Zscaler Stock Alpha and Beta Analysis
| ZS Stock | USD 212.70 2.14 1.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Zscaler. It also helps investors analyze the systematic and unsystematic risks associated with investing in Zscaler over a specified time horizon. Remember, high Zscaler's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Zscaler's market risk premium analysis include:
Beta 0.29 | Alpha 0.14 | Risk 2.27 | Sharpe Ratio 0.0455 | Expected Return 0.1 |
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Zscaler |
Zscaler Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Zscaler market risk premium is the additional return an investor will receive from holding Zscaler long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Zscaler. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Zscaler's performance over market.| α | 0.14 | β | 0.29 |
Zscaler expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Zscaler's Buy-and-hold return. Our buy-and-hold chart shows how Zscaler performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Zscaler Market Price Analysis
Market price analysis indicators help investors to evaluate how Zscaler stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Zscaler shares will generate the highest return on investment. By understating and applying Zscaler stock market price indicators, traders can identify Zscaler position entry and exit signals to maximize returns.
Zscaler Return and Market Media
The median price of Zscaler for the period between Mon, Nov 18, 2024 and Sun, Feb 16, 2025 is 201.47 with a coefficient of variation of 4.97. The daily time series for the period is distributed with a sample standard deviation of 9.87, arithmetic mean of 198.65, and mean deviation of 8.73. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Zscaler, Inc. Is a Trending Stock Facts to Know Before Betting on It | 12/09/2024 |
2 | Disposition of 200 shares by Robert Schlossman of Zscaler at 199.72 subject to Rule 16b-3 | 12/18/2024 |
3 | Zscaler Declines 16 percent YTD Will the Stock Make a Turnaround in 2025 | 12/24/2024 |
4 | Heres Why Zscaler Fell More Than Broader Market | 01/16/2025 |
5 | Why Zscaler Stock is Gaining Today | 01/28/2025 |
6 | Zscaler price collects profits - Forecast today - 30-01-2025 - Economies.com | 01/30/2025 |
7 | Zscaler Is Considered a Good Investment by Brokers Is That True | 02/03/2025 |
8 | Great week for Zscaler, Inc. institutional investors after losing 14 percent over the previous year | 02/04/2025 |
9 | Zscaler to Host Second Quarter Fiscal Year 2025 Earnings Conference Call | 02/06/2025 |
10 | Investors Heavily Search Zscaler, Inc. Here is What You Need to Know | 02/07/2025 |
11 | Zscaler Rallies 16 percent YTD Is it the Right Time to Buy the Stock | 02/12/2025 |
12 | AKAM vs. ZS Which Stock Is the Better Value Option | 02/13/2025 |
About Zscaler Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Zscaler or other stocks. Alpha measures the amount that position in Zscaler has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2022 | 2023 | 2024 | 2025 (projected) | Days Sales Outstanding | 131.52 | 124.01 | 111.61 | 98.67 | PTB Ratio | 32.06 | 21.06 | 24.22 | 44.31 |
Zscaler Upcoming Company Events
As portrayed in its financial statements, the presentation of Zscaler's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Zscaler's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Zscaler's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Zscaler. Please utilize our Beneish M Score to check the likelihood of Zscaler's management manipulating its earnings.
| 7th of March 2024 Upcoming Quarterly Report | View | |
| 6th of June 2024 Next Financial Report | View | |
| 31st of January 2024 Next Fiscal Quarter End | View | |
| 3rd of September 2024 Next Fiscal Year End | View | |
| 31st of October 2023 Last Quarter Report | View | |
| 31st of July 2023 Last Financial Announcement | View |
Build Portfolio with Zscaler
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Additional Tools for Zscaler Stock Analysis
When running Zscaler's price analysis, check to measure Zscaler's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Zscaler is operating at the current time. Most of Zscaler's value examination focuses on studying past and present price action to predict the probability of Zscaler's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Zscaler's price. Additionally, you may evaluate how the addition of Zscaler to your portfolios can decrease your overall portfolio volatility.