Skip to main content

VRNS Varonis Systems, Inc.

Technology

50.12

Close 10/9

Open
49.22
High
50.28
Low
48.91
Prev close
48.88
Volume
1.6M
P/B
12.9
52W 19.70 63.90
Loading candles…

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

As of 2026-10-09

Growth: Good, Risk / liquidity: Good; Valuation: Pricey.

Valuation Pricey Free-cash-flow yield is Good, but Price / book is Expensive.
TTM P/E -41.08 N/A
Price / book 12.95 94th percentile Expensive
Free-cash-flow yield (%) 2.12 53th percentile Good
Quality Neutral FCF margin, TTM is Good, but ROE, TTM is Average.
ROE, TTM (%) -31.81 21th percentile Average
Operating margin, TTM (%) -21.78 21th percentile Average
FCF margin, TTM (%) 17.72 73th percentile Good
Growth Good All 2 indicators are Good.
Revenue growth, TTM YoY (%) 15.61 70th percentile Good
Diluted EPS growth, TTM YoY (%) 32.61 73th percentile Good
Momentum Neutral 60-day return is Good, but 240-day return is Average.
60-day return (%) 6.63 78th percentile Good
240-day return (%) -19.56 34th percentile Average
Risk / liquidity Good 20-day dollar volume is Top, but 60-day annualized volatility is Average.
20-day dollar volume 76,744,673 85th percentile Top
60-day annualized volatility (%) 50.57 55th percentile Average

Varonis Systems, Inc. (VRNS) today

2 quant signals active · As of 2026-10-09

Win rate and excess are historical post-trigger stats vs the market. Click a signal for its full definition and samples; history does not predict future results.

Varonis Systems, Inc. (VRNS) peers and tracking

Watchlist

This page refreshes daily after the close. Add Varonis Systems, Inc. to your watchlist to track signal changes on your next visit.

Varonis Systems, Inc. (VRNS) quant signal backtests

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 97.53%

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

23 historical occurrences (since 2016-07-05)
Average forward return after Top-quintile 6-month momentum。20-day: Win 52.2%, Sample 23, Median +0.46%, Excess +0.27%, Beat mkt rate 60.9%；60-day: Win 56.5%, Sample 23, Median +3.14%, Excess +1.7%, Beat mkt rate 56.5%；120-day: Win 68.2%, Sample 22, Median +9.79%, Excess +5.61%, Beat mkt rate 50%

120 days after: historical avg +11.58%

20-day +1.06%
60-day +4.45%
120-day +11.58%
20-day
60-day
120-day
Win
52.2%
56.5%
68.2%
Sample
23
23
22
Median
+0.46%
+3.14%
+9.79%
Excess
+0.27%
+1.7%
+5.61%
Beat mkt rate
60.9%
56.5%
50%

Over 22 occurrences, 120-day forward avg gained 11.58%, beat the market by 5.61 pts; win rate 68.2%.

Filed revenue acceleration

Active · now 15.61%

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 -7.29%, 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%
-7.29%
Beat mkt rate
58.3%
72.7%
30%

Over 10 occurrences, 120-day forward avg declined 3.34%, lagged the market by 7.29 pts; win rate 30%.

More history: Market-wide momentum baseline, Signals not active now

Market-wide momentum baseline

Across 98,394 liquid US common-stock samples, top-quintile 6-month momentum was followed by an average 60-trading-day return of +6.43%, a 58.5% positive-return rate, and +3.08 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 +3.48 pts on average.

EPS surprise beat

Pending

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

33 times historically; 60-day forward avg +10.27%, win rate 65.5%, beating the market by +6.6 pts on average.

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

Continue in Studio ↗

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.