FactSet (FDS) is a financial exchanges & data company in the Financials sector. Listed on the NASDAQ, FactSet is a component of the S&P 500 index. As of 2026-06-10, the stock is trading at $249.08.
Key Metrics & Risk
Based on 5-year historical data from Yahoo Finance (daily returns, annualized using 252 trading days).
| Metric | Value |
|---|---|
| Latest Price | $249.08 |
| Latest Date | 2026-06-10 |
| Expected Return (Annualized) | -0.64% |
| Risk / Std Dev (Annualized) | 27.70% |
| Sharpe Ratio (rf=4.5%) | -0.19 |
S&P 500 Context
- Sector: Financials
- Sub-Industry: Financial Exchanges & Data
- Exchange: NASDAQ
- Index: S&P 500 Component
Risk/Return Profile
The stock shows an annualized expected return of -0.64% with an annualized volatility of 27.70%. The Sharpe ratio of -0.19 (assuming 4.5% risk-free rate) indicates negative risk-adjusted returns relative to the risk-free rate.
Modern Portfolio Theory Positioning
This stock is plotted on the S&P 500 Modern Portfolio Theory chart which visualizes the risk/return trade-off across all S&P 500 components. The chart uses Sharpe ratio as the color dimension, allowing quick identification of stocks with superior risk-adjusted performance.
Fundamentals
| Metric | Value |
|---|---|
| Market Cap | 9.07B |
| Enterprise Value | 10.34B |
| Trailing P/E | 16.03 |
| Forward P/E | 12.85 |
| Price to Book | 4.29 |
| Price to Sales | 3.78 |
| EV/Revenue | 4.31 |
| EV/EBITDA | 11.36 |
| Profitability | | | Profit Margin | 24.48% | | Operating Margin | 29.8% | | ROE | 28.08% | | ROA | 10.91% |
| Growth | | | Revenue Growth | 7.1% | | Earnings Growth | -4.5% |
| Dividend | | | Dividend Yield | 186.0% | | Payout Ratio | 28.31% | | 5Y Avg Yield | 100.0% |
| Financial Health | | | Total Revenue | 2.4B | | Total Debt | 1.55B | | Total Cash | 0.29B | | Free Cash Flow | 0.59B | | Operating Cash Flow | 0.8B |
| Price & Technical | | | 52W High | $453.41$ | | 52W Low | $185.0$ | | 50-Day Avg | $229.07$ | | 200-Day Avg | $262.34$ | | Beta | 0.71 | | Shares Outstanding | 0.04B | | Float Shares | 0.04B | | Insider Holdings | 0.42% | | Institutional Holdings | 106.89% | | Short Ratio | 6.64 | | Short % of Float | 18.1% |
| Analyst Targets | | | Target High | $380.0$ | | Target Low | $200.0$ | | Target Mean | $252.25$ | | Target Median | $244.0$ | | # of Analysts | 16 | | Recommendation | hold |
Disclaimer
This analysis is for educational purposes only and does not constitute financial advice. Past performance is not indicative of future results. Always conduct your own research or consult a qualified financial advisor before making investment decisions.