FactSet (FDS) — Daily Price Character
Historical session stats from dividend-adjusted prices: win rate, streaks, record days, weekday patterns, and (when available) how often the stock was green on S&P 500 green days.
FDS
Archetype
Balanced
Moderate daily swings — neither calm nor dramatic.
Win rate
51.7%
3886 green · 3472 red · 162 flat · 7520 sessions
Current streak
1 green
As of May 20, 2026
Max win / lose streak
14 / 9 days
Win streak return: +17.66% · Lose: 7.85%
Median / σ daily
+0.068% · 2.156%
Avg green +1.46% · avg red 1.47%
Extreme days (>3%)
11.4%
449 up · 412 down
History from Jul 1, 1996 through May 20, 2026 · 7520 trading days with returns.
Trailing year — daily returns (calendar)
May 23, 2025 – May 20, 2026 · Mon–Fri sessions only
Monday–Friday — average return
Average dividend-adjusted return on that weekday (green / red by sign). Green/red day rule: ±0.01% vs prior close.
Monday–Friday — win rate
Share of sessions that closed green on that weekday. Bars are green at or above 50%, red below 50%.
Top green days
Largest single-session gains (dividend-adjusted), by historical return.
| Date | Return |
|---|---|
| Sep 20, 2005 | +17.95% |
| Mar 18, 2008 | +17.73% |
| Sep 19, 2001 | +17.24% |
| Jun 25, 2020 | +15.12% |
| Dec 12, 2000 | +13.58% |
| Mar 24, 2020 | +13.11% |
| Dec 15, 1998 | +12.64% |
| Dec 16, 2008 | +11.89% |
| Sep 17, 2002 | +11.69% |
| Oct 13, 2008 | +11.56% |
| Dec 18, 1997 | +11.43% |
| Mar 26, 2020 | +10.67% |
| Jan 20, 1999 | +10.47% |
| Jun 5, 2001 | +10.32% |
| Nov 23, 1998 | +9.98% |
| Jun 22, 1999 | +9.91% |
| Feb 24, 2009 | +9.83% |
| Mar 18, 2014 | +9.67% |
| Mar 19, 2003 | +9.36% |
| Jul 21, 1999 | +9.32% |
Worst red days
Largest single-session losses; "Days to recovery" counts trading sessions until close recovered the prior peak (dividend-adjusted).
| Date | Return | Days to recovery |
|---|---|---|
| Aug 21, 2001 | 16.93% | 32 |
| Sep 17, 2001 | 13.51% | 7 |
| Jun 12, 2012 | 12.31% | 253 |
| Dec 15, 2009 | 12.14% | 62 |
| Jan 16, 2001 | 11.93% | 7 |
| Aug 9, 2007 | 11.72% | 30 |
| Mar 18, 2020 | 11.10% | 6 |
| Oct 15, 2008 | 11.01% | 56 |
| Dec 1, 2008 | 10.86% | 12 |
| Dec 18, 2000 | 10.83% | 7 |
| Mar 16, 2020 | 10.65% | 8 |
| Feb 3, 2026 | 10.51% | — |
| Sep 18, 2025 | 10.36% | — |
| Jun 4, 2002 | 10.20% | 10 |
| May 18, 2000 | 9.91% | 9 |
| Jun 13, 2001 | 9.77% | 181 |
| Sep 26, 2019 | 9.33% | 52 |
| Mar 17, 2008 | 9.11% | 1 |
| Jan 10, 2000 | 9.01% | 5 |
| Oct 16, 1997 | 8.97% | 82 |
Frequently asked questions
What is the daily win rate for FactSet (FDS)?
Historically, FactSet (FDS) closed green on 51.7% of trading days (3886 green, 3472 red, 162 flat), using dividend-adjusted closes and a ±0.01% threshold for green vs red.
What is the current winning or losing streak for FactSet (FDS)?
As of 2026-05-20, FactSet (FDS) is on a 1-day winning streak (consecutive green or red days by the same rules, ignoring trailing flat days).
What does Steady, Balanced, or Explosive mean for FactSet (FDS)?
We label FactSet (FDS) as "balanced" based on the sample standard deviation of daily returns: Moderate daily swings — neither calm nor dramatic.
What were the best and worst single trading days for FactSet (FDS)?
Largest single-day gain: +17.95%. Largest single-day loss: 16.93%. Tables on this page list the top record green and red days.
What counts as an "extreme" daily move for FactSet (FDS)?
We treat a day as extreme if the absolute dividend-adjusted daily return exceeds 3%. About 11.4% of trading days for FactSet (FDS) were extreme (449 up, 412 down).
Data & methodology
How are green, red, and flat days defined?
We use dividend-adjusted (or close-to-close for non-equity) daily returns. Green: return ≥ +0.01%. Red: return ≤ −0.01%. Flat: between those bounds.
How is the current streak calculated?
We count consecutive green or consecutive red days using the same thresholds. If the most recent session is flat, we skip trailing flat days and measure from the last non-flat close.
What does “vs S&P 500” mean?
On sessions where the S&P 500 (^GSPC) was green, we report how often this stock was also green. Shown only for USD equities when benchmark data exists and the symbol is not the index itself.
Where does the archetype come from?
Sample standard deviation of daily returns: low → Steady, high → Explosive, otherwise Balanced. Labels describe typical daily volatility, not quality of the investment.
Explore more
FDS Overview
Company profile, financial tools, and key metrics
FDS Revenue Counter
Earns $76.14 every second. See per minute, hour, and day.
FDS Earnings Counter
Earns $18.64 per second net profit. See per minute, hour, and day.
FDS Economic Scale
Exceeds Lesotho's GDP. Compare with world economies.
FDS What If Invested
What if you had invested $1,000? See historical returns from any date.
FDS How It Makes Money
Discover visual breakdown of $2.40B in revenue — where it comes from and where it goes.
FDS Stock Seasonality
Best and worst months to invest. Historical monthly returns heatmap.
FDS Price Target Scenarios
Model bear, base, and bull cases with EPS growth and exit P/E — pre-filled from analysts and history.
FDS Buybacks
7.06% TTM buyback yield. Shareholder yield & SBC comparison.
FDS Stock Split History
3 splits on record. Dates, ratios, and cumulative multiple.
FDS Dividend Profile
Yield: 1.97%. Safety: 7/8. See full history.
FDS Dividend Calculator
How much dividend income would $1,000 have earned? Calculate from any date.
FDS Dividend Forecast
Project future income with DRIP, growth assumptions, and optional monthly contributions.
FDS Dividend Capture
Historical pre-ex touch stats, gap distribution, after-tax calculator, and a backtest simulator (limit-order vs MOC exit).
FDS Financials
Revenue, EPS, EBITDA, market cap, debt and balance sheet history with annual and quarterly data.