F5 Networks Backtesting

FFIV -- USA Stock  

USD 179.63  2.88  1.63%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of F5 Networks and determine expected loss or profit from investing in F5 Networks over given investment horizon. Additionally see F5 Networks Hype Analysis, F5 Networks Correlation, F5 Networks Valuation, F5 Networks Volatility as well as analyze F5 Networks Alpha and Beta and F5 Networks Performance.
 Time Horizon     30 Days    Login   to change
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Backtest

F5 Networks 'What if' Analysis

June 18, 2018
0.00
No Change 0.00  0.0%
In 31 days
July 18, 2018
0.00
If you would invest  0.00  in F5 Networks on June 18, 2018 and sell it all today you would earn a total of 0.00 from holding F5 Networks or generate 0.0% return on investment in F5 Networks over 30 days. F5 Networks is related to or competes with BlackLine, CA, Determine, Dell Technologies, EVO Payments, EVERTEC, and F5 NETWORKS. F5 Networks, Inc. develops, markets, and sells application delivery networking products that optimize the security, perf...

F5 Networks Upside/Downside Indicators

Information Ratio0.19
Maximum Drawdown6.21
Value At Risk2.07
Potential Upside1.43
  

F5 Networks Market Premium Indicators

Risk Adjusted Performance0.05
Jensen Alpha0.07
Total Risk Alpha0.46
Treynor Ratio0.2411

F5 Networks Backtested Returns

Macroaxis considers F5 Networks to be not too risky. F5 Networks retains Efficiency (Sharpe Ratio) of -0.0207 which denotes F5 Networks had -0.0207% of return per unit of price deviation over the last 1 month. Macroaxis way in which we are predicting risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. F5 Networks exposes twenty-eight different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm F5 Networks Standard Deviation of 1.45 and Market Risk Adjusted Performance of 0.2511 to check risk estimate we provide. Macroaxis gives F5 Networks performance score of 0 on a scale of 0 to 100. The corporation owns Beta (Systematic Risk) of -0.6026 which denotes to the fact that as returns on market increase, returns on owning F5 Networks are expected to decrease at a much smaller rate. During bear market, F5 Networks is likely to outperform the market.. Even though it is essential to pay attention to F5 Networks existing price patterns, it is always good to be careful when utilizing equity price patterns. Macroaxis way in which we are predicting future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. F5 Networks exposes twenty-eight different technical indicators which can help you to evaluate its performance. F5 Networks has expected return of -0.0308%. Please be advised to confirm F5 Networks Coefficient Of Variation, Semi Variance, Price Action Indicator, as well as the relationship between Treynor Ratio and Daily Balance Of Power to decide if F5 Networks past performance will be repeated sooner or later.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.01 

Virtually no predictability

F5 Networks has virtually no predictability. Overlapping area represents the amount of predictability between F5 Networks time series from June 18, 2018 to July 3, 2018 and July 3, 2018 to July 18, 2018. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of F5 Networks price movement. The serial correlation of 0.01 indicates that just 1.0% of current F5 Networks price fluctuation can be explain by its past prices.
Correlation Coefficient 0.01
Spearman Rank Test -0.11
Price Variance 2.06
Lagged Price Variance 19.16

F5 Networks lagged returns against current returns

 Current and Lagged Values 
      Timeline 

F5 Networks regressed lagged prices vs. current prices

 Current vs Lagged Prices 
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F5 Networks Lagged Returns

 Regressed Prices 
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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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Additionally see F5 Networks Hype Analysis, F5 Networks Correlation, F5 Networks Valuation, F5 Networks Volatility as well as analyze F5 Networks Alpha and Beta and F5 Networks Performance. Please also try My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. macroaxis watchlist is based on self-learning algorithm to remember stocks you like.