F5 Networks Performance

F5 Networks Inc -- USA Stock  

USD 131.06  0.83  0.64%

On a scale of 0 to 100 F5 Networks holds performance score of 15. The corporation owns Beta (Systematic Risk) of 1.6753 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. By examining F5 Networks Inc technical indicators you can at this moment evaluate if the expected return of 0.3492% will be sustainable into the future. Please utilizes F5 Networks Inc Coefficient Of Variation as well as the relationship between Treynor Ratio and Semi Variance to make a quick decision on weather F5 Networks Inc current price history will revert.
Investment Horizon     30 Days    Login   to change

F5 Networks Inc Relative Risk vs. Return Landscape

If you would invest  12,206  in F5 Networks Inc on November 16, 2017 and sell it today you would earn a total of  900  from holding F5 Networks Inc or generate 7.37% return on investment over 30 days. F5 Networks Inc is currenly generating 0.3492% of daily expected returns and assumes 1.443% risk (volatility on return distribution) over the 30 days horizon. In different words, 13% of equities are less volatile than F5 Networks Inc and 94% 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 3.07 times more return on investment than the market. However, the company is 3.07 times more volatile than its market benchmark. It trades about 0.24 of its potential returns per unit of risk. The DOW is currently generating roughly 0.5 per unit of risk.

F5 Networks Daily Price Distribution

The median price of F5 Networks for the period between Thu, Nov 16, 2017 and Sat, Dec 16, 2017 is 131.0 with a coefficient of variation of 3.87. The daily time series for the period is distributed with a sample standard deviation of 4.97, arithmetic mean of 128.4, and mean deviation of 4.51. The Stock did not receive any noticable media coverage during the period.
15 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in F5 Networks Inc are ranked lower than 15 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

F5 Networks Sharpe Ratio = 0.242
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Estimated Market Risk

 1.44
  actual daily
 
 87 %
of total potential
  

Expected Return

 0.35
  actual daily
 
 6 %
of total potential
  

Risk-Adjusted Return

 0.24
  actual daily
 
 15 %
of total potential
  
Based on monthly moving average F5 Networks is performing at about 15% 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.