F5 Networks Stock Alpha and Beta Analysis
| FFIV Stock | USD 182.35 2.12 1.18% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as F5 Networks. It also helps investors analyze the systematic and unsystematic risks associated with investing in F5 Networks over a specified time horizon. Remember, high F5 Networks' alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to F5 Networks' market risk premium analysis include:
Beta 1.23 | Alpha (0.11) | Risk 1.17 | Sharpe Ratio (0.03) | Expected Return (0.03) |
Enterprise Value |
|
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
FFIV |
F5 Networks Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. F5 Networks market risk premium is the additional return an investor will receive from holding F5 Networks long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in F5 Networks. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate F5 Networks' performance over market.| α | -0.11 | β | 1.23 |
F5 Networks expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of F5 Networks' Buy-and-hold return. Our buy-and-hold chart shows how F5 Networks performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.F5 Networks Market Price Analysis
Market price analysis indicators help investors to evaluate how F5 Networks stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading F5 Networks shares will generate the highest return on investment. By understating and applying F5 Networks stock market price indicators, traders can identify F5 Networks position entry and exit signals to maximize returns.
F5 Networks Return and Market Media
The median price of F5 Networks for the period between Thu, Jan 25, 2024 and Wed, Apr 24, 2024 is 186.84 with a coefficient of variation of 2.3. The daily time series for the period is distributed with a sample standard deviation of 4.3, arithmetic mean of 186.75, and mean deviation of 3.57. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 500 shares by Francis Pelzer of F5 Networks at 182.31 subject to Rule 16b-3 | 02/20/2024 |
2 | F5 Down 0.8 percent Since Last Earnings Report Can It Rebound | 02/28/2024 |
3 | Sale by Mika Yamamoto of 1773 shares of F5 Networks | 03/01/2024 |
4 | Paypal Up 4.2 percent Since Last Earnings Report Can It Continue | 03/08/2024 |
5 | Acquisition by Erwin Tami A. of tradable shares of F5 Networks subject to Rule 16b-3 | 03/12/2024 |
6 | Acquisition by Budnik Marianne of 1309 shares of F5 Networks subject to Rule 16b-3 | 03/14/2024 |
7 | Insider Trading | 03/18/2024 |
8 | Disposition of 500 shares by Francis Pelzer of F5 Networks at 189.12 subject to Rule 16b-3 | 03/20/2024 |
9 | Why F5 Networks is a Top Value Stock for the Long-Term | 03/22/2024 |
10 | F5 Solutions Now Available in AWS Marketplace Through Carahsoft | 03/26/2024 |
11 | F5 names Kunal Anand as CTO | 04/02/2024 |
12 | We Ran A Stock Scan For Earnings Growth And F5 Passed With Ease | 04/03/2024 |
13 | F5 Earns Relative Strength Rating Upgrade Hits Key Threshold - Investors Business Daily | 04/08/2024 |
14 | Apple To 210 Here Are 10 Top Analyst Forecasts For Thursday | 04/11/2024 |
15 | Short Interest in F5, Inc. Declines By 6.0 percent - Defense World | 04/18/2024 |
16 | STNE or FFIV Which Is the Better Value Stock Right Now | 04/19/2024 |
17 | F5 Networks Earnings Expected to Grow What to Know Ahead of Next Weeks Release | 04/22/2024 |
About F5 Networks Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including FFIV or other stocks. Alpha measures the amount that position in F5 Networks has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2021 | 2023 | 2024 (projected) | Dividend Yield | 0.006211 | 0.007143 | 0.006866 | Price To Sales Ratio | 3.24 | 3.95 | 7.04 |
F5 Networks Upcoming Company Events
As portrayed in its financial statements, the presentation of F5 Networks' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, F5 Networks' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of F5 Networks' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of F5 Networks. Please utilize our Beneish M Score to check the likelihood of F5 Networks' management manipulating its earnings.
| 29th of January 2024 Upcoming Quarterly Report | View | |
| 17th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 22nd of October 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 30th of September 2023 Last Financial Announcement | View |
Build Portfolio with F5 Networks
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out F5 Networks Backtesting, F5 Networks Valuation, F5 Networks Correlation, F5 Networks Hype Analysis, F5 Networks Volatility, F5 Networks History and analyze F5 Networks Performance. For more information on how to buy FFIV Stock please use our How to Invest in F5 Networks guide.You can also try the Global Markets Map module to get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes.
Complementary Tools for FFIV Stock analysis
When running F5 Networks' price analysis, check to measure F5 Networks' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy F5 Networks is operating at the current time. Most of F5 Networks' value examination focuses on studying past and present price action to predict the probability of F5 Networks' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move F5 Networks' price. Additionally, you may evaluate how the addition of F5 Networks to your portfolios can decrease your overall portfolio volatility.
| Earnings Calls Check upcoming earnings announcements updated hourly across public exchanges | |
| Portfolio Center All portfolio management and optimization tools to improve performance of your portfolios | |
| ETF Categories List of ETF categories grouped based on various criteria, such as the investment strategy or type of investments | |
| Piotroski F Score Get Piotroski F Score based on the binary analysis strategy of nine different fundamentals | |
| Stock Tickers Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites | |
| Price Ceiling Movement Calculate and plot Price Ceiling Movement for different equity instruments | |
| Portfolio Manager State of the art Portfolio Manager to monitor and improve performance of your invested capital | |
| Analyst Advice Analyst recommendations and target price estimates broken down by several categories | |
| Share Portfolio Track or share privately all of your investments from the convenience of any device | |
| Premium Stories Follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope | |
| Technical Analysis Check basic technical indicators and analysis based on most latest market data | |
| Latest Portfolios Quick portfolio dashboard that showcases your latest portfolios | |
| Portfolio Anywhere Track or share privately all of your investments from the convenience of any device |
F5 Networks technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.