F5 Networks Alpha and Beta Analysis Overview

FFIV -- USA Stock  

USD 171.47  8.73  4.84%

This module allows you to check different measures of market premium for F5 Networks 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.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

F5 Networks Market Premiums

α0.03β0.14
30 days against DJI
Risk Adjusted Performance  

0.01

Jensen Alpha  

0.0

Total Risk Alpha  

0.0

Sortino Ratio  

0.0

Treynor Ratio  

0.0

F5 Networks expected buy-and-hold returns

F5 Networks Market Price Analysis

F5 Networks Return and Market Media

The median price of F5 Networks for the period between Sat, May 26, 2018 and Mon, Jun 25, 2018 is 176.94 with a coefficient of variation of 1.87. The daily time series for the period is distributed with a sample standard deviation of 3.31, arithmetic mean of 177.12, and mean deviation of 2.73. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Exercise or conversion by Matte Dan of 4323 shares of F5 Net...06/06/2018
2
Sale by Francois LocohDonou of 6666 shares of F5 Networks06/12/2018
3
Advice by Analysts to Hold Stocks CARBO Ceramics Inc. ,F5 Ne...06/15/2018
4
F5 Networks exotic insider transaction detected06/19/2018

Current Sentiment - FFIV

F5 Networks Investor Sentiment
Majority of Macroaxis users are currently bullish on F5 Networks. What is your opinion about investing in F5 Networks? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Upcoming Events

F5 Networks Upcoming Company Events
Upcoming Quarterly ReportApril 26, 2017
Next Earnings ReportJuly 19, 2017

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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. Please also try Technical Analysis module to check basic technical indicators and analysis based on most latest market data.