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FDS FactSet Research Systems Inc.

Financial Services

329.57 Close 10/30
Since 2024-12-02 -31.0%
Open
325.04
High
332.67
Low
322.00
Prev close
320.04
Volume
1.2M
Amplitude
3.33%
P/E
22.6
P/B
5.8
Revenue YoY (TTM)
+6.7%
52W 185.00 339.83

Is FactSet Research Systems Inc. a buy? Fundamentals and valuation first

As of 2026-10-30

Quality: Strong, Growth: Good, Momentum: Strong, Risk / liquidity: Good; Valuation: Pricey.

Valuation Pricey Free-cash-flow yield is Good, but Price / book is Expensive.
TTM P/E 22.62 58th percentile Pricey
Price / book 5.8 85th percentile Expensive
Free-cash-flow yield (%) 6.09 71th percentile Good
US Stock Backtest in Python: Price-to-Book Ratio StrategyQuality Factor Investing: A US Quality Value Backtest
Quality Strong All 3 indicators are Top.
ROE, TTM (%) 26.65 86th percentile Top
Operating margin, TTM (%) 28.27 82th percentile Top
FCF margin, TTM (%) 28.57 85th percentile Top
Quality Factor Investing: A US Quality Value Backtest
Growth Good All 2 indicators are Good.
Revenue growth, TTM YoY (%) 6.65 52th percentile Good
Diluted EPS growth, TTM YoY (%) -6.36 52th percentile Good
Momentum Strong 60-day return is Top; 240-day return is Good.
60-day return (%) 20.47 92th percentile Top
240-day return (%) 22.44 73th percentile Good
Momentum Trading Strategy: A 12-1 Momentum Backtest
Risk / liquidity Good 20-day dollar volume is Top; 60-day annualized volatility is Good.
20-day dollar volume 206,055,813 93th percentile Top
60-day annualized volatility (%) 43.2 49th percentile Good
Factor Investing Explained: 10 Classic Factors in US Stocks

FactSet Research Systems Inc. (FDS) today

1 quant signals active · As of 2026-10-30

Win rate and excess are historical post-trigger stats vs the market. Click a signal for its full definition and samples; history does not predict future results.

FinLab Studio

From FactSet Research Systems Inc. to every stock like it

AI finds several complementary traits of FactSet Research Systems Inc. across different dimensions, combines them into a multifactor strategy, and backtests it against the market.

Screen stocks like FactSet Research Systems Inc.

FactSet Research Systems Inc. (FDS) peers and tracking

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FactSet Research Systems Inc. (FDS) quant signal backtests

Signals active now

Each active condition is tested against this stock’s own history and benchmarked versus the S&P 500.

Top-quintile 6-month momentum

Active · now 90.32%

The stock ranks in the top 20% of the liquid US common-stock universe by 126-day adjusted return.

Momentum Trading Strategy: A 12-1 Momentum Backtest
16 historical occurrences (since 2017-11-09)

Average forward return after Top-quintile 6-month momentum

20-day: Win 68.8%, Sample 16, Median +4.35%, Excess +2.52%, Beat mkt rate 75%

60-day: Win 57.1%, Sample 14, Median +2.05%, Excess +1.44%, Beat mkt rate 50%

120-day: Win 50%, Sample 14, Median +2.04%, Excess -1.94%, Beat mkt rate 28.6%

120 days after: historical avg +6.78%

20-day +3.84%
60-day +6.23%
120-day +6.78%
20-day
60-day
120-day
Win
68.8%
57.1%
50%
Sample
16
14
14
Median
+4.35%
+2.05%
+2.04%
Excess
+2.52%
+1.44%
-1.94%
Beat mkt rate
75%
50%
28.6%

Over 14 occurrences, 120-day forward avg gained 6.78%, lagged the market by 1.94 pts; win rate 50%.

