Factset Research Systems Stock Alpha and Beta Analysis
| FDS Stock | USD 491.05 3.43 0.70% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as FactSet Research Systems. It also helps investors analyze the systematic and unsystematic risks associated with investing in FactSet Research over a specified time horizon. Remember, high FactSet Research's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to FactSet Research's market risk premium analysis include:
Beta 0.72 | Alpha 0.18 | Risk 1.23 | Sharpe Ratio 0.23 | Expected Return 0.29 |
FactSet Research Quarterly Cash And Equivalents |
|
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
FactSet |
FactSet Research Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. FactSet Research market risk premium is the additional return an investor will receive from holding FactSet Research long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in FactSet Research. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate FactSet Research's performance over market.| α | 0.18 | β | 0.72 |
FactSet Research expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of FactSet Research's Buy-and-hold return. Our buy-and-hold chart shows how FactSet Research performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.FactSet Research Market Price Analysis
Market price analysis indicators help investors to evaluate how FactSet Research stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading FactSet Research shares will generate the highest return on investment. By understating and applying FactSet Research stock market price indicators, traders can identify FactSet Research position entry and exit signals to maximize returns.
FactSet Research Return and Market Media
The median price of FactSet Research for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 458.49 with a coefficient of variation of 4.78. The daily time series for the period is distributed with a sample standard deviation of 21.79, arithmetic mean of 455.9, and mean deviation of 16.37. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| FactSet Research dividend paid on 19th of September 2024 | 09/19/2024 |
1 | Amazon Has Never Been Stronger. Why Some Investors Are Uneasy Heading Into Q3 Report. | 10/25/2024 |
2 | SP 500, Dow remain steady while Nasdaq dips | 11/13/2024 |
3 | How Reddit Surprised Wall Street With 185 percent Post-IPO Surge | 11/15/2024 |
4 | Evolution Petroleum to Participate in Water Tower Research Fireside Chat on November 20th | 11/18/2024 |
5 | Republic Services Is Indispensable Its Stock Is A Strong, Steady Climber | 11/19/2024 |
6 | Nvidia is Wall Streets most valuable company. How it got there, by the numbers | 11/20/2024 |
7 | Intuit Beats Fiscal Q1 Targets Buts Guides Low For Current Quarter, Full Year | 11/21/2024 |
8 | AI Chip Leader Astera Labs Breaks Out To New Highs | 11/22/2024 |
About FactSet Research Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including FactSet or other stocks. Alpha measures the amount that position in FactSet Research Systems has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.008315 | 0.009362 | 0.006576 | Price To Sales Ratio | 7.99 | 7.3 | 8.07 |
FactSet Research Upcoming Company Events
As portrayed in its financial statements, the presentation of FactSet Research's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, FactSet Research's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of FactSet Research's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of FactSet Research. Please utilize our Beneish M Score to check the likelihood of FactSet Research's management manipulating its earnings.
| 28th of March 2024 Upcoming Quarterly Report | View | |
| 27th of June 2024 Next Financial Report | View | |
| 29th of February 2024 Next Fiscal Quarter End | View | |
| 19th of September 2024 Next Fiscal Year End | View | |
| 30th of November 2023 Last Quarter Report | View | |
| 31st of August 2023 Last Financial Announcement | View |
Build Portfolio with FactSet Research
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
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.