Fair Isaac (Germany) Market Value
| FRI Stock | EUR 1,295 3.50 0.27% |
| Symbol | Fair |
Fair Isaac 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Fair Isaac's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Fair Isaac.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Fair Isaac on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Fair Isaac or generate 0.0% return on investment in Fair Isaac over 90 days. Fair Isaac is related to or competes with Oracle, SSC Technologies, Wisetech Global, Okta, Amdocs, and F5 Networks. Fair Isaac Corporation develops analytic, software, and data management products and services that enable businesses to ... More
Fair Isaac Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Fair Isaac's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Fair Isaac upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 22.21 | |||
| Value At Risk | (9.28) | |||
| Potential Upside | 6.17 |
Fair Isaac Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fair Isaac's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fair Isaac's standard deviation. In reality, there are many statistical measures that can use Fair Isaac historical prices to predict the future Fair Isaac's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.28) | |||
| Total Risk Alpha | (0.91) | |||
| Treynor Ratio | 0.87 |
Fair Isaac Backtested Returns
Fair Isaac secures Sharpe Ratio (or Efficiency) of -0.0504, which denotes the company had a -0.0504 % return per unit of risk over the last 3 months. Fair Isaac exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Fair Isaac's Variance of 17.19, mean deviation of 2.76, and Standard Deviation of 4.15 to check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.38, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Fair Isaac are expected to decrease at a much lower rate. During the bear market, Fair Isaac is likely to outperform the market. At this point, Fair Isaac has a negative expected return of -0.21%. Please make sure to confirm Fair Isaac's value at risk, accumulation distribution, and the relationship between the treynor ratio and skewness , to decide if Fair Isaac performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.77 |
Good predictability
Fair Isaac has good predictability. Overlapping area represents the amount of predictability between Fair Isaac time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Fair Isaac price movement. The serial correlation of 0.77 indicates that around 77.0% of current Fair Isaac price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.77 | |
| Spearman Rank Test | 0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 14.7 K |
Fair Isaac lagged returns against current returns
Autocorrelation, which is Fair Isaac stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Fair Isaac's stock expected returns. We can calculate the autocorrelation of Fair Isaac returns to help us make a trade decision. For example, suppose you find that Fair Isaac has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Fair Isaac regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Fair Isaac stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fair Isaac stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fair Isaac stock over time.
Current vs Lagged Prices |
| Timeline |
Fair Isaac Lagged Returns
When evaluating Fair Isaac's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fair Isaac stock have on its future price. Fair Isaac autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Fair Isaac autocorrelation shows the relationship between Fair Isaac stock current value and its past values and can show if there is a momentum factor associated with investing in Fair Isaac.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Fair Stock
When determining whether Fair Isaac offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Fair Isaac's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Fair Isaac Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Fair Isaac Stock:Check out Fair Isaac Correlation, Fair Isaac Volatility and Fair Isaac Alpha and Beta module to complement your research on Fair Isaac. For more detail on how to invest in Fair Stock please use our How to Invest in Fair Isaac guide.You can also try the Portfolio Analyzer module to portfolio analysis module that provides access to portfolio diagnostics and optimization engine.
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.