Fastly Inc Stock Market Value
| FSLY Stock | USD 12.89 0.36 2.87% |
| Symbol | Fastly |
Fastly Inc Price To Book Ratio
Is Fastly's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Fastly. If investors know Fastly will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Fastly listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (1.03) | Revenue Per Share 3.929 | Quarterly Revenue Growth 0.155 | Return On Assets (0.07) | Return On Equity (0.14) |
The market value of Fastly Inc is measured differently than its book value, which is the value of Fastly that is recorded on the company's balance sheet. Investors also form their own opinion of Fastly's value that differs from its market value or its book value, called intrinsic value, which is Fastly's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Fastly's market value can be influenced by many factors that don't directly affect Fastly's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
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.
| 03/25/2024 |
| 04/24/2024 |
If you would invest 0.00 in Fastly on March 25, 2024 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 30 days. Fastly is related to or competes with C3 Ai, Workday, Intuit, Zoom Video, Salesforce, Trade Desk, and ServiceNow. Fastly, Inc. operates an edge cloud platform for processing, serving, and securing its customers applications in the Uni... 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.
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 39.46 | |||
| Value At Risk | (5.64) | |||
| Potential Upside | 6.55 |
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.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.48) | |||
| Total Risk Alpha | (1.04) | |||
| Treynor Ratio | (0.40) |
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.
Fastly Inc Backtested Returns
Fastly Inc secures Sharpe Ratio (or Efficiency) of -0.12, which denotes the company had a -0.12% return per unit of risk over the last 3 months. Fastly Inc exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Fastly's Standard Deviation of 4.99, variance of 24.92, and Mean Deviation of 2.82 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 1.0, which means possible diversification benefits within a given portfolio. Fastly returns are very sensitive to returns on the market. As the market goes up or down, Fastly is expected to follow. Fastly Inc has an expected return of -0.62%. Please make sure to confirm Fastly Inc treynor ratio, accumulation distribution, as well as the relationship between the Accumulation Distribution and period momentum indicator , to decide if Fastly Inc performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.15 |
Insignificant reverse predictability
Fastly Inc has insignificant reverse predictability. Overlapping area represents the amount of predictability between Fastly time series from 25th of March 2024 to 9th of April 2024 and 9th of April 2024 to 24th of April 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 -0.15 indicates that less than 15.0% of current Fastly price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.15 | |
| Spearman Rank Test | -0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 0.37 |
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 |
Fastly Investors Sentiment
The influence of Fastly's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Fastly. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to Fastly's public news can be used to forecast risks associated with an investment in Fastly. The trend in average sentiment can be used to explain how an investor holding Fastly can time the market purely based on public headlines and social activities around Fastly Inc. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Fastly's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Fastly's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Fastly's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Fastly.
Fastly Implied Volatility | 73.84 |
Fastly's implied volatility exposes the market's sentiment of Fastly Inc stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Fastly's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that Fastly stock will not fluctuate a lot when Fastly's options are near their expiration.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Fastly in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Fastly's short interest history, or implied volatility extrapolated from Fastly options trading.
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Complementary 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.
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Fastly technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.