Fair Isaac Stock Alpha and Beta Analysis
FICO Stock | USD 1,250 8.90 0.71% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Fair Isaac. It also helps investors analyze the systematic and unsystematic risks associated with investing in Fair Isaac over a specified time horizon. Remember, high Fair Isaac's 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 Fair Isaac's market risk premium analysis include:
Beta 1.5 | Alpha (0.06) | Risk 2.14 | Sharpe Ratio 0.0642 | Expected Return 0.14 |
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.
Fair |
Fair Isaac Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Fair Isaac market risk premium is the additional return an investor will receive from holding Fair Isaac 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 Fair Isaac. 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 Fair Isaac's performance over market.α | -0.06 | β | 1.50 |
Fair Isaac 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 Fair Isaac's Buy-and-hold return. Our buy-and-hold chart shows how Fair Isaac performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Fair Isaac Market Price Analysis
Market price analysis indicators help investors to evaluate how Fair Isaac stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Fair Isaac shares will generate the highest return on investment. By understating and applying Fair Isaac stock market price indicators, traders can identify Fair Isaac position entry and exit signals to maximize returns.
Fair Isaac Return and Market Media
The median price of Fair Isaac for the period between Fri, Dec 29, 2023 and Thu, Mar 28, 2024 is 1259.2 with a coefficient of variation of 4.43. The daily time series for the period is distributed with a sample standard deviation of 55.12, arithmetic mean of 1243.2, and mean deviation of 45.19. The Stock received substential amount of media coverage during this period. Price Growth (%) |
Timeline |
1 | 2 Fintech Stocks to Buy Hand Over Fist and 1 to Avoid | 03/01/2024 |
2 | FICO and Richard Childress Racing Kick Off Financial and Credit Education Partnership at NASCAR Cup Series Food City 500 | 03/12/2024 |
3 | Levi Korsinsky Reminds Fair Isaac Corporation Investors of the Ongoing Investigation into Potential Violations of Securities Laws - FICO | 03/18/2024 |
4 | SAM Corporate Offers FICOs Advanced Decision Science to Middle East and India | 03/19/2024 |
5 | South Africas Nedbank Uses FICO Technology to Stop Financial Crime | 03/21/2024 |
6 | Fair Isaac Rides on Solid Portfolio, Expanding Clientele | 03/22/2024 |
7 | FICO UK Credit Card Market Report January 2024 | 03/25/2024 |
About Fair Isaac 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 Fair or other stocks. Alpha measures the amount that position in Fair Isaac 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.
2021 | 2022 | 2023 | 2024 (projected) | Price Earnings Ratio | 28.72 | 50.54 | 45.49 | 47.76 | Short Term Coverage Ratios | 16.98 | 9.38 | 10.79 | 10.25 |
Fair Isaac Upcoming Company Events
As portrayed in its financial statements, the presentation of Fair Isaac's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Fair Isaac's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Fair Isaac's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Fair Isaac. Please utilize our Beneish M Score to check the likelihood of Fair Isaac's management manipulating its earnings.
25th of April 2024 Upcoming Quarterly Report | View | |
7th of August 2024 Next Financial Report | View | |
31st of March 2024 Next Fiscal Quarter End | View | |
13th of November 2024 Next Fiscal Year End | View | |
31st of December 2023 Last Quarter Report | View | |
30th of September 2023 Last Financial Announcement | View |
Build Portfolio with Fair Isaac
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Fair Isaac Backtesting, Fair Isaac Valuation, Fair Isaac Correlation, Fair Isaac Hype Analysis, Fair Isaac Volatility, Fair Isaac History and analyze Fair Isaac Performance. To learn how to invest in Fair Stock, please use our How to Invest in Fair Isaac guide.Note that the Fair Isaac information on this page should be used as a complementary analysis to other Fair Isaac's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
Complementary Tools for Fair Stock analysis
When running Fair Isaac's price analysis, check to measure Fair Isaac's 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 Fair Isaac is operating at the current time. Most of Fair Isaac's value examination focuses on studying past and present price action to predict the probability of Fair Isaac's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Fair Isaac's price. Additionally, you may evaluate how the addition of Fair Isaac to your portfolios can decrease your overall portfolio volatility.
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Fair Isaac technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.