Factset Research Systems Stock Alpha and Beta Analysis
| FDS Stock | USD 434.02 4.56 1.06% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as FactSet Research Systems. It also helps investors analyze the systematic and unsystematic risks associated with investing in FactSet Research over a specified time horizon. Remember, high FactSet Research'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 FactSet Research's market risk premium analysis include:
Beta 0.72 | Alpha (0.15) | Risk 1.41 | Sharpe Ratio (0.09) | Expected Return (0.12) |
FactSet Research Quarterly Cash And Equivalents |
|
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.
FactSet |
FactSet Research Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. FactSet Research market risk premium is the additional return an investor will receive from holding FactSet Research 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 FactSet Research. 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 FactSet Research's performance over market.| α | -0.15 | β | 0.72 |
FactSet Research 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 FactSet Research's Buy-and-hold return. Our buy-and-hold chart shows how FactSet Research performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.FactSet Research Market Price Analysis
Market price analysis indicators help investors to evaluate how FactSet Research stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading FactSet Research shares will generate the highest return on investment. By understating and applying FactSet Research stock market price indicators, traders can identify FactSet Research position entry and exit signals to maximize returns.
FactSet Research Return and Market Media
The median price of FactSet Research for the period between Sat, Jan 20, 2024 and Fri, Apr 19, 2024 is 462.49 with a coefficient of variation of 3.76. The daily time series for the period is distributed with a sample standard deviation of 17.27, arithmetic mean of 459.5, and mean deviation of 14.02. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| FactSet Research dividend paid on 21st of March 2024 | 03/21/2024 |
1 | AI Stocks Oracle, ServiceNow, Retail Giant Target Are Mutual Fund Favorites | 03/27/2024 |
2 | Tesla sales fall for first time in nearly 4 years | 04/02/2024 |
3 | Unemployment Dips in March | 04/05/2024 |
4 | Is AI Chip Leader Arm Stock A Buy After Surging 152 percent From An Entry | 04/10/2024 |
5 | Bank Stocks Trade Tight With JPMorgan, Wells Fargo Set To Report | 04/11/2024 |
6 | Stock market today Wall Street sinks after a mixed start to earnings reporting season as oil jumps | 04/12/2024 |
7 | First Quarter Bank Earnings Brought The Revival That Wall Street Needed | 04/15/2024 |
8 | United Airlines reports 124 million loss in a quarter marred by grounding of some Boeing planes | 04/16/2024 |
9 | US markets eyeing another negative week | 04/18/2024 |
About FactSet Research 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 FactSet or other stocks. Alpha measures the amount that position in FactSet Research Systems 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.
| 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.008315 | 0.007484 | 0.006539 | Price To Sales Ratio | 7.99 | 9.19 | 8.07 |
FactSet Research Upcoming Company Events
As portrayed in its financial statements, the presentation of FactSet Research's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, FactSet Research's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of FactSet Research's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of FactSet Research. Please utilize our Beneish M Score to check the likelihood of FactSet Research's management manipulating its earnings.
| 28th of March 2024 Upcoming Quarterly Report | View | |
| 27th of June 2024 Next Financial Report | View | |
| 29th of February 2024 Next Fiscal Quarter End | View | |
| 19th of September 2024 Next Fiscal Year End | View | |
| 30th of November 2023 Last Quarter Report | View | |
| 31st of August 2023 Last Financial Announcement | View |
Build Portfolio with FactSet Research
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 FactSet Research Backtesting, FactSet Research Valuation, FactSet Research Correlation, FactSet Research Hype Analysis, FactSet Research Volatility, FactSet Research History and analyze FactSet Research Performance. Note that the FactSet Research Systems information on this page should be used as a complementary analysis to other FactSet Research's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Stock Screener module to find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook..
Complementary 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.
| Portfolio Dashboard Portfolio dashboard that provides centralized access to all your investments | |
| AI Portfolio Architect Use AI to generate optimal portfolios and find profitable investment opportunities | |
| Portfolio Backtesting Avoid under-diversification and over-optimization by backtesting your portfolios | |
| CEOs Directory Screen CEOs from public companies around the world | |
| Portfolio Anywhere Track or share privately all of your investments from the convenience of any device | |
| Bond Analysis Evaluate and analyze corporate bonds as a potential investment for your portfolios. | |
| Earnings Calls Check upcoming earnings announcements updated hourly across public exchanges | |
| Financial Widgets Easily integrated Macroaxis content with over 30 different plug-and-play financial widgets | |
| Portfolio Comparator Compare the composition, asset allocations and performance of any two portfolios in your account | |
| Options Analysis Analyze and evaluate options and option chains as a potential hedge for your portfolios | |
| Global Markets Map Get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes |
FactSet Research 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.