Fair Isaac Risk Analysis And Volatility

FICO -- USA Stock  

USD 319.46  9.55  3.08%

We consider Fair Isaac very steady. Fair Isaac Corproation secures Sharpe Ratio (or Efficiency) of 0.0422 which denotes the organization had 0.0422% of return per unit of risk over the last 3 months. Our philosophy towards predicting volatility of a stock is to use all available market data together with stock specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Fair Isaac Corproation which you can use to evaluate future volatility of the firm. Please confirm Fair Isaac Corproation Mean Deviation of 1.61, Downside Deviation of 2.56 and Coefficient Of Variation of 2498.12 to check if risk estimate we provide are consistent with the epected return of 0.0956%.
Interest Expense

90 Days Market Risk

Very steady

Chance of Distress in 24 months

90 Days Economic Sensitivity

Slowly supersedes market
Horizon     30 Days    Login   to change

Fair Isaac Market Sensitivity

As returns on market increase, Fair Isaac returns are expected to increase less than the market. However during bear market, the loss on holding Fair Isaac will be expected to be smaller as well.
3 Months Beta |Analyze Fair Isaac Corproation Demand Trend
Check current 30 days Fair Isaac correlation with market (DOW)
β = 0.4646

Fair Isaac Central Daily Price Deviation

Fair Isaac Corproation Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. Fair Isaac Typical Price indicator is an average of each day price and can be used instead of closing price when creating different Fair Isaac Corproation moving average lines. View also all equity analysis or get more info about typical price price transform indicator.

Fair Isaac Projected Return Density Against Market

Given the investment horizon of 30 days, Fair Isaac has beta of 0.4646 suggesting as returns on market go up, Fair Isaac average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Fair Isaac Corproation will be expected to be much smaller as well. Moreover, The company has an alpha of 0.0649 implying that it can potentially generate 0.0649% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Given the investment horizon of 30 days, the coefficient of variation of Fair Isaac is 2369.72. The daily returns are destributed with a variance of 5.14 and standard deviation of 2.27. The mean deviation of Fair Isaac Corproation is currently at 1.68. For similar time horizon, the selected benchmark (DOW) has volatility of 0.88
α
Alpha over DOW
=0.06
β
Beta against DOW=0.46
σ
Overall volatility
=2.27
Ir
Information ratio =0.0221

Fair Isaac Return Volatility

the corporation inherits 2.2665% risk (volatility on return distribution) over the 30 days horizon. the entity inherits 0.9085% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Fair Isaac Investment Opportunity

Fair Isaac Corproation has a volatility of 2.27 and is 2.49 times more volatile than DOW. 20% of all equities and portfolios are less risky than Fair Isaac. Compared to the overall equity markets, volatility of historical daily returns of Fair Isaac Corproation is lower than 20 (%) of all global equities and portfolios over the last 30 days. Use Fair Isaac Corproation to enhance returns of your portfolios. The stock experiences unexpected upward trend. Watch out for market signals. Check odds of Fair Isaac to be traded at $383.35 in 30 days. . As returns on market increase, Fair Isaac returns are expected to increase less than the market. However during bear market, the loss on holding Fair Isaac will be expected to be smaller as well.

Fair Isaac correlation with market

correlation synergy
Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding Fair Isaac Corproation and equity matching DJI index in the same portfolio.

Fair Isaac Current Risk Indicators

Fair Isaac Suggested Diversification Pairs

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