FactSet Research (Germany) Alpha and Beta Analysis
| FA1 Stock | EUR 172.80 3.45 2.04% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as FactSet Research Systems. It also helps investors analyze the systematic and unsystematic risks associated with investing in FactSet Research over a specified time horizon. Remember, high FactSet Research'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 FactSet Research's market risk premium analysis include:
Beta 0.0228 | Alpha (0.38) | Risk 2.74 | Sharpe Ratio (0.17) | Expected Return (0.46) |
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.
FactSet |
FactSet Research Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. FactSet Research market risk premium is the additional return an investor will receive from holding FactSet Research 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 FactSet Research. 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 FactSet Research's performance over market.| α | -0.38 | β | 0.02 |
FactSet Research 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 FactSet Research's Buy-and-hold return. Our buy-and-hold chart shows how FactSet Research performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.FactSet Research Market Price Analysis
Market price analysis indicators help investors to evaluate how FactSet Research stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading FactSet Research shares will generate the highest return on investment. By understating and applying FactSet Research stock market price indicators, traders can identify FactSet Research position entry and exit signals to maximize returns.
FactSet Research Return and Market Media
The median price of FactSet Research for the period between Wed, Nov 19, 2025 and Tue, Feb 17, 2026 is 238.4 with a coefficient of variation of 10.85. The daily time series for the period is distributed with a sample standard deviation of 24.96, arithmetic mean of 229.94, and mean deviation of 18.25. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Intech Investment Management LLC Lowers Stock Holdings in FactSet Research Systems Inc. FDS - MarketBeat | 11/20/2025 |
2 | FactSet unveils MCP server with nine datasets after 45-firm beta - Stock Titan | 12/16/2025 |
3 | FactSet Research Systems Inc. Stock Outperforms Competitors On Strong Trading Day - | 01/06/2026 |
4 | A Look At FactSet Research Systems Valuation As Long Term Returns Lag Recent Stability - Yahoo Finance | 01/09/2026 |
5 | FactSet Enters Multiyear Market Data Partnership With Barclays - Nasdaq | 01/22/2026 |
6 | FactSet Research Systems Inc Embodies Quality Investing Principles - Chartmill | 01/26/2026 |
7 | FactSet stock hits 52-week low at 250.44 - Investing.com | 01/29/2026 |
8 | FactSet Research Systems Trading Down 9.3 percent - Time to Sell - MarketBeat | 02/03/2026 |
9 | AI to unlock research on 1,000 European stocks in new FactSet deal - Stock Titan | 02/10/2026 |
10 | Thrivent Financial for Lutherans Decreases Stock Position in FactSet Research Systems Inc. FDS - MarketBeat | 02/16/2026 |
About FactSet Research 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 FactSet or other stocks. Alpha measures the amount that position in FactSet Research Systems 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.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards FactSet Research in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, FactSet Research's short interest history, or implied volatility extrapolated from FactSet Research options trading.
Build Portfolio with FactSet Research
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Check out FactSet Research Analysis, FactSet Research Valuation, FactSet Research Correlation, FactSet Research Hype Analysis, FactSet Research Volatility, FactSet Research Price History and analyze FactSet Research Performance. You can also try the Investing Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.
FactSet Research 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.