Fair Isaac (Brazil) Performance
| F2IC34 Stock | 247.33 5.75 2.27% |
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.
Risk-Adjusted Performance
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Over the last 90 days Fair Isaac has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong forward indicators, Fair Isaac is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
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Fair Isaac Relative Risk vs. Return Landscape
If you would invest 25,344 in Fair Isaac on October 25, 2024 and sell it today you would lose (611.00) from holding Fair Isaac or give up 2.41% of portfolio value over 90 days. Fair Isaac is generating negative expected returns and assumes 2.3633% volatility on return distribution over the 90 days horizon. Simply put, 21% of stocks are less volatile than Fair, 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 = -0.0063
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| Negative Returns | F2IC34 |
Estimated Market Risk
| 2.36 actual daily | 21 79% of assets are more volatile |
Expected Return
| -0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Fair Isaac is not performing at its full potential. However, 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 Fair Isaac to a well-diversified portfolio.
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.| Fair Isaac generated a negative expected return over the last 90 days |
- 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.
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