Fair Isaac (Germany) Performance
| FRI Stock | 1,706 97.00 6.03% |
The firm shows a Beta (market volatility) of 0.45, which means possible diversification benefits within a given portfolio. 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. At this point, Fair Isaac Corp has a negative expected return of -0.29%. Please make sure to confirm Fair Isaac's kurtosis, market facilitation index, and the relationship between the value at risk and rate of daily change , to decide if Fair Isaac Corp 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 Fair Isaac Corp has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of fragile performance in the last few months, the Stock's basic 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
| Begin Period Cash Flow | 195.4 M | |
| Free Cash Flow | 503.4 M |
Fair |
Fair Isaac Relative Risk vs. Return Landscape
If you would invest 194,500 in Fair Isaac Corp on December 19, 2024 and sell it today you would lose (33,550) from holding Fair Isaac Corp or give up 17.25% of portfolio value over 90 days. Fair Isaac Corp is generating negative expected returns and assumes 2.5348% volatility on return distribution over the 90 days horizon. Simply put, 22% 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 Corp, 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 = -0.1139
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | FRI |
Estimated Market Risk
| 2.53 actual daily | 22 78% of assets are more volatile |
Expected Return
| -0.29 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.11 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.
Fair Isaac Fundamentals Growth
Fair Stock prices reflect investors' perceptions of the future prospects and financial health of Fair Isaac, and Fair Isaac 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 Fair Stock performance.
| Current Valuation | 16.25 B | |||
| Price To Book | 81.78 X | |||
| Price To Sales | 11.81 X | |||
| Revenue | 1.38 B | |||
| EBITDA | 560.74 M | |||
| Total Debt | 1.82 B | |||
| Cash Flow From Operations | 509.45 M | |||
| Total Asset | 1.44 B | |||
About Fair Isaac Performance
Assessing Fair Isaac's fundamental ratios provides investors with valuable insights into Fair Isaac's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Fair Isaac 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.
Things to note about Fair Isaac Corp 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 Corp help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Fair Isaac Corp 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.
Additional 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.