Fastly Class A Stock Volatility
| FSLY Stock | USD 26.87 -0.01 -0.04% |
Fastly Class A keeps a very high volatility profile over the selected analytical period. Fastly Class A registers a Sharpe Ratio (Efficiency) of 0.2, implying constructive risk-adjusted performance over the last 3 months. We found 27 technical indicators contributing to the current risk picture.
Sharpe Ratio = 0.1953
| High Returns | Best Equity | |||
| Good Returns | ||||
| Average Returns | FSLY | |||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Fastly Class A reported a Market Risk Adjusted Performance of -0.9%, a Risk of 10.30, and a Risk Adjusted Performance of 0.2%. Based on moving average positioning, Fastly is functioning near 15% of its previously observed return span. Portfolio interaction determines incremental risk-adjusted impact.
Key indicators related to Fastly's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Comparing Fastly's current volatility against its historical average helps investors identify whether Fastly is in a period of elevated or suppressed risk. Elevated volatility often coincides with uncertainty about earnings, regulatory changes, or macro conditions.
Volatility Strategy
Fastly Class A fluctuations may alter downside contribution within diversified portfolios. Current statistical measures show total volatility near 10.3% with a beta coefficient of -1.87, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.2, evaluates return per unit of total risk. An alpha value of 1.63 reflects performance relative to systematic market exposure. Expected return estimates near 2.01% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Company-specific developments can alter return variability.
Main indicators related to Fastly's market risk premium analysis include:
Beta -1.87 | Alpha 1.63 | Risk 10.3 | Sharpe Ratio 0.2 | Expected Return 2.01 |
Moving together with Fastly Stock
| 0.77 | AKAM | Akamai Technologies | PairCorr |
| 0.64 | BHP | BHP Group Limited | PairCorr |
| 0.91 | JFBC | Jeffersonville Bancorp Normal Trading | PairCorr |
| 0.64 | AMAT | Applied Materials | PairCorr |
| 0.83 | ADKT | Adirondack Trust | PairCorr |
| 0.69 | KCHV | Kochav Defense | PairCorr |
| 0.63 | TATT | Tat Techno | PairCorr |
Moving against Fastly Stock
| 0.78 | BBAI | BigBearai Holdings | PairCorr |
| 0.75 | PIFMY | Indofood Sukses Makmur | PairCorr |
| 0.71 | TLK | Telkom Indonesia Tbk | PairCorr |
| 0.66 | PTAIY | Astra International Tbk | PairCorr |
| 0.52 | PTAIF | PT Astra International | PairCorr |
| 0.44 | PSFE | Paysafe | PairCorr |
| 0.35 | CWCO | Consolidated Water | PairCorr |
Sensitivity To Market
Market sensitivity for Fastly Class A is expressed through a beta of -1.87, based on regression between asset returns and market returns. Total price dispersion is near 10.3%.Fastly Class A price movement reflects recent variability that can be tracked through standard deviation (9.85%) and downside deviation (3.4%). Options markets imply a forward-looking volatility estimate near 193.0%. This suggests the market is pricing in the possibility of wider future price swings compared to recent historical dispersion. For Fastly Class A, price swings may be influenced by sector movement and company-specific headlines.
3 Months Beta |Analyze Fastly Class A Demand TrendCheck current 90 days Fastly correlation with market (Dow Jones Industrial)Downside Risk
Standard deviation is the primary measure of Fastly daily price volatility relative to its mean over a specified period. High values reflect high volatility; low values reflect a stable price pattern.
Standard Deviation | 10.3 |
An important distinction for Fastly investors is between standard deviation (total volatility, including upside) and downside deviation, which measures only the risk of loss in Fastly's returns. Fastly Class A reported a Downside Deviation of 3.40, a Downside Variance of 11.53, and a Maximum Drawdown of 79.57.
Using Fastly Put Option to Manage Risk Based on 2026-03-27 Contracts
Fastly Class A reported an Option Implied Volatility of 1.93 and an Option Max Pain Price of 25.50. Protective puts on Fastly are a straightforward way to manage downside risk. By purchasing a put on Fastly Stock, an investor guarantees a minimum exit price for Fastly during the option period.