Valuation regime and forward returns

Daily TTM P/E is converted into an expanding own-history percentile, then grouped into five valuation regimes. Forward returns use adjusted prices over the next 240 trading days.

PE percentile bandSample days240-day avg returnMedianWin rateAvg excess (vs index)
0-20 77-12.4% -8.8% 28.6% -29.5%
20-40 You are here209-7.6% +4.8% 56% -30.6%
40-60 297-0.2% +3.2% 58.9% -19.2%
60-80 372+5% +7.8% 75.5% -11.6%
80-100 565+6% +3% 64.1% -3.3%

Quarterly EPS is aligned by SEC filing date before it is forward-filled to daily prices. The expanding percentile uses only information available up to each day.

Current TTM P/E is about 22.62, placing it in the 21.1 own-history percentile, inside the 20-40 bucket.

More history: Valuation × momentum analogs, Market-wide momentum baseline, Signals not active now

Valuation × momentum analogs

Each historical day is grouped by own-history P/E tercile and 60-day momentum direction, then tested for the next 120-trading-day adjusted return.

Valuation
Momentum
Cheap (own-history bottom third)
Middle
Expensive (own-history top third)
60-day momentum up
Now
-5.3%
Win rate 26.8% Excess -13.6%
41d
+5.7%
Win rate 66.1% Excess -1.6%
245d
-0.2%
Win rate 36.2% Excess -5.8%
544d
60-day momentum down
-3.8%
Win rate 42.2% Excess -16.1%
275d
+10.3%
Win rate 84.6% Excess +1%
254d
+3.9%
Win rate 71.8% Excess -0.4%
273d

Currently in “Cheap (own-history bottom third) × 60-day momentum up”: across 41 historical days, 120-day forward avg declined 5.3%, win rate 26.8%, lagged the market by 13.6%.

Days = trading days in this bucket; returns use adjusted prices, ex-costs. 60-day momentum: direction of this stock's price over the past 60 trading days.

Market-wide momentum baseline

Across 99,493 liquid US common-stock samples, top-quintile 6-month momentum was followed by an average 60-trading-day return of +6.42%, a 58.4% positive-return rate, and +3.08 percentage points of average excess return versus the S&P 500.

Baseline: weekly samples since 2016 where a liquid US common stock ranked in the top quintile by 126-trading-day momentum. Forward return is 60 trading days; excess return is versus S&P 500 (^GSPC).

Signals not active now

Inactive signals still show the stock-specific historical forward-return distribution for context.

52-week adjusted-price high

Pending

Adjusted close first reaches a 252-trading-day high; repeated hits within 20 days count once.

19 times historically; 60-day forward avg +1.23%, win rate 50%, beating the market by -0.74 pts on average.

Filed revenue acceleration

Pending

TTM revenue growth is at least 10% and improved versus the prior filed quarter; event date is the SEC filing date.

7 times historically; 60-day forward avg +2.38%, win rate 71.4%, beating the market by -0.09 pts on average.

EPS surprise beat

Pending

Reported EPS beat consensus estimate by at least 5%; event date is the earnings-surprise timestamp.

PEAD: Post-Earnings Announcement Drift Backtest

12 times historically; 60-day forward avg -1.24%, win rate 54.5%, beating the market by -1.21 pts on average.

Method and limits

  • Returns use us_price:adj_close, adjusted for splits and dividends where available.
  • Excess returns use world_index:^GSPC as the S&P 500 benchmark proxy.
  • Quarterly fundamentals are aligned to SEC filing dates before daily valuation studies.
  • The promoted universe starts from active NYSE/NASDAQ common stocks, then applies price and dollar-volume gates.
  • Snapshot-only tables such as analyst consensus, DCF, us_ratios, and us_key_metrics are intentionally excluded from historical evidence.
  • Overlapping event windows are descriptive distributions, not independent samples.

This page is for historical data analysis and education only. It is not investment advice. Backtests and historical return distributions do not predict future performance; evaluate risk independently before trading.