Compare two stocks
On none of the 19 forces measured do FICO and FDS differ by more than the noise in the readings: their 90% ranges overlap every time.
| Economic force | FICOFair Isaac | FDSFactSet |
|---|---|---|
| Interest ratesIn weeks when the 10-year Treasury yield rose 0.25 percentage points | −2.6%−5.5% to +0.38%Not distinguishable from zero | −2.1%−3.7% to −0.51%Tentative |
| Inflation expectationsIn weeks when 10-year inflation expectations rose 0.25 percentage points | +0.41%−5.2% to +6.0%Not distinguishable from zero | +2.0%−1.3% to +5.2%Not distinguishable from zero |
| U.S. dollarIn weeks when the trade-weighted U.S. dollar rose 2% | +0.89%−2.4% to +4.2%Not distinguishable from zero | +0.20%−1.3% to +1.7%Not distinguishable from zero |
| Oil and energyIn weeks when the price of oil rose 10% | −0.33%−1.6% to +1.0%Not distinguishable from zero | −0.21%−1.3% to +0.88%Not distinguishable from zero |
| Credit spreadsIn weeks when corporate credit spreads widened 0.25 percentage points | −2.9%−8.8% to +3.0%Not distinguishable from zero | −2.1%−5.5% to +1.3%Not distinguishable from zero |
| Short-term ratesIn weeks when the 2-year Treasury yield rose 0.25 percentage points | −0.45%−3.9% to +3.0%Not distinguishable from zero | −0.33%−2.4% to +1.8%Not distinguishable from zero |
| Market volatilityIn weeks when market volatility (the VIX) rose 5 points | +0.91%−1.3% to +3.1%Not distinguishable from zero | −0.58%−1.8% to +0.65%Not distinguishable from zero |
| Mortgage ratesIn weeks when the 30-year mortgage rate rose 0.25 percentage points | −2.5%−5.6% to +0.64%Not distinguishable from zero | +0.60%−0.86% to +2.1%Not distinguishable from zero |
| GoldIn weeks when the price of gold rose 5% | +0.67%−0.70% to +2.0%Not distinguishable from zero | +0.91%−0.08% to +1.9%Not distinguishable from zero |
| CopperIn weeks when the price of copper rose 5% | −0.28%−1.8% to +1.3%Not distinguishable from zero | +0.63%−0.04% to +1.3%Not distinguishable from zero |
| Natural gasIn weeks when the U.S. natural gas price (Henry Hub) rose 10% | +0.03%−0.03% to +0.09%Not distinguishable from zero | +0.02%−0.01% to +0.04%Not distinguishable from zero |
| BitcoinIn weeks when the price of bitcoin rose 10% | −0.09%−1.5% to +1.3%Not distinguishable from zero | +0.62%−0.76% to +2.0%Not distinguishable from zero |
| Small vs large companiesIn weeks when small companies beat large ones by 1 percentage point | +0.23%−0.22% to +0.69%Not distinguishable from zero | −0.17%−0.47% to +0.13%Not distinguishable from zero |
| Value vs growthIn weeks when value stocks beat growth stocks by 1 percentage point | +0.35%−0.20% to +0.90%Not distinguishable from zero | +0.11%−0.35% to +0.56%Not distinguishable from zero |
| MomentumIn weeks when recent winners beat the stock market by 1 percentage point | −0.64%−1.4% to +0.15%Not distinguishable from zero | −0.81%−1.2% to −0.40%Clear |
| EuroIn weeks when the euro rose 2% against the U.S. dollar | +3.3%−0.60% to +7.3%Not distinguishable from zero | +0.49%−1.9% to +2.9%Not distinguishable from zero |
| Japanese yenIn weeks when the yen rose 2% against the U.S. dollar | +0.10%−1.8% to +2.0%Not distinguishable from zero | −0.40%−1.6% to +0.80%Not distinguishable from zero |
| Emerging marketsIn weeks when emerging-market stocks beat the S&P 500 by 1 percentage point | −1.0%−1.6% to −0.39%Tentative | −0.76%−1.2% to −0.36%Clear |
| ChinaIn weeks when Chinese stocks beat other emerging markets by 1 percentage point | −0.02%−0.33% to +0.28%Not distinguishable from zero | +0.28%+0.02% to +0.54%Tentative |
Each figure is the stock's typical move in a week when the force moved by the stated amount, after accounting for the stock market, with its 90% range beneath. Grey figures could not be told apart from zero. A row is marked a clear difference only when the two 90% ranges do not overlap.
This describes the past, and it is not a forecast. Relationships change, and nothing here is a recommendation to buy, sell or hold any security.