Varonis Systems Stock Alpha and Beta Analysis
| VRNS Stock | USD 43.09 0.23 0.54% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Varonis Systems. It also helps investors analyze the systematic and unsystematic risks associated with investing in Varonis Systems over a specified time horizon. Remember, high Varonis Systems' alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Varonis Systems' market risk premium analysis include:
Beta 0.19 | Alpha (0.20) | Risk 2.12 | Sharpe Ratio (0.11) | Expected Return (0.24) |
Enterprise Value |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Varonis |
Varonis Systems Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Varonis Systems market risk premium is the additional return an investor will receive from holding Varonis Systems long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Varonis Systems. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Varonis Systems' performance over market.| α | -0.2 | β | 0.19 |
Varonis Systems expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Varonis Systems' Buy-and-hold return. Our buy-and-hold chart shows how Varonis Systems performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Varonis Systems Market Price Analysis
Market price analysis indicators help investors to evaluate how Varonis Systems stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Varonis Systems shares will generate the highest return on investment. By understating and applying Varonis Systems stock market price indicators, traders can identify Varonis Systems position entry and exit signals to maximize returns.
Varonis Systems Return and Market Media
The median price of Varonis Systems for the period between Thu, Nov 28, 2024 and Wed, Feb 26, 2025 is 45.16 with a coefficient of variation of 5.76. The daily time series for the period is distributed with a sample standard deviation of 2.65, arithmetic mean of 45.92, and mean deviation of 2.2. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Varonis Systems, Inc.s Intrinsic Value Is Potentially 62 percent Above Its Share Price | 12/31/2024 |
2 | Threat Modeling Tools Market to hit USD 3.37 Billion by 2032, fueled by growing cybersecurity and AI advancements. Research by SNS Insider | 01/22/2025 |
3 | Varonis Systems Q4 2024 Earnings Call Transcript | 02/05/2025 |
4 | Heres Why Varonis Systems Inc. Crashed on Wednesday | 02/06/2025 |
5 | Acquisition by Segev Ofer of 4163 shares of Varonis Systems subject to Rule 16b-3 | 02/07/2025 |
6 | WCM Investment Management LLC Has 17.80 Million Position in Varonis Systems, Inc. | 02/10/2025 |
7 | Varonis Systems Full Year 2024 Earnings Misses Expectations | 02/11/2025 |
8 | Varonis Wins SiliconANGLE Medias Tech Innovation CUBEd Award | 02/18/2025 |
9 | Varonis Named to CRNs 2025 Security 100 List | 02/19/2025 |
10 | Varonis Systems, Inc. Receives an Average Moderate Buy Rating from Analysts | 02/20/2025 |
11 | Varonis Systems Inc to Showcase AI-Driven Data Security Solutions at Gartner Summit | 02/25/2025 |
About Varonis Systems Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Varonis or other stocks. Alpha measures the amount that position in Varonis Systems has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2022 | 2023 | 2024 | 2025 (projected) | Graham Number | 10.85 | 9.66 | 5.34 | 3.59 | Receivables Turnover | 3.31 | 2.71 | 2.33 | 2.3 |
Varonis Systems Upcoming Company Events
As portrayed in its financial statements, the presentation of Varonis Systems' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Varonis Systems' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Varonis Systems' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Varonis Systems. Please utilize our Beneish M Score to check the likelihood of Varonis Systems' management manipulating its earnings.
| 5th of February 2024 Upcoming Quarterly Report | View | |
| 6th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 5th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Additional Tools for Varonis Stock Analysis
When running Varonis Systems' price analysis, check to measure Varonis 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 Varonis Systems is operating at the current time. Most of Varonis Systems' value examination focuses on studying past and present price action to predict the probability of Varonis Systems' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Varonis Systems' price. Additionally, you may evaluate how the addition of Varonis Systems to your portfolios can decrease your overall portfolio volatility.