F5 Networks (Germany) Market Value
| FFV Stock | EUR 241.40 0.00 0.00% |
| 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.
| 11/26/2024 |
| 12/26/2024 |
If you would invest 0.00 in F5 Networks on November 26, 2024 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 30 days. F5 Networks is related to or competes with Fair Isaac, Okta, Amdocs, Xero, and Nutanix. 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 | 1.2 | |||
| Information Ratio | 0.1449 | |||
| Maximum Drawdown | 14.17 | |||
| Value At Risk | (2.23) | |||
| Potential Upside | 2.37 |
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 | 0.1405 | |||
| Jensen Alpha | 0.2969 | |||
| Total Risk Alpha | 0.2266 | |||
| Sortino Ratio | 0.2293 | |||
| Treynor Ratio | 0.8969 |
F5 Networks Backtested Returns
F5 Networks appears to be very steady, given 3 months investment horizon. F5 Networks retains Efficiency (Sharpe Ratio) of 0.17, which denotes the company had a 0.17% return per unit of price deviation over the last 3 months. We have found twenty-four technical indicators for F5 Networks, which you can use to evaluate the volatility of the entity. Please utilize F5 Networks' Downside Deviation of 1.2, market risk adjusted performance of 0.9069, and Standard Deviation of 1.89 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, F5 Networks holds a performance score of 13. The firm owns a Beta (Systematic Risk) of 0.34, which means possible diversification benefits within a given portfolio. As returns on the market increase, F5 Networks' returns are expected to increase less than the market. However, during the bear market, the loss of holding F5 Networks is expected to be smaller as well. Please check F5 Networks' information ratio, treynor ratio, and the relationship between the downside deviation and total risk alpha , to make a quick decision on whether F5 Networks' current price history will revert.
Auto-correlation | -0.74 |
Almost perfect reverse predictability
F5 Networks has almost perfect reverse predictability. Overlapping area represents the amount of predictability between F5 Networks time series from 26th of November 2024 to 11th of December 2024 and 11th of December 2024 to 26th of December 2024. 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 -0.74 indicates that around 74.0% of current F5 Networks price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.74 | |
| Spearman Rank Test | -0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 17.5 |
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 Equity Analysis module to research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities.
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.