Phase Space AI

Financial Model Notes

Zscaler [ZS]

Zscaler [ZS] — Financial Model Notes

As of 2026-07-29. Every figure traceable to a named source. $m unless stated.


1. Verified inputs — the model's foundation

Input Value Source Notes
Spot $153.72 Alpaca /v2/stocks/ZS/snapshot, latest trade 2026-07-29 Prior close $151.63 (2026-07-28) matches the screen's $151.635
Shares — basic, balance sheet 160,741,000 AV BALANCE_SHEET, commonStockSharesOutstanding @2026-04-30
Shares — cover page (dei) 161,709,525 EDGAR dei:EntityCommonStockSharesOutstanding What the screen used
Shares — fully diluted (used) 168,000,000 CFO, FQ3 FY26 call: "168 million fully diluted shares" in FY26 EPS guidance Chosen basis. A 4.5% step-up over basic. Using basic would understate the EV by $1.1bn and overstate the per-share target by 4.5%
Net cash +$1,772.7m Built below; validated against CFO prepared remarks Screen had $887.3m — a $885.4m error
TTM revenue $3,173.6m Sum of AV quarterly periods 2025-07-31, 2025-10-31, 2026-01-31, 2026-04-30 — four consecutive quarters, verified consecutive Matches the screen exactly. Not last-FY (the MU/SNDK error)
Fiscal year end 31 July AV OVERVIEW, FiscalYearEnd: July FQ3 FY26 = quarter ended 2026-04-30
Latest filing 10-Q, period end 2026-04-30 EDGAR 90 days old at memo date. Recency asserted (the GOOGL 485-day / Alcon-2010 lesson)
Splits NONE AV SPLITS{"symbol":"ZS","data":[]} Checked before any per-share figure was computed, per the CRWD 4:1 cautionary case

Net cash build — @2026-04-30

Component Amount Tag / source
Cash and cash equivalents +982.1 AV cashAndCashEquivalentsAtCarryingValue
Short-term investments +2,557.0 AV shortTermInvestments
Subtotal, cash + ST investments 3,539.1 CFO: "$3.5 billion in cash, cash equivalents, and short-term investments" ✓
Long-term debt (convertible notes) −1,699.6 AV longTermDebt
Short-term debt −66.8 AV shortTermDebt
Subtotal, debt −1,766.4 CFO: "$1.7 billion of debt" ✓
Net cash +1,772.7

Basis note: operating lease liabilities are excluded. The screen included OperatingLeaseLiabilityNoncurrent as debt. Either convention is defensible provided it is applied consistently across comparators; I state mine, and the exclusion is immaterial next to the two omissions the screen made.

Validated against a source Alpha Vantage did not produce — the CFO's prepared remarks. Per the brief, AV's internal consistency checks have no power because a vendor that is wrong consistently defeats them; only an independent source does. This one agrees.


2. Income statement — quarterly, 14 periods (AV normalised)

Quarter ended Revenue Gross profit GM% Operating income OM% R&D SBC SBC % rev OCF Capex
2026-04-30 850.5 657.8 77.3 −29.6 −3.5 232.3 205.2 24.1 198.0 62.1
2026-01-31 815.8 624.5 76.6 −51.8 −6.3 229.1 216.6 26.5 204.1 35.0
2025-10-31 788.1 603.4 76.6 −36.4 −4.6 200.5 188.6 23.9 448.3 35.0
2025-07-31 719.2 547.6 76.1 −32.2 −4.5 177.6 172.7 24.0 250.6 78.7
2025-04-30 678.0 522.2 77.0 −22.4 −3.3 169.3 159.4 23.5 211.1 91.6
2025-01-31 647.9 499.5 77.1 −37.0 −5.7 170.5 172.1 26.6 179.4 36.0
2024-10-31 628.0 485.7 77.3 −31.9 −5.1 154.3 157.2 25.0 331.3 39.5
2024-07-31 592.9 462.1 77.9 −25.7 −4.3 139.0 144.9 24.4 203.6 67.2
2024-04-30 553.2 434.1 78.5 −4.4 −0.8 125.0 113.2 20.5 173.4 50.3
2024-01-31 525.0 407.1 77.5 −47.1 −9.0 122.2 140.4 26.7 142.1 41.3
2023-10-31 496.7 384.8 77.5 −46.7 −9.4 113.5 129.1 26.0 260.8 36.1
2023-07-31 455.0 352.3 77.4 −42.0 −9.2 96.2 122.1 26.8 135.9 34.6
2023-04-30 418.8 322.9 77.1 −48.1 −11.5 92.3 107.8 25.7 108.5 34.6
2023-01-31 387.6 300.3 77.5 −61.0 −15.7 85.0 109.7 28.3 89.5 26.7

