F5 Networks (Germany) Market Value
| FFV Stock | EUR 271.50 3.50 1.27% |
| Symbol | FFV |
F5 Networks 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to F5 Networks' stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of F5 Networks.
| 05/12/2025 |
| 08/10/2025 |
If you would invest 0.00 in F5 Networks on May 12, 2025 and sell it all today you would earn a total of 0.00 from holding F5 Networks or generate 0.0% return on investment in F5 Networks over 90 days. F5 Networks is related to or competes with ADRIATIC METALS, National Retail, Western Copper, AUTO TRADER, and SUN ART. F5 Networks, Inc. develops, markets, and sells application delivery networking products that optimize the security, perf... More
F5 Networks Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure F5 Networks' stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess F5 Networks upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.67 | |||
| Information Ratio | 0.034 | |||
| Maximum Drawdown | 17.14 | |||
| Value At Risk | (2.28) | |||
| Potential Upside | 2.5 |
F5 Networks Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for F5 Networks' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as F5 Networks' standard deviation. In reality, there are many statistical measures that can use F5 Networks historical prices to predict the future F5 Networks' volatility.| Risk Adjusted Performance | 0.0786 | |||
| Jensen Alpha | 0.2079 | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | 0.0424 | |||
| Treynor Ratio | (0.84) |
F5 Networks Backtested Returns
At this point, F5 Networks is very steady. F5 Networks retains Efficiency (Sharpe Ratio) of 0.0896, which denotes the company had a 0.0896 % return per unit of price deviation over the last 3 months. We have found twenty-eight technical indicators for F5 Networks, which you can use to evaluate the volatility of the entity. Please confirm F5 Networks' Standard Deviation of 2.08, market risk adjusted performance of (0.83), and Downside Deviation of 1.67 to check if the risk estimate we provide is consistent with the expected return of 0.19%. F5 Networks has a performance score of 7 on a scale of 0 to 100. The firm owns a Beta (Systematic Risk) of -0.22, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning F5 Networks are expected to decrease at a much lower rate. During the bear market, F5 Networks is likely to outperform the market. F5 Networks today owns a risk of 2.08%. Please confirm F5 Networks information ratio, treynor ratio, and the relationship between the downside deviation and total risk alpha , to decide if F5 Networks will be following its current price history.
Auto-correlation | -0.21 |
Weak reverse predictability
F5 Networks has weak reverse predictability. Overlapping area represents the amount of predictability between F5 Networks time series from 12th of May 2025 to 26th of June 2025 and 26th of June 2025 to 10th of August 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of F5 Networks price movement. The serial correlation of -0.21 indicates that over 21.0% of current F5 Networks price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.21 | |
| Spearman Rank Test | 0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 97.71 |
F5 Networks lagged returns against current returns
Autocorrelation, which is F5 Networks stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting F5 Networks' stock expected returns. We can calculate the autocorrelation of F5 Networks returns to help us make a trade decision. For example, suppose you find that F5 Networks has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
F5 Networks regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If F5 Networks stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if F5 Networks stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in F5 Networks stock over time.
Current vs Lagged Prices |
| Timeline |
F5 Networks Lagged Returns
When evaluating F5 Networks' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of F5 Networks stock have on its future price. F5 Networks autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, F5 Networks autocorrelation shows the relationship between F5 Networks stock current value and its past values and can show if there is a momentum factor associated with investing in F5 Networks.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in FFV Stock
When determining whether F5 Networks is a strong investment it is important to analyze F5 Networks' competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact F5 Networks' future performance. For an informed investment choice regarding FFV Stock, refer to the following important reports:Check out F5 Networks Correlation, F5 Networks Volatility and F5 Networks Alpha and Beta module to complement your research on F5 Networks. For more detail on how to invest in FFV Stock please use our How to Invest in F5 Networks guide.You can also try the Financial Widgets module to easily integrated Macroaxis content with over 30 different plug-and-play financial widgets.
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.