F5 Networks Stock Alpha and Beta Analysis

FFIV Stock  USD 188.84  1.86  0.99%   
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
1.06
Alpha
(0.05)
Risk
1.06
Sharpe Ratio
0.0885
Expected Return
0.0934
Please note that although F5 Networks alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., NYSE Composite index.) So in this particular case, F5 Networks did 0.05  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of F5 Networks stock's relative risk over its benchmark. F5 Networks has a beta of 1.06  . F5 Networks returns are very sensitive to returns on the market. As the market goes up or down, F5 Networks is expected to follow. Price Book Value Ratio is likely to climb to 6.67 in 2024. Enterprise Value Multiple is likely to climb to 12.00 in 2024.
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.
  
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.

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-0.05   β1.06

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, Dec 29, 2023 and Thu, Mar 28, 2024 is 184.64 with a coefficient of variation of 3.1. The daily time series for the period is distributed with a sample standard deviation of 5.7, arithmetic mean of 183.95, and mean deviation of 4.61. The Stock received a lot of media exposure during the period.
 Price Growth (%)  
       Timeline  
1
F5 Networks Inc at Barclays Global Technology, Media and Telecommunications Conference ...
01/23/2024
2
F5 Updates Q2 2024 Earnings Guidance
02/01/2024
3
Disposition of 500 shares by Francis Pelzer of F5 Networks at 182.31 subject to Rule 16b-3
02/20/2024
4
F5, Inc. CFO Francis J. Pelzer Sells 500 Shares of Stock
02/23/2024
5
Sale by Mika Yamamoto of 1773 shares of F5 Networks
03/01/2024
6
F5 Inc President, CEO Director Francois Locoh-Donou Sells 6,400 Shares
03/05/2024
7
Disposition of 1000 shares by Alan Higginson of F5 Networks at 190.4258 subject to Rule 16b-3
03/07/2024
8
We Think The Compensation For F5, Inc.s CEO Looks About Right
03/08/2024
9
Acquisition by Erwin Tami A. of tradable shares of F5 Networks subject to Rule 16b-3
03/12/2024
10
Are You a Growth Investor This 1 Stock Could Be the Perfect Pick
03/13/2024
11
Acquisition by Budnik Marianne of 1309 shares of F5 Networks subject to Rule 16b-3
03/14/2024
12
Insider Trading
03/18/2024
13
Anchor Investment Management LLC Invests 51000 in F5, Inc. - Defense World
03/19/2024
14
Disposition of 500 shares by Francis Pelzer of F5 Networks at 189.12 subject to Rule 16b-3
03/20/2024
15
Why F5 Networks is a Top Value Stock for the Long-Term
03/22/2024
16
If EPS Growth Is Important To You, F5 Presents An Opportunity
03/26/2024

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 2023 2024 (projected)
Dividend Yield0.0062110.0071430.006866
Price To Sales Ratio3.243.957.04

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
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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

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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 FFIV Stock, refer to the following important reports:
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 Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.

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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.
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A focus of F5 Networks technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of F5 Networks trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...