Fair Isaac Correlations

FICO Stock

USD 1,525 11.46 0.75%

The current 90-days correlation between Fair Isaac and ANSYS Inc is -0.06 (i.e., Good diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Fair Isaac moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Fair Isaac moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Fair Isaac Correlation With Market

Weak diversification

The correlation between Fair Isaac and DJI is 0.32 (i.e., Weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Fair Isaac and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Fair Stock

Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in Fair Isaac. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in main economic indicators.

To learn how to invest in Fair Stock, please use our How to Invest in Fair Isaac guide.

Moving together with Fair Stock

0.75

WETO

Webus International Tech Boost

Pair Corr

Moving against Fair Stock

0.67	DOMO	Domo Inc	Pair Corr
0.62	U	Unity Software Aggressive Push	Pair Corr
0.58	VERB	Verb Technology	Pair Corr
0.57	VS	Versus Systems	Pair Corr
0.48	AI	C3 Ai Inc	Pair Corr
0.41	DT	Dynatrace Holdings LLC	Pair Corr
0.4	EB	Eventbrite Class A	Pair Corr
0.39	YB	Yuanbao American Dep	Pair Corr
0.32	BL	Blackline	Pair Corr
0.56	EGAN	eGain	Pair Corr
0.51	ETWO	E2open Parent Holdings	Pair Corr
0.34	ELWS	Earlyworks Co,	Pair Corr
0.33	VTEX	VTEX	Pair Corr
0.54	BSY	Bentley Systems	Pair Corr
0.54	DHX	DHI Group	Pair Corr

Related Correlations Analysis

	ANSS	TYL	MANH	ROP	PAYC	WEX	MASI	JKHY
ANSS		0.3	0.9	0.17	0.29	0.86	0.4	0.58	ANSS
TYL	0.3		0.44	0.43	0.32	0.5	0.22	0.6	TYL
MANH	0.9	0.44		0.41	0.49	0.82	0.54	0.73	MANH
ROP	0.17	0.43	0.41		0.7	0.08	0.02	0.64	ROP
PAYC	0.29	0.32	0.49	0.7		0.15	0.07	0.71	PAYC
WEX	0.86	0.5	0.82	0.08	0.15		0.55	0.61	WEX
MASI	0.4	0.22	0.54	0.02	0.07	0.55		0.3	MASI
JKHY	0.58	0.6	0.73	0.64	0.71	0.61	0.3		JKHY
	ANSS	TYL	MANH	ROP	PAYC	WEX	MASI	JKHY

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Risk-Adjusted Indicators

There is a big difference between Fair Stock performing well and Fair Isaac Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Fair Isaac's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
ANSS	1.05	0.23	0.11	0.46	1.33	(1.16)	2.82	(1.59)	8.76
TYL	1.16	(0.10)	(0.09)	0.01	1.78	(1.10)	1.94	(2.13)	8.77
MANH	1.25	0.17	0.15	0.31	0.98	(1.43)	3.13	(1.98)	8.58
ROP	0.82	0.01	0.00	0.12	0.00	0.00	1.51	(1.91)	5.15
PAYC	1.40	(0.09)	(0.03)	0.09	2.07	(1.33)	2.62	(3.69)	14.26
WEX	1.68	0.08	0.07	0.22	1.74	(1.92)	3.79	(2.87)	9.80
MASI	1.59	(0.10)	(0.03)	0.08	2.15	(1.64)	3.85	(3.06)	10.89
JKHY	0.82	0.05	(0.13)	(0.42)	0.94	(0.95)	1.54	(1.71)	6.96

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