TTM aggregates — the only comparable basis given the FQ4-July seasonality

TTM to 2026-04-30 TTM to 2025-04-30 Change
Revenue 3,173.6 2,546.8 +24.6%
Gross profit 2,433.3 1,955.1 +24.5%
Gross margin 76.7% 76.8% −0.1pp
Operating income −150.0 −117.0
Operating margin −4.73% −4.59% −0.14pp
R&D 839.5 (26.5%) 633.5 (24.9%) +1.6pp
S&M + G&A (derived) 1,743.8 (54.9%) 1,438.6 (56.5%) −1.6pp
SBC 783.1 (24.68%) 633.6 (24.88%) −0.20pp
Operating margin ex-SBC +19.95% +20.28% −0.33pp
Operating cash flow 1,101.0 925.4 +19.0%
Capex 210.8 234.3 −10.0%
Free cash flow 890.2 (28.05%) 691.1 (27.14%) +0.91pp

The central observation for the model: revenue up 2.9x from the 3-year CAGR base of $1,090.9m, and every margin measure flat. GAAP −0.14pp, ex-SBC −0.33pp, FCF +0.91pp. Any model that assumes operating leverage on this name is assuming a break from three years of behaviour, and that assumption must be argued explicitly (it is, in ZS_Valuation.md §2, and it rests entirely on SBC decaying).


3. Billings and backlog — reconstructed, then validated

Method: calculated billings = revenue + Δ(ContractWithCustomerLiabilityCurrent + ContractWithCustomerLiabilityNoncurrent).

Validation — this is why the series can be trusted: for the quarter ended 2025-04-30 the method returns $784.5m; the CFO reported "Total calculated billings grew 25% year over year to $785 million." Agreement to 0.06%.

Quarter ended Revenue Deferred rev. (total) Billings Billings YoY Total RPO RPO YoY Unbilled RPO
2026-04-30 850.5 2,477.2 972.3 +23.9% 6,459.3 +29.8% 3,982.1
2026-01-31 815.8 2,355.4 819.8 +10.4% 6,050.8 +31.1% 3,695.4
2025-10-31 788.1 2,351.3 671.4 +29.9% 5,932.6 +34.5% 3,581.3
2025-07-31 719.2 2,468.0 1,202.3 +32.0% 5,780.1 +30.8% 3,312.1
2025-04-30 678.0 1,985.0 784.5 +24.9% 4,978.0 +30.2% 2,993.0
2025-01-31 647.9 1,878.5 742.7 +18.3% 4,615.3 +27.7% 2,736.8
2024-10-31 628.0 1,783.7 516.7 +13.2% 4,410.6 +26.5% 2,626.9
2024-07-31 592.9 1,895.0 910.8 +26.6% 4,417.6 +25.7% 2,522.6
2024-04-30 553.2 1,577.0 628.0 +30.2% 3,824.1 +26.5% 2,247.1
2024-01-31 525.0 1,502.2 627.6 +27.1% 3,613.0 +28.6% 2,110.8
2023-10-31 496.7 1,399.5 456.6 +34.2% 3,487.4 +30.0% 2,087.9
2023-07-31 455.0 1,439.7 719.3 +38.2% 3,513.6 +34.8% 2,073.9

TTM: billings $3,665.8m (+24.1%) against revenue $3,173.6m (+24.6%). Deferred revenue +24.8%; unbilled RPO +33.0%. Duration is lengthening — Z-Flex, at a ~4-year average term and >$1bn TCV over 12 months, is the named cause. The demand signal is billings at +24.1%; RPO at +29.8% overstates demand by the duration effect.

