We consider F5 Networks not too risky. F5 Networks retains Efficiency (Sharpe Ratio) of 0.277 which denotes F5 Networks had 0.277% of return per unit of price deviation over the last 1 month. Our way in which we are predicting volatility of a stock is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for F5 Networks which you can use to evaluate future volatility of the entity. Please confirm F5 Networks Standard Deviation of 0.7137 and Downside Deviation of 0.7599 to check if risk estimate we provide are consistent with the epected return of 0.1957%.
|Time Horizon||30 Days Login to change|
F5 Networks Technical Analysis
Projected Return Density Against MarketGiven the investment horizon of 30 days, F5 Networks has beta of 0.0 suggesting unless we do not have required data, the returns on DOW and F5 Networks are completely uncorrelated. Furthermore, F5 NetworksIt does not look like F5 Networks alpha can have any bearing on the equity current valuation.
Predicted Return Density