F5 Networks Probability of Target Price

F5 Networks Inc -- USA Stock  

USD 119.75  2.36  2.01%

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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Odds Analysis

Current PriceHorizonTarget PriceAbove OddsBelow Odds
 119.75 30 days 119  about 36.83% about 62.62%
Based on normal probability distribution, the odds of F5 Networks to drop to $ 119  or more in 30 days from now is about 62.62%. Probability of F5 Networks Inc price to stay between $ 119  and its current price of $119.75 at the end of the 30-day period is about 12.12%.
Given the investment horizon of 30 days, F5 Networks has beta of 0.2108 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 Inc will be expected to be much smaller as well. Additionally F5 Networks Inc has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
63.0%
Odds to drop to $ 119  or more in 30 days
 F5 Networks Price Density 
 
 Prices     
Current Price   Target Price   
α
Alpha over DOW
=(0.0031) 
βBeta against DOW= 0.21 
σ
Overall volatility
= 2.16 
 IrInformation ratio =(0.0662)