Fair Isaac's market value is the price at which a share of Fair Isaac trades on a public exchange. It measures the collective expectations of Fair Isaac investors about its performance. Fair Isaac is trading at 247.33 as of the 23rd of January 2025, a 2.27% down since the beginning of the trading day. The stock's open price was 253.08. With this module, you can estimate the performance of a buy and hold strategy of Fair Isaac and determine expected loss or profit from investing in Fair Isaac over a given investment horizon. Check out Investing Opportunities to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in nation.
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.
0.00
02/03/2023
No Change 0.00
0.0
In 1 year 11 months and 21 days
01/23/2025
0.00
If you would invest 0.00 in Fair Isaac on February 3, 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 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.
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.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Fair Isaac. Your research has to be compared to or analyzed against Fair Isaac's peers to derive any actionable benefits. When done correctly, Fair Isaac's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Fair Isaac.
Fair Isaac Backtested Returns
Fair Isaac secures Sharpe Ratio (or Efficiency) of close to zero, which denotes the company had a close to zero % return per unit of risk over the last 3 months. Fair Isaac exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Fair Isaac's Variance of 5.12, standard deviation of 2.26, and Mean Deviation of 1.47 to check the risk estimate we provide. 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, returns on owning Fair Isaac are expected to decrease at a much lower rate. During the bear market, Fair Isaac is likely to outperform the market. At this point, Fair Isaac has a negative expected return of -0.015%. Please make sure to confirm Fair Isaac's jensen alpha, treynor ratio, and the relationship between the information ratio and total risk alpha , to decide if Fair Isaac performance from the past will be repeated at some point in the near future.
Auto-correlation
0.91
Excellent predictability
Fair Isaac has excellent predictability. Overlapping area represents the amount of predictability between Fair Isaac time series from 3rd of February 2023 to 29th of January 2024 and 29th of January 2024 to 23rd of January 2025. 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 0.91 indicates that approximately 91.0% of current Fair Isaac price fluctuation can be explain by its past prices.
Correlation Coefficient
0.91
Spearman Rank Test
0.92
Residual Average
0.0
Price Variance
3354.02
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
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.