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FactSet Research Systems Inc. (FDS)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS3030751057
CUSIP303075105
SectorFinancial Services
IndustryFinancial Data & Stock Exchanges
IPO DateJul 3, 1996

Highlights

Market Cap$18.40B
EPS (TTM)$13.93
PE Ratio34.76
PEG Ratio2.67
Total Revenue (TTM)$2.20B
Gross Profit (TTM)$1.19B
EBITDA (TTM)$867.01M
Year Range$390.86 - $487.00
Target Price$459.18
Short %7.01%
Short Ratio8.22

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons: FDS vs. J, FDS vs. TRI.TO, FDS vs. BR, FDS vs. XLF, FDS vs. VOO, FDS vs. QQQ, FDS vs. COST, FDS vs. MSCI, FDS vs. SPY, FDS vs. VTI

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in FactSet Research Systems Inc., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
10.77%
12.76%
FDS (FactSet Research Systems Inc.)
Benchmark (^GSPC)

Returns By Period

FactSet Research Systems Inc. had a return of 3.63% year-to-date (YTD) and 7.84% in the last 12 months. Over the past 10 years, FactSet Research Systems Inc. had an annualized return of 14.87%, outperforming the S&P 500 benchmark which had an annualized return of 11.39%.


PeriodReturnBenchmark
Year-To-Date3.63%25.48%
1 month6.27%2.14%
6 months10.77%12.76%
1 year7.84%33.14%
5 years (annualized)15.12%13.96%
10 years (annualized)14.87%11.39%

Monthly Returns

The table below presents the monthly returns of FDS, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.24%-2.60%-1.77%-8.25%-2.78%0.99%1.18%2.62%8.75%-1.26%3.63%
20235.42%-1.78%0.13%-0.82%-6.27%4.09%8.58%0.54%0.19%-1.23%5.22%5.20%19.98%
2022-13.19%-3.54%6.91%-7.06%-5.16%0.73%11.73%1.06%-7.67%6.34%8.63%-13.02%-16.75%
2021-9.07%0.78%1.54%8.95%-0.31%0.37%6.46%6.65%3.83%12.44%5.75%3.72%47.49%
20206.64%-6.80%-2.00%5.49%12.11%6.82%5.43%1.40%-4.43%-8.47%9.15%-0.38%25.13%
20199.24%7.86%5.57%11.12%1.11%3.01%-3.23%-1.62%-10.70%4.34%2.70%3.33%35.51%
20184.11%1.52%-1.85%-5.17%6.63%-1.45%1.65%14.24%-2.48%0.02%5.08%-14.65%5.02%
20175.89%3.09%-7.30%-1.00%1.84%0.30%0.63%-5.67%14.59%5.42%5.57%-3.56%19.44%
2016-7.30%0.16%0.69%-0.51%5.85%1.48%6.53%3.82%-8.95%-4.55%3.85%2.04%1.75%
20152.02%8.60%2.35%-1.14%5.22%-1.61%1.94%-4.41%1.20%9.58%-2.94%-4.11%16.73%
2014-2.59%-0.12%2.39%-1.22%0.96%12.26%-0.12%6.38%-4.61%8.15%4.57%2.69%31.30%
20135.06%5.49%-4.82%1.59%4.75%3.82%7.10%-5.94%6.59%-0.15%4.04%-3.91%24.93%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FDS is 51, suggesting that the investment has average results relative to other stocks in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of FDS is 5151
Combined Rank
The Sharpe Ratio Rank of FDS is 5555Sharpe Ratio Rank
The Sortino Ratio Rank of FDS is 4444Sortino Ratio Rank
The Omega Ratio Rank of FDS is 4444Omega Ratio Rank
The Calmar Ratio Rank of FDS is 6060Calmar Ratio Rank
The Martin Ratio Rank of FDS is 5050Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for FactSet Research Systems Inc. (FDS) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


FDS
Sharpe ratio
The chart of Sharpe ratio for FDS, currently valued at 0.44, compared to the broader market-4.00-2.000.002.004.000.44
Sortino ratio
The chart of Sortino ratio for FDS, currently valued at 0.71, compared to the broader market-4.00-2.000.002.004.006.000.71
Omega ratio
The chart of Omega ratio for FDS, currently valued at 1.09, compared to the broader market0.501.001.502.001.10
Calmar ratio
The chart of Calmar ratio for FDS, currently valued at 0.49, compared to the broader market0.002.004.006.000.49
Martin ratio
The chart of Martin ratio for FDS, currently valued at 0.94, compared to the broader market0.0010.0020.0030.000.94
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.91, compared to the broader market-4.00-2.000.002.004.002.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.88, compared to the broader market-4.00-2.000.002.004.006.003.88
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.55, compared to the broader market0.501.001.502.001.55
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.20, compared to the broader market0.002.004.006.004.20
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.80, compared to the broader market0.0010.0020.0030.0018.80

Sharpe Ratio

The current FactSet Research Systems Inc. Sharpe ratio is 0.44. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of FactSet Research Systems Inc. with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.44
2.91
FDS (FactSet Research Systems Inc.)
Benchmark (^GSPC)

Dividends

Dividend History

FactSet Research Systems Inc. provided a 0.82% dividend yield over the last twelve months, with an annual payout of $4.04 per share. The company has been increasing its dividends for 18 consecutive years.


