|Horizon||30 Days Login to change|
F5 Networks Market Sensitivity
|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.One Month Beta |Analyze F5 Networks Demand TrendCheck current 30 days F5 Networks correlation with market (DOW)|
β = 0.1553
F5 Networks Technical Analysis
F5 Networks Projected Return Density Against MarketGiven the investment horizon of 30 days, F5 Networks has beta of 0.1553 suggesting as returns on market go up, F5 Networks average returns are expected to increase less than the benchmark. However during bear market, the loss on holding F5 Networks will be expected to be much smaller as well. Moreover, F5 Networks has an alpha of 0.2062 implying that it can potentially generate 0.2062% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
F5 Networks Return VolatilityF5 Networks inherits 0.5585% risk (volatility on return distribution) over the 30 days horizon. DOW inherits 0.444% risk (volatility on return distribution) over the 30 days horizon.