Fair Isaac (Brazil) Performance
| F2IC34 Stock | 271.00 3.40 1.24% |
On a scale of 0 to 100, Fair Isaac holds a performance score of 8. The firm shows a Beta (market volatility) of 0.2, which means not very significant fluctuations relative to the market. 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 downside deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to make a quick decision on whether Fair Isaac's price patterns will revert.
Risk-Adjusted Performance
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Compared to the overall equity markets, risk-adjusted returns on investments in Fair Isaac are ranked lower than 8 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak forward indicators, Fair Isaac sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
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Fair Isaac Relative Risk vs. Return Landscape
If you would invest 23,736 in Fair Isaac on October 6, 2024 and sell it today you would earn a total of 3,364 from holding Fair Isaac or generate 14.17% return on investment over 90 days. Fair Isaac is generating 0.2505% of daily returns and assumes 2.2999% volatility on return distribution over the 90 days horizon. Simply put, 20% of stocks are less volatile than Fair, and 96% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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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 = 0.1089
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Estimated Market Risk
| 2.3 actual daily | 20 80% of assets are more volatile |
Expected Return
| 0.25 actual daily | 4 96% of assets have higher returns |
Risk-Adjusted Return
| 0.11 actual daily | 8 92% of assets perform better |
Based on monthly moving average Fair Isaac is performing at about 8% of its full potential. 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 it 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.Evaluating Fair Isaac's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Fair Isaac's stock performance include:- 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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