0.70%0.80%0.90%1.00%1.10%1.20%$0.00$1.00$2.00$3.00$4.0020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$4.04$3.83$3.49$3.23$3.03$2.80$2.48$2.18$1.94$1.71$1.52$1.36

Dividend yield

0.82%0.80%0.87%0.66%0.91%1.04%1.24%1.13%1.19%1.05%1.08%1.25%

Monthly Dividends

The table displays the monthly dividend distributions for FactSet Research Systems Inc.. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.98$0.00$0.00$1.04$0.00$0.00$1.04$0.00$0.00$0.00$3.06
2023$0.00$0.89$0.00$0.00$0.98$0.00$0.00$0.98$0.00$0.00$0.98$0.00$3.83
2022$0.00$0.82$0.00$0.00$0.89$0.00$0.00$0.89$0.00$0.00$0.89$0.00$3.49
2021$0.00$0.77$0.00$0.00$0.82$0.00$0.00$0.82$0.00$0.00$0.82$0.00$3.23
2020$0.00$0.72$0.00$0.00$0.77$0.00$0.00$0.77$0.00$0.00$0.77$0.00$3.03
2019$0.00$0.64$0.00$0.00$0.72$0.00$0.00$0.72$0.00$0.00$0.72$0.00$2.80
2018$0.00$0.56$0.00$0.00$0.64$0.00$0.00$0.64$0.00$0.00$0.64$0.00$2.48
2017$0.00$0.50$0.00$0.00$0.56$0.00$0.00$0.56$0.00$0.00$0.56$0.00$2.18
2016$0.00$0.44$0.00$0.00$0.50$0.00$0.00$0.50$0.00$0.00$0.50$0.00$1.94
2015$0.00$0.39$0.00$0.00$0.44$0.00$0.00$0.44$0.00$0.00$0.44$0.00$1.71
2014$0.00$0.35$0.00$0.00$0.39$0.00$0.00$0.39$0.00$0.00$0.39$0.00$1.52
2013$0.31$0.00$0.00$0.35$0.00$0.00$0.35$0.00$0.00$0.35$0.00$1.36

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%0.8%
FactSet Research Systems Inc. has a dividend yield of 0.82%, which signifies it pays a smaller percentage of its stock price in dividends to its shareholders compared to other companies in the market.
Payout Ratio
200.0%400.0%600.0%24.6%
FactSet Research Systems Inc. has a payout ratio of 24.56%, which is quite average when compared to the overall market. This suggests that FactSet Research Systems Inc. strikes a balance between reinvesting profits for growth and paying dividends to shareholders.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-0.27%
FDS (FactSet Research Systems Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the FactSet Research Systems Inc.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the FactSet Research Systems Inc. was 58.96%, occurring on Sep 18, 2001. Recovery took 449 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-58.96%Jun 6, 200169Sep 18, 2001449Jul 1, 2003518
-54.42%Oct 11, 2007282Nov 20, 2008247Nov 13, 2009529
-47.31%Dec 30, 1999100May 22, 2000142Dec 12, 2000242
-36.38%Dec 13, 200061Mar 13, 200158Jun 5, 2001119
-34.22%Jul 24, 199854Oct 8, 199832Nov 23, 199886

Volatility

Volatility Chart

The current FactSet Research Systems Inc. volatility is 4.39%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
4.39%
3.75%
FDS (FactSet Research Systems Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of FactSet Research Systems Inc. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Valuation

The Valuation section provides an assessment of the market value of FactSet Research Systems Inc. compared to its peers in the Financial Data & Stock Exchanges industry.


PE Ratio
20.040.060.080.034.8
The chart displays the price to earnings (P/E) ratio for FDS in comparison to other companies of the Financial Data & Stock Exchanges industry. Currently, FDS has a PE value of 34.8. This PE ratio falls in the average range for the industry.
PEG Ratio
2.04.06.08.010.012.014.02.7
The chart displays the price to earnings to growth (PEG) ratio for FDS in comparison to other companies of the Financial Data & Stock Exchanges industry. Currently, FDS has a PEG value of 2.7. This PEG ratio is much higher than those of other companies of the industry. This might be an indicator of the company being overvalued.

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for FactSet Research Systems Inc..


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Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items