|F5 Networks Inc -- USA Stock|| |
USD 116.28 0.49 0.42%
Macroaxis gives F5 Networks performance score of 0 on a scale of 0 to 100. The corporation owns Beta (Systematic Risk) of 0.8531 which denotes to the fact that F5 Networks returns are very sensitive to returns on the market. as market goes up or down, F5 Networks is expected to follow.. Even though it is essential to pay attention to F5 Networks Inc
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-one different technical indicators which can help you to evaluate its performance. F5 Networks Inc
has expected return of -0.0125%. Please be advised to confirm F5 Networks Inc Coefficient Of Variation
as well as the relationship
between Treynor Ratio
and Semi Variance
to decide if F5 Networks Inc
past performance will be repeated sooner or later.
Relative Risk vs. Return Landscape
If you would invest 11,690
in F5 Networks Inc on September 18, 2017
and sell it today you would lose (62)
from holding F5 Networks Inc or give up 0.53%
of portfolio value over 30
days. F5 Networks Inc is currenly does not generate positive expected returns and assumes 1.4839% risk (volatility on return distribution) over the 30 days horizon. In different words, 13% of equities are less volatile than F5 Networks Inc and 99% of traded equity instruments are projected to make higher returns than the company over the 30 days investment horizon.
Daily Expected Return (%)
Given the investment horizon of 30 days, F5 Networks Inc is expected to under-perform the market. In addition to that, the company is 6.59 times more volatile than its market benchmark. It trades about -0.01 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.57 per unit of volatility.
F5 Networks Daily Price Distribution
The median price of F5 Networks for the period between Mon, Sep 18, 2017 and Wed, Oct 18, 2017 is 117.82 with a coefficient of variation of 1.83. The daily time series for the period is distributed with a sample standard deviation of 2.17, arithmetic mean of 118.25, and mean deviation of 1.8. The Stock received some media coverage during the period.