F5 Networks Stock Market Value

FFIV
 Stock
  

USD 151.41  3.20  2.07%   

F5 Networks' market value is the price at which a share of F5 Networks stock trades on a public exchange. It measures the collective expectations of F5 Networks investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of F5 Networks and determine expected loss or profit from investing in F5 Networks over a given investment horizon. Please check F5 Networks Correlation, F5 Networks Volatility and F5 Networks Alpha and Beta module to complement your research on F5 Networks.
Symbol


Is F5 Networks' industry 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 F5 Networks 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 YOY
(0.18) 
Market Capitalization
9.3 B
Quarterly Revenue Growth YOY
0.026
Return On Assets
0.0508
Return On Equity
0.13
The market value of F5 Networks is measured differently than its book value, which is the value of F5 Networks 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 F5 Networks value 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.
0.00
12/11/2020
No Change 0.00  0.0 
In 1 year 11 months and 21 days
12/01/2022
0.00
If you would invest  0.00  in F5 Networks on December 11, 2020 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 720 days. F5 Networks is related to or competes with International Business, Home Depot, Procter Gamble, Exxon, Caterpillar, Dupont De, and Merck. 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.

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.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of F5 Networks' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy. Please use the tools below to analyze the current value of F5 Networks in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
152.16154.60157.04
Details
Intrinsic
Valuation
LowReal ValueHigh
139.15179.39181.83
Details
Naive
Forecast
LowNext ValueHigh
152.61155.05157.49
Details
12 Analysts
Consensus
LowTarget PriceHigh
200.00255.27303.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as F5 Networks. Your research has to be compared to or analyzed against F5 Networks' peers to derive any actionable benefits. When done correctly, F5 Networks' competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in F5 Networks.

F5 Networks Backtested Returns

We consider F5 Networks very steady. F5 Networks retains Efficiency (Sharpe Ratio) of 0.0058, which denotes the company had 0.0058% of return per unit of price deviation over the last 3 months. Our outlook to predicting the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for F5 Networks, which you can use to evaluate the future volatility of the entity. Please confirm F5 Networks market risk adjusted performance of (0.023806), and Standard Deviation of 2.4 to check if the risk estimate we provide is consistent with the expected return of 0.0142%.
The firm owns a Beta (Systematic Risk) of 1.1944, which means a somewhat significant risk relative to the market. Let's try to break down what F5 Networks's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, F5 Networks will likely underperform. Although it is important to respect F5 Networks existing price patterns, it is better to be realistic regarding the information on the equity's price patterns. The way in which we are predicting future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By examining F5 Networks technical indicators, you can at this moment evaluate if the expected return of 0.0142% will be sustainable into the future. F5 Networks today owns a risk of 2.46%. Please confirm F5 Networks coefficient of variation, as well as the relationship between the treynor ratio and semi variance to decide if F5 Networks will be following its current price history.

Auto-correlation

    
  -0.35  

Poor reverse predictability

F5 Networks has poor reverse predictability. Overlapping area represents the amount of predictability between F5 Networks time series from 11th of December 2020 to 6th of December 2021 and 6th of December 2021 to 1st of December 2022. 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 -0.35 indicates that nearly 35.0% of current F5 Networks price fluctuation can be explain by its past prices.
Correlation Coefficient-0.35
Spearman Rank Test-0.5
Residual Average0.0
Price Variance966.88

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 stock 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 stock movement to match the lagging time series.
   Current and Lagged Values   
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       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   
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       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   
Share
       Timeline  

Be your own money manager

Our tools can tell you how much better you can do entering a position in F5 Networks without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.

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Please check F5 Networks Correlation, F5 Networks Volatility and F5 Networks Alpha and Beta module to complement your research on F5 Networks. You can also try Money Managers module to screen money managers from public funds and ETFs managed around the world.

Complementary Tools for 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 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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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.
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...