Fastly Inc Stock Alpha and Beta Analysis
| FSLY Stock | USD 8.48 0.56 7.07% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Fastly Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Fastly over a specified time horizon. Remember, high Fastly'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 Fastly's market risk premium analysis include:
Beta 2.3 | Alpha 0.35 | Risk 3.99 | Sharpe Ratio 0.16 | Expected Return 0.64 |
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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.
Fastly |
Fastly Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Fastly market risk premium is the additional return an investor will receive from holding Fastly 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 Fastly. 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 Fastly's performance over market.| α | 0.35 | β | 2.30 |
Fastly 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 Fastly's Buy-and-hold return. Our buy-and-hold chart shows how Fastly performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Fastly Market Price Analysis
Market price analysis indicators help investors to evaluate how Fastly stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Fastly shares will generate the highest return on investment. By understating and applying Fastly stock market price indicators, traders can identify Fastly position entry and exit signals to maximize returns.
Fastly Return and Market Media
The median price of Fastly for the period between Tue, Sep 3, 2024 and Mon, Dec 2, 2024 is 7.24 with a coefficient of variation of 9.31. The daily time series for the period is distributed with a sample standard deviation of 0.66, arithmetic mean of 7.1, and mean deviation of 0.5. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Dexory Secures 80M Funding to Drive Global Expansion Goals and Development of Groundbreaking Technology | 10/01/2024 |
2 | Disposition of 9707 shares by Artur Bergman of Fastly at 16.24 subject to Rule 16b-3 | 10/07/2024 |
3 | Disposition of 7449 shares by Ronald Kisling of Fastly at 7.24 subject to Rule 16b-3 | 10/16/2024 |
4 | Fastly Announces Third Quarter 2024 Financial Results | 11/06/2024 |
5 | Fastly Issues FY 2024 Earnings Guidance | 11/07/2024 |
6 | Morgan Stanleys Strategic Reduction in Fastly Inc. Holdings | 11/08/2024 |
7 | Fastly Stock Dives Over 5 percent Amid Market Activity | 11/11/2024 |
8 | Disposition of 49816 shares by Todd Nightingale of Fastly at 6.25 subject to Rule 16b-3 | 11/18/2024 |
9 | Long Road to Recovery Fastly Research Reveals Businesses Taking 25 percent Longer to Recover From Cybersecurity Incidents Than Expected | 11/19/2024 |
10 | Fastly Just Overtook the 50-Day Moving Average | 11/22/2024 |
11 | Disposition of 2920 shares by Ronald Kisling of Fastly at 8.12 subject to Rule 16b-3 | 11/25/2024 |
About Fastly 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 Fastly or other stocks. Alpha measures the amount that position in Fastly Inc 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) | Graham Number | 19.42 | 16.63 | 13.3 | 9.02 | Receivables Turnover | 5.48 | 4.83 | 4.2 | 5.82 |
Fastly Upcoming Company Events
As portrayed in its financial statements, the presentation of Fastly's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Fastly's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Fastly's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Fastly. Please utilize our Beneish M Score to check the likelihood of Fastly's management manipulating its earnings.
| 14th of February 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 14th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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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.