F5 Networks Performance

F5 Networks Inc -- USA Stock  

USD 148.90  2.10  1.43%

F5 Networks has performance score of 8 on a scale of 0 to 100. The corporation owns Beta (Systematic Risk) of -0.6805 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.. Although it is extremely important to respect F5 Networks Inc existing price patterns, it is better to be realistic regarding the information on 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. By examining F5 Networks Inc technical indicators you can at this moment evaluate if the expected return of 0.1925% will be sustainable into the future. F5 Networks Inc today owns a risk of 1.4328%. Please confirm F5 Networks Inc Coefficient Of Variation as well as the relationship between Treynor Ratio and Semi Variance to decide if F5 Networks Inc will be following its current price history.
 Time Horizon     30 Days    Login   to change

F5 Networks Inc Relative Risk vs. Return Landscape

If you would invest  14,304  in F5 Networks Inc on February 19, 2018 and sell it today you would earn a total of  586.00  from holding F5 Networks Inc or generate 4.1% return on investment over 30 days. F5 Networks Inc is currenly generating 0.1925% of daily expected returns and assumes 1.4328% risk (volatility on return distribution) over the 30 days horizon. In different words, 13% of equities are less volatile than F5 Networks Inc and 97% 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 generate 1.5 times more return on investment than the market. However, the company is 1.5 times more volatile than its market benchmark. It trades about 0.13 of its potential returns per unit of risk. The DOW is currently generating roughly -0.06 per unit of risk.

Operating Margin

F5 Networks Inc Operating Margin
Based on recorded statements F5 Networks Inc has Operating Margin of 27.73%. This is 199.89% lower than that of the Technology sector, and significantly higher than that of Search Cloud And Integrated IT Services industry, The Operating Margin for all stocks is 354.17% lower than the firm.
A good Operating Margin is required for a company to be able to pay for its fixed costs or pay out its debt which implies that the higher the margin, the better. This ratio is most effective in evaluating the earning potential of a company over time when comparing it against firm's competitors.

F5 Networks Daily Price Distribution

The median price of F5 Networks for the period between Mon, Feb 19, 2018 and Wed, Mar 21, 2018 is 147.92 with a coefficient of variation of 1.75. The daily time series for the period is distributed with a sample standard deviation of 2.58, arithmetic mean of 147.94, and mean deviation of 1.9. The Stock received some media coverage during the period.

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in F5 Networks Inc are ranked lower than 8 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

F5 Networks Sharpe Ratio = 0.1344
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Estimated Market Risk

  actual daily
 87 %
of total potential

Expected Return

  actual daily
 3 %
of total potential

Risk-Adjusted Return

  actual daily
 8 %
of total potential
Based on monthly moving average F5 Networks is performing at about 8% 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.