Zscaler Stock Alpha and Beta Analysis
| ZS Stock | USD 210.96 3.66 1.77% |
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 1.31 | Alpha (0.02) | Risk 3.14 | Sharpe Ratio 0.0502 | Expected Return 0.16 |
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 | -0.02 | β | 1.31 |
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 Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 186.78 with a coefficient of variation of 8.04. The daily time series for the period is distributed with a sample standard deviation of 14.86, arithmetic mean of 184.71, and mean deviation of 12.7. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 188 shares by Robert Schlossman of Zscaler at 172.1135 subject to Rule 16b-3 | 09/30/2024 |
2 | Cramer Says Zscaler, Inc.s CEO Is Doing An Okay Job | 10/09/2024 |
3 | Heres Why Zscaler Fell More Than Broader Market | 10/17/2024 |
4 | Zscaler Advances But Underperforms Market Key Facts | 11/05/2024 |
5 | Qualys Q3 Earnings Beat Positive Growth Amid Cybersecurity Demand | 11/06/2024 |
6 | Dropbox Q3 Earnings and Revenues Surpass Estimates | 11/07/2024 |
7 | Zscaler Laps the Stock Market Heres Why | 11/11/2024 |
8 | Zscaler Introduces Innovations in Intelligent Segmentation to Extend Zero Trust to Branches, Factories and Clouds | 11/12/2024 |
9 | Zscaler, Inc. is Attracting Investor Attention Here is What You Should Know | 11/13/2024 |
10 | Curi RMB Capital LLC Acquires 2,862 Shares of Zscaler, Inc. | 11/15/2024 |
11 | Zscaler stock PT raised as Loop Capital expects higher cash estimates for FY27 | 11/18/2024 |
12 | Howe Rusling Inc. Increases Holdings in Zscaler, Inc. | 11/20/2024 |
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.
| 2021 | 2022 | 2023 | 2024 (projected) | Days Sales Outstanding | 133.74 | 131.52 | 124.01 | 98.67 | PTB Ratio | 37.72 | 32.06 | 21.06 | 20.0 |
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.