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VRNS Varonis Systems, Inc.

Technology

quality needs a look, discounted valuation.

Quality
Weak
Valuation
Cheaper
Key signals
Top-quintile 6-month momentum Filed revenue acceleration
46.25
46.25 Close (USD) Loading candles…

Is Varonis Systems, Inc. a buy? Fundamentals and valuation first

  • Quality is weaker than peers. Operating margin is only around the 21th percentile. TTM ROE is about -31.8%.

  • Valuation is cheaper than most peers. TTM P/E is in the 7th percentile, lower than most liquid US common stocks.

  • Recent volatility is moderate. 60-day annualized volatility is near the 59th percentile. Average 20-day dollar volume is about $95.6M.

  • Signals are active now. Top-quintile 6-month momentum, Filed revenue acceleration currently holds; the tables below show what followed in this stock’s own history.

Watchlist

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Historical evidence

Signals active now

Each active condition is tested against this stock’s own history and benchmarked versus the S&P 500.

Top-quintile 6-month momentum

Active · now 96.00679694137638%

The stock ranks in the top 20% of the liquid US common-stock universe by 126-day adjusted return.

24 historical occurrences (since 2016-07-05)
Average forward return after Top-quintile 6-month momentum。20-day: Win 50%, Sample 24, Median +0.03%, Excess +0.16%, Beat mkt rate 58.3%；60-day: Win 56.5%, Sample 23, Median +1.65%, Excess +1.79%, Beat mkt rate 52.2%；120-day: Win 69.6%, Sample 23, Median +14.27%, Excess +6.26%, Beat mkt rate 52.2%

120 days after: historical avg +12.56%

20-day +0.94%
60-day +4.83%
120-day +12.56%
20-day
60-day
120-day
Win
50%
56.5%
69.6%
Sample
24
23
23
Median
+0.03%
+1.65%
+14.27%
Excess
+0.16%
+1.79%
+6.26%
Beat mkt rate
58.3%
52.2%
52.2%

Over 23 occurrences, 120-day forward avg gained 12.56%, beat the market by 6.26 pts; win rate 69.6%.

Filed revenue acceleration

Active · now 15.61357465455131%

TTM revenue growth is at least 10% and improved versus the prior filed quarter; event date is the SEC filing date.

12 historical occurrences (since 2018-05-01)
Average forward return after Filed revenue acceleration。20-day: Win 66.7%, Sample 12, Median +2.13%, Excess +0.66%, Beat mkt rate 58.3%；60-day: Win 63.6%, Sample 11, Median +9.14%, Excess +2.9%, Beat mkt rate 72.7%；120-day: Win 30%, Sample 10, Median -12.73%, Excess -7.17%, Beat mkt rate 30%

120 days after: historical avg -3.34%

20-day +2.4%
60-day +6.94%
120-day -3.34%
20-day
60-day
120-day
Win
66.7%
63.6%
30%
Sample
12
11
10
Median
+2.13%
+9.14%
-12.73%
Excess
+0.66%
+2.9%
-7.17%
Beat mkt rate
58.3%
72.7%
30%

Over 10 occurrences, 120-day forward avg declined 3.34%, lagged the market by 7.17 pts; win rate 30%.

Market-wide momentum baseline

Across 98,702 liquid US common-stock samples, top-quintile 6-month momentum was followed by an average 60-trading-day return of +6.12%, a 57.8% positive-return rate, and +2.76 percentage points of average excess return versus the S&P 500.

Baseline: weekly samples since 2016 where a liquid US common stock ranked in the top quintile by 126-trading-day momentum. Forward return is 60 trading days; excess return is versus S&P 500 (^GSPC).

Signals not active now

Inactive signals still show the stock-specific historical forward-return distribution for context.

52-week adjusted-price high

Pending

Adjusted close first reaches a 252-trading-day high; repeated hits within 20 days count once.

23 times historically; 60-day forward avg +5.23%, win rate 60.9%, beating the market by +3.44 pts on average.

EPS surprise beat

Pending

Reported EPS beat consensus estimate by at least 5%; event date is the earnings-surprise timestamp.

32 times historically; 60-day forward avg +7.79%, win rate 64.3%, beating the market by +4.14 pts on average.

Continue researching Varonis Systems, Inc. with the evidence above.

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Method and limits

  • Returns use us_price:adj_close, adjusted for splits and dividends where available.
  • Excess returns use world_index:^GSPC as the S&P 500 benchmark proxy.
  • Quarterly fundamentals are aligned to SEC filing dates before daily valuation studies.
  • The promoted universe starts from active NYSE/NASDAQ common stocks, then applies price and dollar-volume gates.
  • Snapshot-only tables such as analyst consensus, DCF, us_ratios, and us_key_metrics are intentionally excluded from historical evidence.
  • Overlapping event windows are descriptive distributions, not independent samples.

This page is for historical data analysis and education only. It is not investment advice. Backtests and historical return distributions do not predict future performance; evaluate risk independently before trading.