Fastly's PUT expiring on 2026-06-18
Profit |
| Fastly Price At Expiration |
Current Fastly Insurance Chain
| Delta | Gamma | Open Int | Expiration | Current Spread | Last Price | |||
Put | FSLY260327P00007500 | -0.027896 | 0.002763 | 1 | 2026-03-27 | 0.0 - 0.35 | 0.0 | View |
Put | FSLY260327P00008500 | -0.035922 | 0.003527 | 7 | 2026-03-27 | 0.0 - 0.45 | 0.0 | View |
Put | FSLY260327P00009000 | -0.037922 | 0.003862 | 7 | 2026-03-27 | 0.0 - 0.45 | 0.0 | View |
Put | FSLY260327P00009500 | -0.026917 | 0.003562 | 12 | 2026-03-27 | 0.0 - 0.3 | 0.0 | View |
Put | FSLY260327P00010000 | -0.042067 | 0.004604 | 3 | 2026-03-27 | 0.0 - 0.45 | 0.0 | View |
Put | FSLY260327P00011000 | -0.017954 | 0.003411 | 1461 | 2026-03-27 | 0.0 - 0.1 | 0.0 | View |
Put | FSLY260327P00011500 | -0.048748 | 0.005928 | 5 | 2026-03-27 | 0.0 - 0.45 | 0.0 | View |
Put | FSLY260327P00012000 | -0.051127 | 0.006437 | 52 | 2026-03-27 | 0.0 - 0.45 | 0.0 | View |
Put | FSLY260327P00012500 | -0.053596 | 0.006986 | 15 | 2026-03-27 | 0.0 - 0.45 | 0.0 | View |
Put | FSLY260327P00013000 | -0.013232 | 0.003548 | 22 | 2026-03-27 | 0.0 - 0.05 | 0.0 | View |
Put | FSLY260327P00013500 | -0.013884 | 0.003881 | 5 | 2026-03-27 | 0.0 - 0.05 | 0.0 | View |
Stock Volatility Analysis
Tracking Fastly volatility helps market participants understand the degree of price uncertainty. Sharp price swings in Fastly's stock often accompany major news events, earnings announcements, or macro shifts.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Fastly Class A Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
Projected Return Density Against Market
Given the investment horizon of 90 days Fastly Class A has a beta of -1.8696 . This usually indicates as returns on its benchmark rise, returns on Fastly Class A are expected to decrease by similarly larger amounts. On the other hand, during market turmoil, Fastly is expected to outperform its benchmark.Fastly combines broad market sensitivity with company or sector-specific developments. Diversification may lower asset-specific risk, but systematic volatility remains inherent. Fastly Class A reported a Downside Deviation of 3.40, a Mean Deviation of 4.75, and an Option Implied Volatility of 1.93.
Predicted Return Density |
| Returns |
What Drives Fastly's Price Volatility?
