Fair Isaac (Germany) Market Value
| FRI Stock | EUR 2,022 0.00 0.00% |
| Symbol | Fair |
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.
| 01/07/2023 |
| 12/27/2024 |
If you would invest 0.00 in Fair Isaac on January 7, 2023 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 Okta, Amdocs, F5 Networks, and Nutanix. 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.
| Downside Deviation | 1.91 | |||
| Information Ratio | 0.0808 | |||
| Maximum Drawdown | 15.84 | |||
| Value At Risk | (2.37) | |||
| Potential Upside | 3.17 |
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 | 0.089 | |||
| Jensen Alpha | 0.2254 | |||
| Total Risk Alpha | 0.1042 | |||
| Sortino Ratio | 0.0981 | |||
| Treynor Ratio | 2.01 |
Fair Isaac Backtested Returns
Fair Isaac appears to be very steady, given 3 months investment horizon. Fair Isaac secures Sharpe Ratio (or Efficiency) of 0.12, which denotes the company had a 0.12% return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Fair Isaac, which you can use to evaluate the volatility of the firm. Please utilize Fair Isaac's Mean Deviation of 1.66, coefficient of variation of 962.71, and Downside Deviation of 1.91 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Fair Isaac holds a performance score of 9. The firm shows a Beta (market volatility) of 0.11, which means not very significant fluctuations relative to the market. 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. Please check Fair Isaac's variance, sortino ratio, potential upside, as well as the relationship between the jensen alpha and maximum drawdown , to make a quick decision on whether Fair Isaac's price patterns will revert.
Auto-correlation | 0.95 |
Excellent predictability
Fair Isaac has excellent predictability. Overlapping area represents the amount of predictability between Fair Isaac time series from 7th of January 2023 to 2nd of January 2024 and 2nd of January 2024 to 27th of December 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 | 0.93 | |
| Residual Average | 0.0 | |
| Price Variance | 129.5 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 |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Fair Stock
When determining whether Fair Isaac offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Fair Isaac's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Fair Isaac Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Fair Isaac Stock:Check out Fair Isaac Correlation, Fair Isaac Volatility and Fair Isaac Alpha and Beta module to complement your research on Fair Isaac. For more detail on how to invest in Fair Stock please use our How to Invest in Fair Isaac guide.You can also try the Share Portfolio module to track or share privately all of your investments from the convenience of any device.
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.