F5 Networks Backtesting

F5 Networks Inc -- USA Stock  

USD 135.88  2.73  2.05%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of F5 Networks Inc 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
Investment Horizon     30 Days    Login   to change

F5 Networks 'What if' Analysis

November 12, 2017
No Change 0.00  0.0%
In 31 days
December 12, 2017
If you would invest  0.00  in F5 Networks on November 12, 2017 and sell it all today you would earn a total of 0.00 from holding F5 Networks Inc or generate 0.0% return on investment in F5 Networks over 30 days. F5 Networks is related to or competes with Broadridge Financial, CA, Gartner, Workday, CDK Global. It offers Local Traffic Manager, which offer intelligent loadbalancing, traffic management, and application health check...

F5 Networks Upside/Downside Indicators


F5 Networks Market Premium Indicators

F5 Networks Inc lagged returns against current returns

 Current and Lagged Values 

F5 Networks regressed lagged prices vs. current prices

 Current vs Lagged Prices 

F5 Networks Inc Backtested Returns

Macroaxis considers F5 Networks not too risky given 1 month investment horizon. F5 Networks Inc retains Efficiency (Sharpe Ratio) of 0.4473 which denotes F5 Networks Inc had 0.4473% of return per unit of price deviation over the last 1 month. Our way in which we are predicting volatility of a stock is to use all available market data together with company specific technical indicators that cannot be diversified away. By examining F5 Networks Inc technical indicators you can at this moment evaluate if the expected return of 0.5623% is justified by implied risk. Please utilize F5 Networks Inc Variance of 1.53, Market Risk Adjusted Performance of 0.2547 and Coefficient Of Variation of 278.01 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100 F5 Networks holds performance score of 29. The corporation owns Beta (Systematic Risk) of 1.7762 which denotes to the fact that as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, F5 Networks will likely underperform.. Although it is vital to follow to F5 Networks Inc existing price patterns, it is good to be conservative about what you can actually do with the information regarding equity price patterns. The way in which we are predicting future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. We have found twenty-seven technical indicators for F5 Networks which you can use to evaluate performance of the entity. Please utilizes F5 Networks Inc Maximum Drawdown, and the relationship between Standard Deviation and Expected Short fall to make a quick decision on weather F5 Networks Inc current price history will revert.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.63 

Good predictability

F5 Networks Inc has good predictability. Overlapping area represents the amount of predictability between F5 Networks time series from November 12, 2017 to November 27, 2017 and November 27, 2017 to December 12, 2017. 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 Inc price movement. The serial correlation of 0.63 indicates that roughly 63.0% of current F5 Networks price fluctuation can be explain by its past prices.
Correlation Coefficient 0.63
Spearman Rank Test 0.33
Price Variance 9.51
Lagged Price Variance 1.39

F5 Networks Lagged Returns

 Regressed Prices 

F5 Networks Performance vs DOW

The median price of F5 Networks for the period between Sun, Nov 12, 2017 and Tue, Dec 12, 2017 is 123.7 with a coefficient of variation of 4.23. The daily time series for the period is distributed with a sample standard deviation of 5.34, arithmetic mean of 126.36, and mean deviation of 4.93. The Stock received some media coverage during the period.
Price Growth (%)  
521.96 Million in Sales Expected for F5 Networks, Inc. This ...11/20/2017
F5 Networks Inc What Are the Signals Showing12/11/2017