Factset Research Systems Stock Performance
| FDS Stock | USD 437.28 5.17 1.20% |
The firm shows a Beta (market volatility) of 0.56, which means possible diversification benefits within a given portfolio. As returns on the market increase, FactSet Research's returns are expected to increase less than the market. However, during the bear market, the loss of holding FactSet Research is expected to be smaller as well. At this point, FactSet Research Systems has a negative expected return of -0.21%. Please make sure to confirm FactSet Research's skewness, and the relationship between the total risk alpha and day median price , to decide if FactSet Research Systems performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days FactSet Research Systems has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of weak performance in the last few months, the Stock's fundamental indicators remain comparatively stable which may send shares a bit higher in April 2025. The newest uproar may also be a sign of mid-term up-swing for the firm private investors. ...more
Actual Historical Performance (%)
One Day Return (0.17) | Five Day Return (0.84) | Year To Date Return (9.32) | Ten Year Return 177.96 | All Time Return 9.6 K |
Forward Dividend Yield 0.0096 | Payout Ratio | Last Split Factor 3:2 | Forward Dividend Rate 4.16 | Dividend Date 2025-03-20 |
1 | Acquisition by Christopher Ellis of 828 shares of FactSet Research subject to Rule 16b-3 | 01/23/2025 |
2 | Disposition of 3000 shares by F Snow of FactSet Research at 469.14 subject to Rule 16b-3 | 02/03/2025 |
3 | SoundHound Stock Howls After Voice AI Firm Tops Q4 Targets | 02/27/2025 |
4 | Marvell Shares Fall After Outlook Disappoints | 03/06/2025 |
5 | US inflation cooled in February, but Trumps tariff plans and trade war loom | 03/12/2025 |
6 | Gold rises to new heights as anxiety grips markets. Heres what you need to know | 03/14/2025 |
7 | Unlocking Q2 Potential of FactSet Exploring Wall Street Estimates for Key Metrics | 03/17/2025 |
8 | Trump And Nvidia Today, Tomorrow Brings The Fed | 03/18/2025 |
9 | Tencent Gaming Growth Powers Q4 Earnings Beat As Tech Giant Touts AI Push | 03/19/2025 |
10 | Home sales rise more than expected as mortgage rates ease Buyers slowly entering market | 03/20/2025 |
11 | Nvidia Stock Fails To Score At Super Bowl Of AI | 03/21/2025 |
| Begin Period Cash Flow | 425.4 M |
FactSet |
FactSet Research Relative Risk vs. Return Landscape
If you would invest 49,049 in FactSet Research Systems on December 25, 2024 and sell it today you would lose (5,838) from holding FactSet Research Systems or give up 11.9% of portfolio value over 90 days. FactSet Research Systems is generating negative expected returns assuming volatility of 1.0382% on return distribution over 90 days investment horizon. In other words, 9% of stocks are less volatile than FactSet, and above 99% of all equities are expected to generate higher returns over the next 90 days. Expected Return |
| Risk |
FactSet Research Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for FactSet Research's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as FactSet Research Systems, and traders can use it to determine the average amount a FactSet Research'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 = -0.2015
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | FDS |
Estimated Market Risk
| 1.04 actual daily | 9 91% of assets are more volatile |
Expected Return
| -0.21 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.2 actual daily | 0 Most of other assets perform better |
Based on monthly moving average FactSet Research 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 FactSet Research by adding FactSet Research to a well-diversified portfolio.
FactSet Research Fundamentals Growth
FactSet Stock prices reflect investors' perceptions of the future prospects and financial health of FactSet Research, and FactSet Research fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on FactSet Stock performance.
| Return On Equity | 0.28 | ||||
| Return On Asset | 0.11 | ||||
| Profit Margin | 0.24 % | ||||
| Operating Margin | 0.33 % | ||||
| Current Valuation | 17.84 B | ||||
| Shares Outstanding | 38.03 M | ||||
| Price To Earning | 45.01 X | ||||
| Price To Book | 8.00 X | ||||
| Price To Sales | 7.29 X | ||||
| Revenue | 2.2 B | ||||
| Gross Profit | 1.22 B | ||||
| EBITDA | 831.16 M | ||||
| Net Income | 537.13 M | ||||
| Cash And Equivalents | 425.44 M | ||||
| Cash Per Share | 14.37 X | ||||
| Total Debt | 1.57 B | ||||
| Debt To Equity | 1.67 % | ||||
| Current Ratio | 1.99 X | ||||
| Book Value Per Share | 54.11 X | ||||
| Cash Flow From Operations | 700.34 M | ||||
| Earnings Per Share | 14.07 X | ||||
| Market Capitalization | 16.43 B | ||||
| Total Asset | 4.06 B | ||||
| Retained Earnings | 1.89 B | ||||
| Working Capital | 168.78 M | ||||
| Current Asset | 369.28 M | ||||
| Current Liabilities | 158.21 M | ||||
About FactSet Research Performance
Assessing FactSet Research's fundamental ratios provides investors with valuable insights into FactSet Research's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the FactSet Research is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
| Last Reported | Projected for Next Year | ||
| Days Of Inventory On Hand | (1.35) | (1.28) | |
| Return On Tangible Assets | 0.40 | 0.29 | |
| Return On Capital Employed | 0.24 | 0.42 | |
| Return On Assets | 0.15 | 0.23 | |
| Return On Equity | 0.25 | 0.26 |
Things to note about FactSet Research Systems performance evaluation
Checking the ongoing alerts about FactSet Research for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for FactSet Research Systems help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| FactSet Research generated a negative expected return over the last 90 days | |
| Over 97.0% of the company shares are owned by institutional investors | |
| Latest headline from investors.com: Nvidia Stock Fails To Score At Super Bowl Of AI |
- Analyzing FactSet Research'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 FactSet Research's stock is overvalued or undervalued compared to its peers.
- Examining FactSet Research'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 FactSet Research's management team can have a significant impact on its success or failure. Reviewing the track record and experience of FactSet Research's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of FactSet Research's stock. These opinions can provide insight into FactSet Research's potential for growth and whether the stock is currently undervalued or overvalued.
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.