F5 Networks Performance

FFIV -- USA Stock  

USD 172.38  0.69  0.40%

F5 Networks has performance score of 1 on a scale of 0 to 100. The corporation owns Beta (Systematic Risk) of 0.4885 which denotes to the fact that as returns on market increase, F5 Networks returns are expected to increase less than the market. However during bear market, the loss on holding F5 Networks will be expected to be smaller as well.. Although it is extremely important to respect F5 Networks 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 technical indicators you can at this moment evaluate if the expected return of 0.0344% will be sustainable into the future. F5 Networks today owns a risk of 1.3756%. Please confirm F5 Networks Coefficient Of Variation as well as the relationship between Treynor Ratio and Semi Variance to decide if F5 Networks will be following its current price history.
 Time Horizon     30 Days    Login   to change

F5 Networks Relative Risk vs. Return Landscape

If you would invest  17,147  in F5 Networks on June 22, 2018 and sell it today you would earn a total of  91.00  from holding F5 Networks or generate 0.53% return on investment over 30 days. F5 Networks is currently generating 0.0344% of daily expected returns and assumes 1.3756% risk (volatility on return distribution) over the 30 days horizon. In different words, 12% of equities are less volatile than F5 Networks 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 is expected to generate 1.97 times less return on investment than the market. In addition to that, the company is 2.41 times more volatile than its market benchmark. It trades about 0.03 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.12 per unit of volatility.

F5 Networks Market Risk Analysis

Sharpe Ratio = 0.025
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F5 Networks Relative Performance Indicators

Estimated Market Risk
 1.38
  actual daily
 
 88 %
of total potential
  
Expected Return
 0.03
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 0.03
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average F5 Networks is performing at about 1% 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.

Performance Rating

F5 Networks Risk Adjusted Performance Analysis
1 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in F5 Networks are ranked lower than 1 (%) of all global equities and portfolios over the last 30 days.

F5 Networks Alerts

Equity Alerts and Improvement Suggestions
Over 99.0% of the company shares are owned by institutional investors
Latest headline from thecasualsmart.com: F5 Networks, Inc. Analysts See 1.86 EPS on July, 25
Additionally see Investing Opportunities. Please also try Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.
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