Fair Isaac Stock Alpha and Beta Analysis
| FICO Stock | USD 2,355 17.52 0.75% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Fair Isaac. It also helps investors analyze the systematic and unsystematic risks associated with investing in Fair Isaac over a specified time horizon. Remember, high Fair Isaac'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 Fair Isaac's market risk premium analysis include:
Beta 0.96 | Alpha 0.35 | Risk 1.67 | Sharpe Ratio 0.31 | Expected Return 0.51 |
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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.
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Fair Isaac Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Fair Isaac market risk premium is the additional return an investor will receive from holding Fair Isaac 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 Fair Isaac. 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 Fair Isaac's performance over market.| α | 0.35 | β | 0.96 |
Fair Isaac 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 Fair Isaac's Buy-and-hold return. Our buy-and-hold chart shows how Fair Isaac performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Fair Isaac Market Price Analysis
Market price analysis indicators help investors to evaluate how Fair Isaac stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Fair Isaac shares will generate the highest return on investment. By understating and applying Fair Isaac stock market price indicators, traders can identify Fair Isaac position entry and exit signals to maximize returns.
Fair Isaac Return and Market Media
The median price of Fair Isaac for the period between Sun, Aug 25, 2024 and Sat, Nov 23, 2024 is 1984.52 with a coefficient of variation of 9.39. The daily time series for the period is distributed with a sample standard deviation of 186.34, arithmetic mean of 1983.93, and mean deviation of 139.21. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Some Confidence Is Lacking In Fair Isaac Corporations PS | 10/29/2024 |
2 | Fair Isaac Corp Shares Up 3.86 percent on Nov 6 | 11/06/2024 |
3 | Fair Isaac Corp Q4 2024 Earnings Call Highlights Strong Revenue Growth and Record Free ... | 11/07/2024 |
4 | Disposition of 3883 shares by Braden Kelly of Fair Isaac at 169.94 subject to Rule 16b-3 | 11/11/2024 |
5 | Disposition of 193 shares by Braden Kelly of Fair Isaac at 2344.4798 subject to Rule 16b-3 | 11/13/2024 |
6 | Insider Sale Director Braden Kelly Sells Shares of Fair Isaac Corp | 11/14/2024 |
7 | FICO Survey Brits Call for Stronger Protection as One in Four Report Scam Losses | 11/18/2024 |
8 | SWBC Launches Preferred Collect with FICO | 11/19/2024 |
9 | Tennis Star Chris Eubanks, Congresswoman Nikema Williams and FICO to Host Financial Literacy ... | 11/20/2024 |
10 | Fair Isaac Sees Key Institutional Position Adjustments | 11/22/2024 |
About Fair Isaac 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 Fair or other stocks. Alpha measures the amount that position in Fair Isaac 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.
| 2023 | 2024 (projected) | Dividend Yield | 3.28E-4 | 3.12E-4 | Price To Sales Ratio | 27.92 | 29.32 |
Fair Isaac Upcoming Company Events
As portrayed in its financial statements, the presentation of Fair Isaac's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Fair Isaac's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Fair Isaac's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Fair Isaac. Please utilize our Beneish M Score to check the likelihood of Fair Isaac's management manipulating its earnings.
| 25th of April 2024 Upcoming Quarterly Report | View | |
| 7th of August 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 13th of November 2024 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 30th of September 2023 Last Financial Announcement | View |
Build Portfolio with Fair Isaac
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
Check out Fair Isaac Backtesting, Fair Isaac Valuation, Fair Isaac Correlation, Fair Isaac Hype Analysis, Fair Isaac Volatility, Fair Isaac History and analyze Fair Isaac Performance. To learn how to invest in Fair Stock, please use our How to Invest in Fair Isaac guide.You can also try the Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas.
Fair Isaac technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.