Fastly (Germany) Market Value

2Y7 Stock   7.44  0.25  3.25%   
Fastly's market value is the price at which a share of Fastly trades on a public exchange. It measures the collective expectations of Fastly Inc investors about its performance. Fastly is selling for under 7.44 as of the 27th of November 2024; that is 3.25 percent decrease since the beginning of the trading day. The stock's last reported lowest price was 7.44.
With this module, you can estimate the performance of a buy and hold strategy of Fastly Inc and determine expected loss or profit from investing in Fastly over a given investment horizon. Check out Fastly Correlation, Fastly Volatility and Fastly Alpha and Beta module to complement your research on Fastly.
Symbol

Please note, there is a significant difference between Fastly's value and its price as these two are different measures arrived at by different means. Investors typically determine if Fastly is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Fastly's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Fastly 'What if' Analysis

In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Fastly's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Fastly.
0.00
05/07/2023
No Change 0.00  0.0 
In 1 year 6 months and 24 days
11/27/2024
0.00
If you would invest  0.00  in Fastly on May 7, 2023 and sell it all today you would earn a total of 0.00 from holding Fastly Inc or generate 0.0% return on investment in Fastly over 570 days. Fastly is related to or competes with Superior Plus, NMI Holdings, Origin Agritech, SIVERS SEMICONDUCTORS, Talanx AG, NorAm Drilling, and Identiv. More

Fastly Upside/Downside Indicators

Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Fastly's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Fastly Inc upside and downside potential and time the market with a certain degree of confidence.

Fastly Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Fastly's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fastly's standard deviation. In reality, there are many statistical measures that can use Fastly historical prices to predict the future Fastly's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Fastly's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Hype
Prediction
LowEstimatedHigh
3.897.6911.49
Details
Intrinsic
Valuation
LowRealHigh
3.247.0410.84
Details

Fastly Inc Backtested Returns

Fastly appears to be slightly risky, given 3 months investment horizon. Fastly Inc secures Sharpe Ratio (or Efficiency) of 0.15, which denotes the company had a 0.15% return per unit of risk over the last 3 months. By reviewing Fastly's technical indicators, you can evaluate if the expected return of 0.56% is justified by implied risk. Please utilize Fastly's Downside Deviation of 3.19, coefficient of variation of 679.16, and Mean Deviation of 2.81 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Fastly holds a performance score of 11. The firm shows a Beta (market volatility) of 2.42, which means a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Fastly will likely underperform. Please check Fastly's standard deviation, treynor ratio, downside variance, as well as the relationship between the total risk alpha and value at risk , to make a quick decision on whether Fastly's price patterns will revert.

Auto-correlation

    
  -0.49  

Modest reverse predictability

Fastly Inc has modest reverse predictability. Overlapping area represents the amount of predictability between Fastly time series from 7th of May 2023 to 16th of February 2024 and 16th of February 2024 to 27th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Fastly Inc price movement. The serial correlation of -0.49 indicates that about 49.0% of current Fastly price fluctuation can be explain by its past prices.
Correlation Coefficient-0.49
Spearman Rank Test-0.28
Residual Average0.0
Price Variance6.54

Fastly Inc lagged returns against current returns

Autocorrelation, which is Fastly stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Fastly's stock expected returns. We can calculate the autocorrelation of Fastly returns to help us make a trade decision. For example, suppose you find that Fastly has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
   Current and Lagged Values   
       Timeline  

Fastly regressed lagged prices vs. current prices

Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Fastly stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fastly stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fastly stock over time.
   Current vs Lagged Prices   
       Timeline  

Fastly Lagged Returns

When evaluating Fastly's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fastly stock have on its future price. Fastly autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Fastly autocorrelation shows the relationship between Fastly stock current value and its past values and can show if there is a momentum factor associated with investing in Fastly Inc.
   Regressed Prices   
       Timeline  

Thematic Opportunities

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Additional Tools for Fastly Stock Analysis

When running Fastly's price analysis, check to measure Fastly'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 Fastly is operating at the current time. Most of Fastly's value examination focuses on studying past and present price action to predict the probability of Fastly's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Fastly's price. Additionally, you may evaluate how the addition of Fastly to your portfolios can decrease your overall portfolio volatility.