F5 Networks Alpha and Beta Analysis Overview

FFIV -- USA Stock  

USD 194.60  0.25  0.13%

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.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

F5 Networks Market Premiums

α0.22β0.06
30 days against DJI
Risk Adjusted Performance  

0.1769

Jensen Alpha  

0.2193

Total Risk Alpha  

0.001

Sortino Ratio  

0.0891

Treynor Ratio  

2.63

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 Thu, Aug 23, 2018 and Sat, Sep 22, 2018 is 190.58 with a coefficient of variation of 1.27. The daily time series for the period is distributed with a sample standard deviation of 2.42, arithmetic mean of 190.82, and mean deviation of 1.91. The Stock received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
Exercise or conversion by Alan Higginson of 2706 shares of F...09/05/2018
2
Acquisition by Deborah Bevier of 1688 shares of F5 Networks ...09/13/2018
3
Exercise or conversion by Karl Triebes of 6050 shares of F5 ...09/19/2018

F5 Networks 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 Headlines Timeline module to stay connected to all market stories and filter out noise. drill down to analyze hype elasticity.
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