F5 Networks Probability of Target Price Finishing Above 119.0

F5 Networks Inc -- USA Stock  

USD 135.88  2.73  2.05%

F5 Networks probability of target price tool provides mechanism to make assumptions about upside and downside potential of F5 Networks Inc performance during a given time horizon utilizing its historical volatility. Please specify F5 Networks time horizon, a valid symbol (red box) and a target price (blue box) you would like F5 Networks odds to be computed. Additionally see F5 Networks Backtesting, F5 Networks Valuation, F5 Networks Correlation, F5 Networks Hype Analysis, F5 Networks Volatility, F5 Networks History as well as F5 Networks Performance
Investment Horizon     30 Days    Login   to change
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F5 Networks Target Price Odds to finish below 119.0

Current PriceHorizonTarget PriceAbove OddsBelow Odds
 135.88 30 days 119  about 91.57% about 8.32%
Based on normal probability distribution, the odds of F5 Networks to drop to $ 119  or more in 30 days from now is about 8.32%. Probability of F5 Networks Inc price to stay between $ 119  and its current price of $135.88 at the end of the 30-day period is about 87.84%.
Given the investment horizon of 30 days, the stock has beta coefficient of 1.7762 suggesting as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are expected to be negative, F5 Networks will likely underperform. Additionally F5 Networks Inc has an alpha of 0.13812164553636375 implying that it can potentially generate 0.13812164553636375% excess return over DOW after adjusting for the inherited market risk (beta).
8.0%
Odds to drop to $ 119  or more in 30 days
 F5 Networks Price Density 
 
 Prices     
Current Price   Target Price   
α
Alpha over DOW
=0.14
βBeta against DOW=1.78
σ
Overall volatility
=5.34
 IrInformation ratio =0.22