Fair Isaac Stock Market Value
| FICO Stock | USD 1,111 82.81 6.94% |
| Symbol | Fair |
Fair Isaac Price To Book Ratio
Is Fair Isaac's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Fair Isaac. If investors know Fair will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Fair Isaac listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.25 | Earnings Share 17.9 | Revenue Per Share 62.24 | Quarterly Revenue Growth 0.108 | Return On Assets 0.2678 |
The market value of Fair Isaac is measured differently than its book value, which is the value of Fair that is recorded on the company's balance sheet. Investors also form their own opinion of Fair Isaac's value that differs from its market value or its book value, called intrinsic value, which is Fair Isaac's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Fair Isaac's market value can be influenced by many factors that don't directly affect Fair Isaac's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Fair Isaac's value and its price as these two are different measures arrived at by different means. Investors typically determine if Fair Isaac is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Fair Isaac's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Fair Isaac 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Fair Isaac's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Fair Isaac.
| 05/08/2022 |
| 04/27/2024 |
If you would invest 0.00 in Fair Isaac on May 8, 2022 and sell it all today you would earn a total of 0.00 from holding Fair Isaac or generate 0.0% return on investment in Fair Isaac over 720 days. Fair Isaac is related to or competes with S A P, Tyler Technologies, Roper Technologies, Cadence Design, PTC, Manhattan Associates, and ANSYS. Fair Isaac Corporation develops analytic, software, and data management products and services that enable businesses to ... More
Fair Isaac Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Fair Isaac's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Fair Isaac upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 9.93 | |||
| Value At Risk | (3.10) | |||
| Potential Upside | 3.35 |
Fair Isaac Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fair Isaac's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fair Isaac's standard deviation. In reality, there are many statistical measures that can use Fair Isaac historical prices to predict the future Fair Isaac's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.12) | |||
| Total Risk Alpha | (0.36) | |||
| Treynor Ratio | (0.26) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Fair Isaac's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Fair Isaac Backtested Returns
Fair Isaac secures Sharpe Ratio (or Efficiency) of -0.0609, which denotes the company had a -0.0609% return per unit of risk over the last 3 months. Fair Isaac exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Fair Isaac's Mean Deviation of 1.56, variance of 4.37, and Standard Deviation of 2.09 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.37, which means possible diversification benefits within a given portfolio. As returns on the market increase, Fair Isaac's returns are expected to increase less than the market. However, during the bear market, the loss of holding Fair Isaac is expected to be smaller as well. Fair Isaac has an expected return of -0.13%. Please make sure to confirm Fair Isaac skewness, and the relationship between the treynor ratio and rate of daily change , to decide if Fair Isaac performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.95 |
Excellent predictability
Fair Isaac has excellent predictability. Overlapping area represents the amount of predictability between Fair Isaac time series from 8th of May 2022 to 3rd of May 2023 and 3rd of May 2023 to 27th of April 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Fair Isaac price movement. The serial correlation of 0.95 indicates that approximately 95.0% of current Fair Isaac price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.95 | |
| Spearman Rank Test | 0.87 | |
| Residual Average | 0.0 | |
| Price Variance | 36.6 K |
Fair Isaac lagged returns against current returns
Autocorrelation, which is Fair Isaac stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Fair Isaac's stock expected returns. We can calculate the autocorrelation of Fair Isaac returns to help us make a trade decision. For example, suppose you find that Fair Isaac has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Fair Isaac regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Fair Isaac stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fair Isaac stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fair Isaac stock over time.
Current vs Lagged Prices |
| Timeline |
Fair Isaac Lagged Returns
When evaluating Fair Isaac's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fair Isaac stock have on its future price. Fair Isaac autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Fair Isaac autocorrelation shows the relationship between Fair Isaac stock current value and its past values and can show if there is a momentum factor associated with investing in Fair Isaac.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectCheck out Fair Isaac Correlation, Fair Isaac Volatility and Fair Isaac Alpha and Beta module to complement your research on Fair Isaac. 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 Portfolio Analyzer module to portfolio analysis module that provides access to portfolio diagnostics and optimization engine.
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.