Fair Isaac (Germany) Market Value
| FRI Stock | 2,265 30.00 1.34% |
| 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.
| 12/13/2022 |
| 12/02/2024 |
If you would invest 0.00 in Fair Isaac on December 13, 2022 and sell it all today you would earn a total of 0.00 from holding Fair Isaac Corp or generate 0.0% return on investment in Fair Isaac over 720 days. Fair Isaac is related to or competes with Apple, Apple, Apple, Apple, Apple, Apple, and Microsoft. More
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 Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.66 | |||
| Information Ratio | 0.2191 | |||
| Maximum Drawdown | 10.42 | |||
| Value At Risk | (2.66) | |||
| Potential Upside | 4.15 |
Fair Isaac Market Risk Indicators
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.| Risk Adjusted Performance | 0.2256 | |||
| Jensen Alpha | 0.4772 | |||
| Total Risk Alpha | 0.2335 | |||
| Sortino Ratio | 0.267 | |||
| Treynor Ratio | 0.7685 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Fair Isaac's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Fair Isaac Corp Backtested Returns
Fair Isaac appears to be very steady, given 3 months investment horizon. Fair Isaac Corp secures Sharpe Ratio (or Efficiency) of 0.28, which denotes the company had a 0.28% return per unit of risk over the last 3 months. By reviewing Fair Isaac's technical indicators, you can evaluate if the expected return of 0.58% is justified by implied risk. Please utilize Fair Isaac's Mean Deviation of 1.5, coefficient of variation of 348.55, and Downside Deviation of 1.66 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Fair Isaac holds a performance score of 22. The firm shows a Beta (market volatility) of 0.74, which means possible diversification benefits within a given portfolio. 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. Please check Fair Isaac's value at risk, kurtosis, and the relationship between the sortino ratio and semi variance , to make a quick decision on whether Fair Isaac's price patterns will revert.
Auto-correlation | 0.87 |
Very good predictability
Fair Isaac Corp has very good predictability. Overlapping area represents the amount of predictability between Fair Isaac time series from 13th of December 2022 to 8th of December 2023 and 8th of December 2023 to 2nd of December 2024. 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 Corp price movement. The serial correlation of 0.87 indicates that approximately 87.0% of current Fair Isaac price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.87 | |
| Spearman Rank Test | 0.91 | |
| Residual Average | 0.0 | |
| Price Variance | 111.6 K |
Fair Isaac Corp 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 Corp.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional 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.