Factset Research Systems Stock Beta

FDS Stock

USD 491.05 3.43 0.70%

FactSet Research Systems fundamentals help investors to digest information that contributes to FactSet Research's financial success or failures. It also enables traders to predict the movement of FactSet Stock. The fundamental analysis module provides a way to measure FactSet Research's intrinsic value by examining its available economic and financial indicators, including the cash flow records, the balance sheet account changes, the income statement patterns, and various microeconomic indicators and financial ratios related to FactSet Research stock.

Other Current Liab Total Assets

This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools.

FactSet Research Systems Company Beta Analysis

FactSet Research's Beta is one of the most important measures of equity market volatility. Beta can be thought of as asset elasticity or sensitivity to market. In other words, it is a number that shows the relationship of an equity instrument to the financial market in which this instrument is traded. For example, if Beta of equity is 2, it is expected to significantly outperform market when the market is going up and significantly underperform when the market is going down. Similarly, Beta of 1 indicates that an asset and market will generate similar returns over time.

Beta

Covariance

Variance

More About Beta | All Equity Analysis

Current FactSet Research Beta

0.75

Most of FactSet Research's fundamental indicators, such as Beta, are part of a valuation analysis module that helps investors searching for stocks that are currently trading at higher or lower prices than their real value. If the real value is higher than the market price, FactSet Research Systems is considered to be undervalued, and we provide a buy recommendation. Otherwise, we render a sell signal.

FactSet Beta Driver Correlations

Understanding the fundamental principles of building solid financial models for FactSet Research is extremely important. It helps to project a fair market value of FactSet Stock properly, considering its historical fundamentals such as Beta. Since FactSet Research's main accounts across its financial reports are all linked and dependent on each other, it is essential to analyze all possible correlations between related accounts. However, instead of reviewing all of FactSet Research's historical financial statements, investors can examine the correlated drivers to determine its overall health. This can be effectively done using a conventional correlation matrix of FactSet Research's interrelated accounts and indicators.

