Zscaler Stock Alpha and Beta Analysis
| ZS Stock | USD 220.57 4.35 1.93% |
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 0.15 | Alpha (0.45) | Risk 2.41 | Sharpe Ratio (0.23) | Expected Return (0.55) |
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.
Check out Zscaler Backtesting, Zscaler Valuation, Zscaler Correlation, Zscaler Hype Analysis, Zscaler Volatility, Zscaler History and analyze Zscaler Performance. 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 | -0.45 | β | 0.15 |
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.
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| Inverse Tangent Over Price Movement | ||
| Price Ceiling Movement | ||
| Aroon Oscillator | ||
| Balance Of Power | ||
| Simple Moving Average | ||
| Parabolic SAR | ||
| Stalled Pattern | ||
| Separating Lines |
Zscaler Return and Market Media
The median price of Zscaler for the period between Wed, Oct 8, 2025 and Tue, Jan 6, 2026 is 299.24 with a coefficient of variation of 13.52. The daily time series for the period is distributed with a sample standard deviation of 38.07, arithmetic mean of 281.58, and mean deviation of 34.77. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Zscaler targets 0.5B AI security ARR by year-end as Zero Trust initiatives accelerate | 11/26/2025 |
2 | Zscaler Loses 24 percent in 4 Weeks, Heres Why a Trend Reversal May be Around the Corner | 12/01/2025 |
3 | ZS acquires Torrent Consulting to fuel Salesforces healthcare, life sciences AI solutions | 12/08/2025 |
4 | IDC MarketScape ZS named a Leader in life sciences RD AI in clinical trials | 12/16/2025 |
5 | Freedom Capital Reiterates Buy on Zscaler After Strong Q1 Results | 12/17/2025 |
6 | Is Zscalers Deeper Peraton Tie-Up Quietly Reframing Its Zero Trust Platform Ambitions | 12/18/2025 |
7 | Adam Geller Sells 1,620 Shares of Zscaler Stock | 12/19/2025 |
8 | Zscaler, Inc. ZS Position Raised by Shikiar Asset Management Inc. | 12/23/2025 |
9 | Disposition of 5000 shares by Brown Andrew William Fraser of Zscaler subject to Rule 16b-3 | 12/26/2025 |
10 | ZS recognized as a Leader in the IDC MarketScape analyst report for HCP Engagement | 12/30/2025 |
11 | Disposition of 653 shares by Beer James A of Zscaler at 226.72 subject to Rule 16b-3 | 01/02/2026 |
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.
| 2023 | 2024 | 2025 | 2026 (projected) | Days Sales Outstanding | 124.01 | 135.48 | 121.93 | 99.55 | PTB Ratio | 21.06 | 24.51 | 22.05 | 25.45 |
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 |
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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.