can use Verint Systems historical prices to predict the future Verint Systems' volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.55) | |||
| Total Risk Alpha | (0.74) | |||
| Treynor Ratio | (0.19) |
Verint Systems Backtested Returns
Verint Systems owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.1, which indicates the firm had a -0.1% return per unit of risk over the last 3 months. Verint Systems exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Verint Systems' Risk Adjusted Performance of (0.09), coefficient of variation of (769.34), and Variance of 6.07 to confirm the risk estimate we provide. The entity has a beta of 1.73, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Verint Systems will likely underperform. At this point, Verint Systems has a negative expected return of -0.26%. Please make sure to validate Verint Systems' value at risk and rate of daily change , to decide if Verint Systems performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.17 |
Insignificant reverse predictability
Verint Systems has insignificant reverse predictability. Overlapping area represents the amount of predictability between Verint Systems time series from 3rd of June 2024 to 1st of September 2024 and 1st of September 2024 to 30th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Verint Systems price movement. The serial correlation of -0.17 indicates that over 17.0% of current Verint Systems price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.17 | |
| Spearman Rank Test | 0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 3.13 |
Verint Systems lagged returns against current returns
Autocorrelation, which is Verint Systems stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Verint Systems' stock expected returns. We can calculate the autocorrelation of Verint Systems returns to help us make a trade decision. For example, suppose you find that Verint Systems has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Verint Systems regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Verint Systems stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Verint Systems stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Verint Systems stock over time.
Current vs Lagged Prices |
| Timeline |
Verint Systems Lagged Returns
When evaluating Verint Systems' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Verint Systems stock have on its future price. Verint Systems autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Verint Systems autocorrelation shows the relationship between Verint Systems stock current value and its past values and can show if there is a momentum factor associated with investing in Verint Systems.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Verint Stock Analysis
When running Verint Systems' price analysis, check to measure Verint Systems' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Verint Systems is operating at the current time. Most of Verint Systems' value examination focuses on studying past and present price action to predict the probability of Verint Systems' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Verint Systems' price. Additionally, you may evaluate how the addition of Verint Systems to your portfolios can decrease your overall portfolio volatility.