F5 Networks Alpha and Beta Analysis

F5 Networks Inc -- USA Stock  

USD 135.49  2.34  1.76%

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
Run Premiums

F5 Networks Market Premiums

α (average alpha)=0.25    β (beta)=1.66    
30 days against DJI
Risk Adjusted Performance  0.2377Jensen Alpha  0.2162Total Risk Alpha  0.0763Sortino Ratio  0.4356Treynor Ratio  0.32

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
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, Nov 12, 2017 and Tue, Dec 12, 2017 is 126.67 with a coefficient of variation of 4.36. The daily time series for the period is distributed with a sample standard deviation of 5.54, arithmetic mean of 127.02, and mean deviation of 5.13. The Stock received some media coverage during the period.
Price Growth (%)  
Lululemon Athletica Inc., , F5 Networks, Inc., NASDAQ FFIV ....11/21/2017
Prentiss Smith Co Raised F5 Networks Position By 5.09 Millio...12/12/2017