	Total Assets	Total Stockholder Equity	Net Debt	Retained Earnings	Accounts Payable	Net Receivables	Total Liab	Total Current Assets	Common Stock	Good Will	Short Term Investments	Treasury Stock	Intangible Assets	Property Plant Equipment	Current Deferred Revenue	Short Term Debt	Net Tangible Assets	Long Term Debt	Capital Surpluse	Deferred Long Term Liab	Accumulated Depreciation	Long Term Debt Total	Short Long Term Debt	Net Invested Capital	Cash And Equivalents	Net Working Capital	Capital Stock
Total Assets		0.96	0.94	0.72	0.94	0.95	0.98	0.87	0.62	0.93	0.77	-0.29	0.94	0.82	0.91	0.62	-0.81	0.86	0.84	0.23	-0.52	0.98	0.02	0.68	0.72	0.19	0.9
Total Stockholder Equity	0.96		0.84	0.79	0.96	0.91	0.9	0.84	0.75	0.87	0.83	-0.27	0.91	0.81	0.85	0.75	-0.79	0.71	0.76	0.12	-0.43	0.92	-0.09	0.7	0.68	0.08	0.94
Net Debt	0.94	0.84		0.62	0.81	0.87	0.97	0.72	0.49	0.86	0.67	-0.27	0.95	0.67	0.93	0.46	-0.85	0.94	0.8	0.21	-0.45	0.97	0.1	0.67	0.56	0.09	0.78
Retained Earnings	0.72	0.79	0.62		0.74	0.69	0.64	0.54	0.67	0.65	0.73	-0.71	0.72	0.56	0.61	0.68	-0.69	0.48	0.55	-0.01	-0.42	0.69	0.05	0.57	0.33	-0.19	0.69
Accounts Payable	0.94	0.96	0.81	0.74		0.93	0.88	0.83	0.81	0.91	0.9	-0.25	0.85	0.79	0.78	0.83	-0.68	0.68	0.77	0.3	-0.5	0.91	0.1	0.7	0.66	0.04	0.92
Net Receivables	0.95	0.91	0.87	0.69	0.93		0.93	0.87	0.56	0.99	0.73	-0.38	0.83	0.78	0.83	0.62	-0.65	0.82	0.82	0.45	-0.71	0.91	0.23	0.59	0.65	0.17	0.81
Total Liab	0.98	0.9	0.97	0.64	0.88	0.93		0.86	0.52	0.94	0.7	-0.3	0.92	0.8	0.92	0.51	-0.79	0.93	0.86	0.29	-0.56	0.98	0.09	0.64	0.71	0.25	0.84
Total Current Assets	0.87	0.84	0.72	0.54	0.83	0.87	0.86		0.45	0.9	0.61	-0.3	0.66	0.91	0.71	0.47	-0.5	0.73	0.81	0.38	-0.66	0.79	0.01	0.44	0.92	0.58	0.79
Common Stock	0.62	0.75	0.49	0.67	0.81	0.56	0.52	0.45		0.52	0.92	-0.07	0.65	0.48	0.47	0.97	-0.54	0.23	0.39	0.01	-0.05	0.64	-0.07	0.71	0.33	-0.34	0.79
Good Will	0.93	0.87	0.86	0.65	0.91	0.99	0.94	0.9	0.52		0.72	-0.4	0.79	0.81	0.8	0.58	-0.6	0.83	0.85	0.52	-0.74	0.9	0.3	0.55	0.7	0.26	0.79
Short Term Investments	0.77	0.83	0.67	0.73	0.9	0.73	0.7	0.61	0.92	0.72		-0.25	0.75	0.68	0.62	0.91	-0.63	0.46	0.62	0.21	-0.29	0.79	0.12	0.67	0.48	-0.17	0.85
Treasury Stock	-0.29	-0.27	-0.27	-0.71	-0.25	-0.38	-0.3	-0.3	-0.07	-0.4	-0.25		-0.21	-0.28	-0.23	-0.14	0.23	-0.3	-0.38	-0.19	0.64	-0.26	-0.36	-0.09	-0.14	-0.05	-0.15
Intangible Assets	0.94	0.91	0.95	0.72	0.85	0.83	0.92	0.66	0.65	0.79	0.75	-0.21		0.66	0.92	0.61	-0.94	0.82	0.72	0.0	-0.29	0.96	-0.08	0.75	0.5	-0.08	0.86
Property Plant Equipment	0.82	0.81	0.67	0.56	0.79	0.78	0.8	0.91	0.48	0.81	0.68	-0.28	0.66		0.7	0.48	-0.59	0.66	0.76	0.25	-0.5	0.75	-0.03	0.35	0.88	0.48	0.79
Current Deferred Revenue	0.91	0.85	0.93	0.61	0.78	0.83	0.92	0.71	0.47	0.8	0.62	-0.23	0.92	0.7		0.44	-0.86	0.93	0.88	0.09	-0.37	0.91	-0.04	0.77	0.59	0.12	0.7
Short Term Debt	0.62	0.75	0.46	0.68	0.83	0.62	0.51	0.47	0.97	0.58	0.91	-0.14	0.61	0.48	0.44		-0.47	0.24	0.39	0.16	-0.2	0.63	0.07	0.67	0.29	-0.34	0.74
Net Tangible Assets	-0.81	-0.79	-0.85	-0.69	-0.68	-0.65	-0.79	-0.5	-0.54	-0.6	-0.63	0.23	-0.94	-0.59	-0.86	-0.47		-0.74	-0.6	0.26	0.15	-0.84	0.2	-0.65	-0.37	0.14	-0.72
Long Term Debt	0.86	0.71	0.94	0.48	0.68	0.82	0.93	0.73	0.23	0.83	0.46	-0.3	0.82	0.66	0.93	0.24	-0.74		0.87	0.28	-0.54	0.88	0.14	0.6	0.6	0.29	0.59
Capital Surpluse	0.84	0.76	0.8	0.55	0.77	0.82	0.86	0.81	0.39	0.85	0.62	-0.38	0.72	0.76	0.88	0.39	-0.6	0.87		0.33	-0.6	0.81	0.12	0.65	0.75	0.37	0.63
Deferred Long Term Liab	0.23	0.12	0.21	-0.01	0.3	0.45	0.29	0.38	0.01	0.52	0.21	-0.19	0.0	0.25	0.09	0.16	0.26	0.28	0.33		-0.6	0.22	0.79	-0.03	0.26	0.27	0.09
Accumulated Depreciation	-0.52	-0.43	-0.45	-0.42	-0.5	-0.71	-0.56	-0.66	-0.05	-0.74	-0.29	0.64	-0.29	-0.5	-0.37	-0.2	0.15	-0.54	-0.6	-0.6		-0.46	-0.49	-0.1	-0.47	-0.4	-0.32
Long Term Debt Total	0.98	0.92	0.97	0.69	0.91	0.91	0.98	0.79	0.64	0.9	0.79	-0.26	0.96	0.75	0.91	0.63	-0.84	0.88	0.81	0.22	-0.46		0.08	0.73	0.62	0.08	0.87
Short Long Term Debt	0.02	-0.09	0.1	0.05	0.1	0.23	0.09	0.01	-0.07	0.3	0.12	-0.36	-0.08	-0.03	-0.04	0.07	0.2	0.14	0.12	0.79	-0.49	0.08		-0.09	-0.18	-0.14	-0.16
Net Invested Capital	0.68	0.7	0.67	0.57	0.7	0.59	0.64	0.44	0.71	0.55	0.67	-0.09	0.75	0.35	0.77	0.67	-0.65	0.6	0.65	-0.03	-0.1	0.73	-0.09		0.32	-0.22	0.56
Cash And Equivalents	0.72	0.68	0.56	0.33	0.66	0.65	0.71	0.92	0.33	0.7	0.48	-0.14	0.5	0.88	0.59	0.29	-0.37	0.6	0.75	0.26	-0.47	0.62	-0.18	0.32		0.75	0.69
Net Working Capital	0.19	0.08	0.09	-0.19	0.04	0.17	0.25	0.58	-0.34	0.26	-0.17	-0.05	-0.08	0.48	0.12	-0.34	0.14	0.29	0.37	0.27	-0.4	0.08	-0.14	-0.22	0.75		0.1
Capital Stock	0.9	0.94	0.78	0.69	0.92	0.81	0.84	0.79	0.79	0.79	0.85	-0.15	0.86	0.79	0.7	0.74	-0.72	0.59	0.63	0.09	-0.32	0.87	-0.16	0.56	0.69	0.1

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In a nutshell, Beta is a measure of individual stock risk relative to the overall volatility of the stock market. and is calculated based on very sound finance theory - Capital Assets Pricing Model (CAPM).However, since Beta is calculated based on historical price movements it may not predict how a firm's stock is going to perform in the future.

