Fair Isaac Correlations

FICO Stock

USD 1,666 79.93 5.04%

The current 90-days correlation between Fair Isaac and Celestica is 0.02 (i.e., Significant diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Fair Isaac moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Fair Isaac moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Fair Isaac Correlation With Market

Weak diversification

The correlation between Fair Isaac and DJI is 0.3 (i.e., Weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Fair Isaac and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Fair Stock

Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in Fair Isaac. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in unemployment.

To learn how to invest in Fair Stock, please use our How to Invest in Fair Isaac guide.

Moving against Fair Stock

0.54	PTC	PTC Inc	Pair Corr
0.53	TTD	Trade Desk Sell-off Trend	Pair Corr
0.49	SAP	SAP SE ADR	Pair Corr
0.48	BSY	Bentley Systems	Pair Corr
0.39	TYL	Tyler Technologies	Pair Corr
0.38	GWRE	Guidewire Software	Pair Corr
0.37	EVCM	EverCommerce	Pair Corr
0.35	FNMFO	Federal National Mortgage	Pair Corr
0.44	BAC-PL	Bank of America Earnings Call This Week	Pair Corr
0.33	MCHP	Microchip Technology Tech Boost	Pair Corr

Related Correlations Analysis

	CLS	GRMN	NOK	TEAM	TTD	ZM	XYZ	PTC	CTSH	UI
CLS		-0.66	0.68	0.32	-0.42	0.45	-0.39	-0.49	0.35	-0.15	CLS
GRMN	-0.66		-0.51	0.03	0.84	-0.37	0.85	0.9	-0.61	0.7	GRMN
NOK	0.68	-0.51		0.51	-0.3	0.43	-0.17	-0.33	0.31	-0.04	NOK
TEAM	0.32	0.03	0.51		0.02	0.55	0.18	0.11	0.27	0.26	TEAM
TTD	-0.42	0.84	-0.3	0.02		-0.55	0.88	0.94	-0.88	0.87	TTD
ZM	0.45	-0.37	0.43	0.55	-0.55		-0.38	-0.4	0.77	-0.33	ZM
XYZ	-0.39	0.85	-0.17	0.18	0.88	-0.38		0.88	-0.64	0.85	XYZ
PTC	-0.49	0.9	-0.33	0.11	0.94	-0.4	0.88		-0.76	0.87	PTC
CTSH	0.35	-0.61	0.31	0.27	-0.88	0.77	-0.64	-0.76		-0.69	CTSH
UI	-0.15	0.7	-0.04	0.26	0.87	-0.33	0.85	0.87	-0.69		UI
	CLS	GRMN	NOK	TEAM	TTD	ZM	XYZ	PTC	CTSH	UI

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Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

PTC	+ 0.94	TTD
PTC	+ 0.9	GRMN
XYZ	+ 0.88	TTD
PTC	+ 0.88	XYZ
UI	+ 0.87	TTD
UI	+ 0.87	PTC

High negative correlations

CTSH	- 0.88	TTD
CTSH	- 0.76	PTC
UI	- 0.69	CTSH
GRMN	- 0.66	CLS
CTSH	- 0.64	XYZ
CTSH	- 0.61	GRMN

Risk-Adjusted Indicators

There is a big difference between Fair Stock performing well and Fair Isaac Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Fair Isaac's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
CLS	3.73	0.46	0.06	(0.92)	4.93	(3.76)	7.89	(7.56)	27.95
GRMN	1.17	(0.36)	0.00	(0.25)	0.00	0.00	2.07	(2.42)	12.82
NOK	2.11	0.39	0.13	0.87	2.47	(2.49)	4.21	(4.42)	31.94
TEAM	1.82	0.03	(0.03)	(0.06)	2.52	(1.84)	4.50	(4.18)	12.54
TTD	1.83	(0.61)	0.00	(0.53)	0.00	0.00	3.10	(4.10)	11.36
ZM	1.40	0.02	0.02	0.10	1.74	(1.45)	3.43	(2.93)	13.29
XYZ	2.00	(0.11)	0.00	0.66	0.00	0.00	2.96	(5.28)	14.15
PTC	1.08	(0.34)	0.00	(0.23)	0.00	0.00	1.77	(2.39)	11.28
CTSH	1.09	0.26	0.20	0.32	0.91	(1.24)	3.10	(1.99)	8.17
UI	2.18	(0.37)	0.00	(0.13)	0.00	0.00	3.41	(4.07)	29.29

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