F5 Networks Probability of Target Price Finishing Above 119.0

F5 Networks Inc -- USA Stock  

USD 145.39  0.36  0.25%

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
 Time 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
 145.39 30 days 119.00  close to 100% near 1%
Based on normal probability distribution, the odds of F5 Networks to drop to $ 119.00  or more in 30 days from now is near 1%. Probability of F5 Networks Inc price to stay between $ 119.00  and its current price of $145.39 at the end of the 30-day period is more than 93.0%.
Given the investment horizon of 30 days, F5 Networks has beta of 0.7841 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 an alpha of 0.34539381708636363 implying that it can potentially generate 0.34539381708636363% excess return over DOW after adjusting for the inherited market risk (beta).
< 1%
Odds to drop to $ 119.00  or more in 30 days
 F5 Networks Price Density 
 
 Prices     
Current Price   Target Price   
α
Alpha over DOW
=0.35
β
Beta against DOW=0.78
σ
Overall volatility
=3.00
Ir
Information ratio =0.18