Competition

Predict FactSet Research

In accordance with the recently published financial statements, FactSet Research Systems has a Beta of 0.752. This is 8.29% lower than that of the Capital Markets sector and significantly higher than that of the Financials industry. The beta for all United States stocks is notably lower than that of the firm.

FactSet Beta Peer Comparison

Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses FactSet Research's direct or indirect competition against its Beta to detect undervalued stocks with similar characteristics or determine the stocks which would be a good addition to a portfolio. Peer analysis of FactSet Research could also be used in its relative valuation, which is a method of valuing FactSet Research by comparing valuation metrics of similar companies.

FactSet Research is currently under evaluation in beta category among its peers.

FactSet Research ESG Sustainability

Some studies have found that companies with high sustainability scores are getting higher valuations than competitors with lower social-engagement activities. While most ESG disclosures are voluntary and do not directly affect the long term financial condition, FactSet Research's sustainability indicators can be used to identify proper investment strategies using environmental, social, and governance scores that are crucial to FactSet Research's managers, analysts, and investors.

Environmental

Governance

Social

FactSet Research Institutional Holders

Institutional Holdings refers to the ownership stake in FactSet Research that is held by large financial organizations, pension funds or endowments. Institutions may purchase large blocks of FactSet Research's outstanding shares and can exert considerable influence upon its management. Institutional holders may also work to push the share price higher once they own the stock. Extensive social media coverage, TV shows, articles in high-profile magazines, and presentations at investor conferences help move the stock higher, increasing FactSet Research's value.

		Shares
Amundi	2024-06-30	539.8 K
Mitsubishi Ufj Asset Management Co.,ltd	2024-09-30	489.1 K
Jpmorgan Chase & Co	2024-06-30	440.6 K
Massachusetts Financial Services Company	2024-09-30	411.7 K
Charles Schwab Investment Management Inc	2024-09-30	373.4 K
Amvescap Plc.	2024-06-30	366.9 K
Champlain Investment Partners, Llc	2024-09-30	353.7 K
Northern Trust Corp	2024-09-30	349.7 K
Legal & General Group Plc	2024-06-30	341.2 K
Vanguard Group Inc	2024-09-30	4.7 M
Morgan Stanley - Brokerage Accounts	2024-06-30	3.7 M

As returns on the market increase, FactSet Research's returns are expected to increase less than the market. However, during the bear market, the loss of holding FactSet Research is expected to be smaller as well.

FactSet Fundamentals

	Return On Equity	0.3
	Return On Asset	0.11
	Profit Margin	0.24 %
	Operating Margin	0.23 %
	Current Valuation	19.61 B
	Shares Outstanding	37.99 M
	Shares Owned By Insiders	0.20 %
	Shares Owned By Institutions	96.30 %
	Number Of Shares Shorted	2.25 M
	Price To Earning	45.01 X
	Price To Book	9.69 X
	Price To Sales	8.41 X
	Revenue	2.2 B
	Gross Profit	1.11 B
	EBITDA	831.16 M
	Net Income	537.13 M
	Cash And Equivalents	425.44 M
	Cash Per Share	14.37 X
	Total Debt	1.57 B
	Debt To Equity	1.67 %
	Current Ratio	1.99 X
	Book Value Per Share	50.39 X
	Cash Flow From Operations	700.34 M
	Short Ratio	11.16 X
	Earnings Per Share	13.90 X
	Price To Earnings To Growth	2.70 X
	Target Price	461.52
	Number Of Employees	12.4 K
	Beta	0.75
	Market Capitalization	18.52 B
	Total Asset	4.06 B
	Retained Earnings	1.89 B
	Working Capital	168.78 M
	Current Asset	369.28 M
	Current Liabilities	158.21 M
	Annual Yield	0.01 %
	Five Year Return	0.97 %
	Net Asset	4.06 B
	Last Dividend Paid	4.04

About FactSet Research Fundamental Analysis

The Macroaxis Fundamental Analysis modules help investors analyze FactSet Research Systems's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of FactSet Research using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of FactSet Research Systems based on its fundamental data. In general, a quantitative approach, as applied to this company, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.

Please read more on our fundamental analysis page.

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Additional Tools for FactSet Stock Analysis

When running FactSet Research's price analysis, check to measure FactSet Research'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 FactSet Research is operating at the current time. Most of FactSet Research's value examination focuses on studying past and present price action to predict the probability of FactSet Research's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move FactSet Research's price. Additionally, you may evaluate how the addition of FactSet Research to your portfolios can decrease your overall portfolio volatility.

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