F5 Networks Stock Market Value
| FFIV Stock | USD 250.35 0.28 0.11% |
| Symbol | FFIV |
F5 Networks Price To Book Ratio
Is Communications Equipment space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of F5 Networks. If investors know FFIV will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about F5 Networks listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.102 | Earnings Share 9.55 | Revenue Per Share 47.958 | Quarterly Revenue Growth 0.056 | Return On Assets 0.0777 |
The market value of F5 Networks is measured differently than its book value, which is the value of FFIV that is recorded on the company's balance sheet. Investors also form their own opinion of F5 Networks' value that differs from its market value or its book value, called intrinsic value, which is F5 Networks' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because F5 Networks' market value can be influenced by many factors that don't directly affect F5 Networks' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between F5 Networks' value and its price as these two are different measures arrived at by different means. Investors typically determine if F5 Networks is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, F5 Networks' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
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.
| 06/03/2024 |
| 11/30/2024 |
If you would invest 0.00 in F5 Networks on June 3, 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 180 days. F5 Networks is related to or competes with VeriSign, Check Point, Qualys, CyberArk Software, Amdocs, Akamai Technologies, and Godaddy. F5, Inc. provides multi-cloud application security and delivery solutions in the United States, Europe, the Middle East,... 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 | 1.12 | |||
| Information Ratio | 0.1396 | |||
| Maximum Drawdown | 12.18 | |||
| Value At Risk | (1.77) | |||
| Potential Upside | 1.83 |
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 | 0.1776 | |||
| Jensen Alpha | 0.2528 | |||
| Total Risk Alpha | 0.0838 | |||
| Sortino Ratio | 0.2 | |||
| Treynor Ratio | 0.4544 |
F5 Networks Backtested Returns
F5 Networks appears to be very steady, given 3 months investment horizon. F5 Networks retains Efficiency (Sharpe Ratio) of 0.24, which denotes the company had a 0.24% return per unit of price deviation over the last 3 months. We have found twenty-nine technical indicators for F5 Networks, which you can use to evaluate the volatility of the entity. Please utilize F5 Networks' Standard Deviation of 1.6, downside deviation of 1.12, and Market Risk Adjusted Performance of 0.4644 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 18. The firm owns a Beta (Systematic Risk) of 0.77, 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' coefficient of variation, semi variance, period momentum indicator, as well as the relationship between the treynor ratio and daily balance of power , to make a quick decision on whether F5 Networks' current price history will revert.
Auto-correlation | 0.90 |
Excellent predictability
F5 Networks has excellent predictability. Overlapping area represents the amount of predictability between F5 Networks time series from 3rd of June 2024 to 1st of September 2024 and 1st of September 2024 to 30th of November 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 0.9 indicates that approximately 90.0% of current F5 Networks price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.9 | |
| Spearman Rank Test | 0.81 | |
| Residual Average | 0.0 | |
| Price Variance | 216.35 |
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 |
Thematic Opportunities
Explore Investment Opportunities
Additional 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.