F5 Networks Alpha and Beta Analysis

F5 Networks Inc -- USA Stock  

USD 116.28  0.49  0.42%

This module allows you to check different measures of market premium for F5 Networks Inc as well as systematic risk associated with investing in F5 Networks over a specified time horizon. Additionally see F5 Networks Backtesting, F5 Networks Valuation, F5 Networks Correlation, F5 Networks Hype Analysis, F5 Networks Volatility, F5 Networks History and analyze F5 Networks Performance
Investment Horizon     30 Days    Login   to change
Symbol
Run Premiums

F5 Networks Market Premiums

α (average alpha)=0.13    β (beta)=0.9    
30 days against DJI
Risk Adjusted Performance  0.0065Jensen Alpha  (0.13)Total Risk Alpha  (0.85)Sortino Ratio  0.0Treynor Ratio  (0.026982)

F5 Networks expected buy-and-hold returns

   

F5 Networks Market Price Analysis

Price Series Summation
Price Series Division
Inverse Tangent Over Price Movement
Price Ceiling Movement
Aroon Oscillator
Balance Of Power
Bollinger Bands
Double Exponential Moving Average
Belt hold
Hanging Man

F5 Networks Return and Market Media

The median price of F5 Networks for the period between Sun, Sep 17, 2017 and Tue, Oct 17, 2017 is 117.82 with a coefficient of variation of 1.83. The daily time series for the period is distributed with a sample standard deviation of 2.17, arithmetic mean of 118.25, and mean deviation of 1.8. The Stock received some media coverage during the period.
Price Growth (%)  
      Timeline 
1
Should You Buy SSandC Technologies Holdings, Inc. or F5 Netw...09/26/2017
2
F5 Networks, Inc. Price Target Lowered to 115.00 at Nomura10/17/2017