Data note that would silently break this table: AV's deferredRevenue field returns None for every ZS quarter. The contract-liability figures above are from EDGAR XBRL (ContractWithCustomerLiabilityCurrent / Noncurrent). Anyone building this from AV alone gets nothing and may not notice.


4. Balance sheet — @2026-04-30

$m
Cash and equivalents 982.1
Short-term investments 2,557.0
Accounts receivable, net 730.5
Goodwill 1,094.4
Intangible assets 191.7
Total current liabilities 2,500.9
Contract liabilities — current 2,097.1
Contract liabilities — non-current 380.1
Short-term debt 66.8
Long-term debt (convertible notes) 1,699.6
Total shareholders' equity 2,366.6

Receivables check: AR $730.5m at +18.6% YoY against revenue at +25.4%. Receivables growing 6.8pp slower than revenue — the opposite of the brief's most-reliable warning sign.

Goodwill and intangibles total $1,286.1m, largely Red Canary. The amortisation of the $191.7m intangible is what inflates the reported non-GAAP operating-margin expansion above the ex-SBC figure (see ZS_Research.md §2e).


5. Forecast drivers

Driver FY26 (Aug-25 → Jul-26) FY27 Basis
Revenue $3,330.9m (Q1–Q3 actual + Q4 guide midpoint $876.5m) $3,880.5m (+16.5%) Q4 guide $875–878m; FY27 growth 16–17% — both company-stated
Non-GAAP operating profit $755–757m (~22.7%) Company guidance
Non-GAAP EPS $4.10–4.11 Company guidance, at a 21% tax rate and 168m diluted shares
FCF margin 22.8–23.3% ~21% Company — cut from 26.5–27.0%. FY27 takes a further ~200bp of capex
Capex % of revenue high single digits (up from mid single digits) +up to 200bp on FY26 Company — memory/storage/processor price inflation
SBC % of revenue 24.7% actual modelled to decay to 15.0% by FY31 The load-bearing assumption. Not demonstrated — SBC has been flat for two years
Terminal margin FY31 15.0% GAAP Built via the opex bridge, ZS_Valuation.md §2

Consensus: unavailable. AV EARNINGS_ESTIMATES returns {"symbol":"ZS","estimates":[]} — an empty array for a $24bn S&P 500 constituent with ~40 covering analysts. Every forecast figure above is therefore company guidance, and that single-sourcing is why evidence_grade is B.


6. Data-provenance defects encountered — for the record

# Defect Magnitude
1 Screen net cash omitted $2,557.0m of short-term investments and the $1,699.6m long-term convert, using a stale FY2025 current-convert tag instead. net_cash_complete: true $885.4m understated; EV overstated 3.7%
2 A second scan record for ZS on the same date (.cache/universe_scan/ZS_analysis.json) carries net cash −$166.8m, revenue $3,132.4m, required CAGR 24.8%, margin +10.1pp — none matching scan_v3, none matching the brief's +25.1pp / 9.7% $1,939.5m spread on net cash; 15pp spread on the valuation margin. Three inconsistent records
3 AV deferredRevenue returns None for all 41 quarters Fatal to billings work if unnoticed; worked around via EDGAR
4 AV EARNINGS_ESTIMATES returns an empty array No consensus anchor; empty, not an error, so it fails silently
5 AV transcript coverage: 7 of the last 18 quarters Mention-frequency series has gaps
6 AV transcript quarter labels for ZS are offset +1 calendar quarter from the call date (the FQ3 FY26 call, held 2026-05-28 = CY2026Q2, is labelled 2026Q3); the labelling convention differs from the one AV uses for S Silently misaligns any time series built by quarter label
7 Screen terminal margin 10.7%, labelled "industry median," is a universe median (sic2 = None for all 1,433 names) −4.3pp vs the built figure, in the direction that flatters the name
8 Screen margin_period: 2025-07-31 — the operating-margin change is measured on an annual period 12 months stale, with three fresher quarters filed +1.09pp stale vs −0.14pp current. Harmless here (the stale window flattered), latent elsewhere
9 AV D&A sign / ebitda field Not triggered on ZS. The field was not used regardless, per the brief