Several factors can influence Fastly's market volatility:Industry Dynamics
Sector-level events can directly affect Fastly's price stability. Regulatory changes, supply disruptions, or shifts in demand within Fastly's industry may create volatility even when the broader market is calm. Competitive dynamics and industry consolidation can also amplify price swings for companies like Fastly.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for Fastly's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward Fastly. During periods of economic expansion, Fastly's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.Fastly's Company-Specific Factors
Volatility can also stem from events unique to Fastly. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in Fastly's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on Fastly's share price.Stock Risk Measures
Given the investment horizon of 90 days the coefficient of variation of Fastly is 511.96. The daily returns are distributed with a variance of 105.99 and standard deviation of 10.3. The mean deviation of Fastly Class A is currently at 5.04. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | 1.63 | |
β | Beta against Dow Jones | -1.8696 | |
σ | Overall volatility | 10.30 | |
Ir | Information ratio | 0.19 |
Stock Return Volatility
Volatility for Fastly quantifies the day-to-day dispersion of stock returns around their historical average. The company carries 10.2952% return volatility across the 90-day horizon. As a benchmark, Dow Jones Industrial has volatility of 0.8255% on return distribution over a 90-day investment horizon. Performance |
| Timeline |
Related Correlations Analysis
Correlation Matchups
Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.High positive correlations
| High negative correlations
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Risk-Adjusted Indicators
Fastly Company may look attractive on headline returns alone, but deeper analysis often tells a different story. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Fastly's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| AMPL | 2.68 | -0.55 | 0.00 | -0.55 | 0.00 | 5.08 | 21.44 | |||
| YALA | 1.36 | -0.08 | 0.00 | -0.17 | 0.00 | 2.27 | 14.57 | |||
| HKD | 2.57 | 0.15 | 0.05 | -1.93 | 3.83 | 6.21 | 28.34 | |||
| TIXT | 1.07 | 0.24 | 0.23 | 0.82 | 0.92 | 2.41 | 17.91 | |||
| UPBD | 1.98 | 0.12 | 0.00 | -0.01 | 0.00 | 4.31 | 12.56 | |||
| RZLV | 6.35 | 0.38 | 0.06 | 3.11 | 7.03 | 14.15 | 51.01 | |||
| PDFS | 2.56 | 0.28 | 0.07 | 0.06 | 3.06 | 5.40 | 12.12 | |||
| UCTT | 4.00 | 1.46 | 0.27 | 0.53 | 4.35 | 8.53 | 28.84 | |||
| PRO | 1.57 | 0.68 | 0.55 | -2.11 | 0.29 | 3.23 | 41.02 | |||
| VMEO | 2.12 | 1.18 | 2.78 | 5.23 | 0.00 | 3.00 | 61.43 |
Risk Metrics, Assumptions & Methodology
Volatility for Fastly measures return dispersion and uncertainty over time. Return spread influences portfolio contribution and drawdown risk. Fastly has a market cap of 3.67 B, ROE of -12.84%.
Unless otherwise specified, data for Fastly Class A is compiled from periodic company reporting and market reference feeds and standardized for comparability. Where analyst coverage exists, consensus estimates are factored in. Updates may occur throughout the day. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Gabriel Shpitalnik - Member of Macroaxis Editorial BoardFastly Investment Opportunity
Fastly Class A is about 12.41 times more volatile than Dow Jones Industrial based on recent return behavior. Investors typically want to know whether the additional volatility is buying them more upside or simply more noise.You can use Fastly Class A to protect your portfolios against small market fluctuations. This short-horizon strategy note focuses on what the latest move may imply for immediate trading context. It works best as a directional cue rather than as a standalone forecast. a normal downward trend and little activity. Check odds of Fastly to be traded at $26.6 in 90 days.Excellent diversification
For the present investment horizon, the measured correlation between FSLY and DJI stands at -0.57, or Excellent diversification. The overlap area represents the portion of risk that may be diversified away when both instruments are held together and nothing else in the portfolio changes.
Fastly Additional Risk Indicators
A broader risk-indicator set for Fastly Class A can improve buy, hold, hedge, and sell decisions by adding context beyond the most common measures. A disciplined risk review helps investors decide whether exposure should be maintained, reduced, or offset elsewhere in the portfolio.
| Risk Adjusted Performance | 0.1546 | |||
| Market Risk Adjusted Performance | -0.95 | |||
| Mean Deviation | 4.75 | |||
| Semi Deviation | 2.68 | |||
| Downside Deviation | 3.4 | |||
| Coefficient Of Variation | 547.08 | |||
| Standard Deviation | 9.85 |
Fastly Suggested Diversification Pairs
Pair trading with Fastly can help investors hedge some company-specific exposure by balancing a long view with an offsetting position. Used properly, pair trading is less about prediction in isolation and more about identifying relative mispricing between related positions.
| Dupont De vs. Fastly | ||
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Risk reduction through pair trading is real but has limits - not every type of exposure can be offset by a second leg. Fastly's exposure to overall market risk stays intact regardless of pairing. The value of a second leg lies in reducing Fastly's idiosyncratic risk - the part that comes from company-level events rather than macro conditions.
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