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Daily Price Character for FactSet (FDS)

FactSet (FDS) historical session stats: win rate, streaks, record days, and weekday patterns.

Analysis

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Archetype

Balanced

Median daily return

+0.066%

Daily volatility (σ)

2.165%

Win rate

51.6%

FactSet (FDS) daily session stats — win rate & streak summary

History from Jul 1, 1996 through Jul 6, 2026 · 7550 trading days with returns.

Avg daily return
+0.080%
Median daily return
+0.066%
Avg green day
+1.47%
Avg red day
-1.47%
Daily volatility (σ)
2.165%
Consistency (μ/σ)
0.037
Max win streak
14 days+17.66%
Max losing streak
9 days-7.85%
Best day
+17.95%Sep 20, 2005
Worst day
-16.93%Aug 21, 2001
Extreme days (>3%)
11.6%454↑ · 419↓
This analysis is for informational purposes only and is not financial advice. Daily return metrics use dividend-adjusted prices from our data providers. Past patterns do not predict future returns. Verify before trading.

FactSet (FDS) daily returns calendar heatmap

Jul 7, 2025 – Jul 6, 2026 · Mon–Fri sessions only

FactSet (FDS) average return by weekday chart

Average dividend-adjusted return on that weekday (green / red by sign). Green/red day rule: ±0.01% vs prior close.

FactSet (FDS) win rate by weekday chart

Share of sessions that closed green on that weekday. Bars are green at or above 50%, red below 50%.

FactSet (FDS) average return by weekday table

Average dividend-adjusted return by weekday. Green/red day rule: ±0.01% vs prior close.

  • Monday+0.02%
  • Tuesday+0.10%
  • Wednesday+0.14%
  • Thursday+0.08%
  • Friday+0.05%

FactSet (FDS) biggest single-day gains in history

Dividend-adjusted, ranked by return size.

  • +17.95%
  • +17.75%
  • +17.31%
  • +15.12%
  • +13.58%
  • +13.10%
  • +12.56%
  • +11.91%
  • +11.64%
  • +11.59%
  • +11.48%
  • +10.97%
  • +10.67%
  • +10.41%
  • +10.34%
  • +10.31%
  • +10.02%
  • +9.95%
  • +9.84%
  • +9.68%

FactSet (FDS) biggest single-day losses in history

Dividend-adjusted, ranked by drawdown size. "Days to recovery" counts trading sessions until close reclaimed the prior peak.

  • -16.93%
  • -13.48%
  • -12.31%
  • -12.11%
  • -11.92%
  • -11.73%
  • -11.10%
  • -11.03%
  • -10.87%
  • -10.87%
  • -10.65%
  • -10.50%
  • -10.36%
  • -10.23%
  • -9.88%
  • -9.76%
  • -9.33%
  • -9.12%
  • -9.04%
  • -9.01%

Frequently asked questions

Data & methodology

FactSet (FDS) Key Financials

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Operations

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