F5 Networks Stock Alpha and Beta Analysis
| FFIV Stock | USD 250.07 0.00 0.00% |
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 0.77 | Alpha 0.26 | Risk 1.63 | Sharpe Ratio 0.21 | Expected Return 0.34 |
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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 | 0.26 | β | 0.77 |
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 Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 219.43 with a coefficient of variation of 6.79. The daily time series for the period is distributed with a sample standard deviation of 15.06, arithmetic mean of 221.99, and mean deviation of 12.15. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 1000 shares by Klein Peter S of F5 Networks subject to Rule 16b-3 | 09/05/2024 |
2 | Disposition of 1000 shares by Higginson Alan of F5 Networks at 201.65 subject to Rule 16b-3 | 09/09/2024 |
3 | Disposition of 1450 shares by Locoh-donou Francois of F5 Networks at 218.26 subject to Rule 16b-3 | 10/03/2024 |
4 | F5 CFO Pelzer sells 130,601 in common stock | 10/22/2024 |
5 | F5 promotes longtime executive to chief financial officer | 10/29/2024 |
6 | Acquisition by Gonzalez Julie Marie of 480 shares of F5 Networks subject to Rule 16b-3 | 11/01/2024 |
7 | Why F5 Networks is a Top Growth Stock for the Long-Term | 11/04/2024 |
8 | Disposition of 4893 shares by Scot Rogers of F5 Networks at 233.88 subject to Rule 16b-3 | 11/05/2024 |
9 | Insider Sale EVP, Worldwide Sales Chad Whalen Sells 4,461 Shares of F5 Inc | 11/07/2024 |
10 | F5 Introduces AI Gateway to Manage and Secure Surging AI Traffic and Application Demands | 11/12/2024 |
11 | F5 Expands AI Portfolio Should You Buy, Sell or Hold the Stock | 11/14/2024 |
12 | Hotchkis Wiley Capitalizes on F5 Inc with Strategic Share Acquisition | 11/15/2024 |
13 | Insider Trading | 11/19/2024 |
14 | Heres Why F5 Networks is a Strong Growth Stock | 11/21/2024 |
15 | Director Alan Higginson Sells 825 Shares of F5 Inc | 11/22/2024 |
16 | F5 Stock Hits a New 52-Week High What Should Investors Do Now | 11/26/2024 |
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 | 2022 | 2023 | 2024 (projected) | Days Sales Outstanding | 106.92 | 107.55 | 50.42 | 77.01 | PTB Ratio | 3.53 | 3.45 | 4.13 | 6.59 |
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 |
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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.