F5 Networks Performance

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.
Investment Horizon     30 Days    Login   to change

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 (%) 
      Risk (%) 
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.
0 

Risk-Adjusted Performance

Over the last 30 days F5 Networks Inc has generated negative risk-adjusted returns adding no value to investors with long positions.

One Month Efficiency

F5 Networks Sharpe Ratio = -0.0084
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Estimated Market Risk

 1.48
  actual daily
 
 87 %
of total potential
  

Expected Return

 -0.01
  actual daily
 
 1 %
of total potential
  

Risk-Adjusted Return

 -0.01
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average F5 Networks is performing at about 0% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of F5 Networks by adding it to a well-diversified portfolio.