F5 Networks Risk Analysis And Volatility

FFIV -- USA Stock  

USD 136.08  2.12  1.53%

Macroaxis considers F5 Networks to be very steady. F5 Networks retains Efficiency (Sharpe Ratio) of -0.0343 which denotes the company had -0.0343% of return per unit of price deviation over the last 3 months. Macroaxis way in which we are predicting risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. F5 Networks exposes twenty-six different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm F5 Networks Standard Deviation of 1.81 and Market Risk Adjusted Performance of (0.019499) to check risk estimate we provide.
Interest Expense

90 Days Market Risk

Very steady

Chance of Distress in 24 months

Close to average

90 Days Economic Sensitivity

Responds to market
Horizon     30 Days    Login   to change

F5 Networks Market Sensitivity

As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, F5 Networks will likely underperform.
3 Months Beta |Analyze F5 Networks Demand Trend
Check current 30 days F5 Networks correlation with market (DOW)
β = 1.3764

F5 Networks Central Daily Price Deviation

F5 Networks Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. The Median Price line plots median indexes of F5 Networks price series. View also all equity analysis or get more info about median price price transform indicator.

F5 Networks Projected Return Density Against Market

Given the investment horizon of 30 days, the stock has beta coefficient of 1.3764 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, The company has a negative alpha implying that the risk taken by holding this equity is not justified. F5 Networks is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Given the investment horizon of 30 days, the coefficient of variation of F5 Networks is -2917.61. The daily returns are destributed with a variance of 3.44 and standard deviation of 1.85. The mean deviation of F5 Networks is currently at 1.48. For similar time horizon, the selected benchmark (DOW) has volatility of 0.9
α
Alpha over DOW
=0.07
β
Beta against DOW=1.38
σ
Overall volatility
=1.85
Ir
Information ratio =0.03

F5 Networks Return Volatility

the venture inherits 1.8541% risk (volatility on return distribution) over the 30 days horizon. the entity inherits 0.9214% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

F5 Networks Investment Opportunity

F5 Networks has a volatility of 1.85 and is 2.01 times more volatile than DOW. 16% of all equities and portfolios are less risky than F5 Networks. Compared to the overall equity markets, volatility of historical daily returns of F5 Networks is lower than 16 (%) of all global equities and portfolios over the last 30 days. Use F5 Networks to protect your portfolios against small markets fluctuations. The stock experiences somewhat bearish sentiment, but market may correct it shortly. Check odds of F5 Networks to be traded at $132.0 in 30 days. . As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, F5 Networks will likely underperform.

F5 Networks correlation with market

correlation synergy
Poor diversification
Overlapping area represents the amount of risk that can be diversified away by holding F5 Networks Inc and equity matching DJI index in the same portfolio.

F5 Networks Current Risk Indicators

F5 Networks Suggested Diversification Pairs

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