FAIR ISAAC (Germany) Performance
| FRI Stock | EUR 1,912 0.50 0.03% |
FAIR ISAAC has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.25, 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. FAIR ISAAC at this time shows a risk of 2.23%. Please confirm FAIR ISAAC information ratio, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to decide if FAIR ISAAC will be following its price patterns.
Risk-Adjusted Performance
1 of 100
Weak | Strong |
Weak
Compared to the overall equity markets, risk-adjusted returns on investments in FAIR ISAAC are ranked lower than 1 (%) of all global equities and portfolios over the last 90 days. In spite of rather sound forward indicators, FAIR ISAAC is not utilizing all of its potentials. The current stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
| Begin Period Cash Flow | 195.4 M | |
| Free Cash Flow | 503.4 M |
FAIR |
FAIR ISAAC Relative Risk vs. Return Landscape
If you would invest 187,950 in FAIR ISAAC on October 13, 2024 and sell it today you would earn a total of 3,200 from holding FAIR ISAAC or generate 1.7% return on investment over 90 days. FAIR ISAAC is generating 0.0525% of daily returns assuming 2.2337% volatility of returns over the 90 days investment horizon. Simply put, 19% of all stocks have less volatile historical return distribution than FAIR ISAAC, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
FAIR ISAAC Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for FAIR ISAAC's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as FAIR ISAAC, and traders can use it to determine the average amount a FAIR ISAAC's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.0235
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | FRI | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 2.23 actual daily | 19 81% of assets are more volatile |
Expected Return
| 0.05 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.02 actual daily | 1 99% of assets perform better |
Based on monthly moving average FAIR ISAAC is performing at about 1% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of FAIR ISAAC by adding it to a well-diversified portfolio.
FAIR ISAAC Fundamentals Growth
FAIR Stock prices reflect investors' perceptions of the future prospects and financial health of FAIR ISAAC, and FAIR ISAAC fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on FAIR Stock performance.
| Current Valuation | 16.06 B | |||
| Price To Book | 82.29 X | |||
| Price To Sales | 11.69 X | |||
| Revenue | 1.38 B | |||
| EBITDA | 560.74 M | |||
| Total Debt | 1.82 B | |||
| Cash Flow From Operations | 509.45 M | |||
| Total Asset | 1.44 B | |||
About FAIR ISAAC Performance
By analyzing FAIR ISAAC's fundamental ratios, stakeholders can gain valuable insights into FAIR ISAAC's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if FAIR ISAAC has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if FAIR ISAAC has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Things to note about FAIR ISAAC performance evaluation
Checking the ongoing alerts about FAIR ISAAC for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for FAIR ISAAC help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating FAIR ISAAC's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate FAIR ISAAC's stock performance include:- Analyzing FAIR ISAAC's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether FAIR ISAAC's stock is overvalued or undervalued compared to its peers.
- Examining FAIR ISAAC's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating FAIR ISAAC's management team can have a significant impact on its success or failure. Reviewing the track record and experience of FAIR ISAAC's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of FAIR ISAAC's stock. These opinions can provide insight into FAIR ISAAC's potential for growth and whether the stock is currently undervalued or overvalued.
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.
| Money Managers Screen money managers from public funds and ETFs managed around the world | |
| AI Portfolio Architect Use AI to generate optimal portfolios and find profitable investment opportunities | |
| Portfolio Anywhere Track or share privately all of your investments from the convenience of any device | |
| Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets |