F5 Networks Stock Performance

FFIV
 Stock
  

USD 154.02  1.01  0.65%   

The firm owns a Beta (Systematic Risk) of 1.2045, 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 0.017% will be sustainable into the future. F5 Networks today owns a risk of 2.44%. Please confirm F5 Networks coefficient of variation, semi variance, price action indicator, as well as the relationship between the treynor ratio and daily balance of power to decide if F5 Networks will be following its current price history.
  
F5 Networks Performance
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Over the last 90 days F5 Networks has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of fairly stable forward indicators, F5 Networks is not utilizing all of its potentials. The latest stock price fuss, may contribute to near-short-term losses for the sophisticated investors. ...more

Structure and Payout Changes

Last Split Factor
2:1
Last Split Date
2007-08-21

F5 Networks Price Channel

Begin Period Cash Flow584333000.00
Total Cashflows From Investing Activities218116000.00

F5 Networks Relative Risk vs. Return Landscape

If you would invest  15,501  in F5 Networks on September 3, 2022 and sell it today you would lose (120.00)  from holding F5 Networks or give up 0.77% of portfolio value over 90 days. F5 Networks is currently generating 0.017% in daily expected returns and assumes 2.4396% risk (volatility on return distribution) over the 90 days horizon. In different words, 21% of stocks are less volatile than F5 Networks, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon.
  Daily Expected Return (%)  
       Risk (%)  
Given the investment horizon of 90 days F5 Networks is expected to generate 7.6 times less return on investment than the market. In addition to that, the company is 1.62 times more volatile than its market benchmark. It trades about 0.01 of its total potential returns per unit of risk. The NYSE Composite is currently generating roughly 0.09 per unit of volatility.

F5 Networks Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for F5 Networks' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as F5 Networks, and traders can use it to determine the average amount a F5 Networks' price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.

Sharpe Ratio = 0.0069

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Negative ReturnsFFIV
Estimated Market Risk
 2.44
  actual daily
 
 21 %
of total potential
 
2121
Expected Return
 0.02
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 0 %
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Risk-Adjusted Return
 0.01
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Based on monthly moving average F5 Networks is performing at about 0% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of F5 Networks by adding it to a well-diversified portfolio.

About F5 Networks Performance

To evaluate F5 Networks Stock as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when F5 Networks generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare F5 Networks Stock's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand F5 Networks market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents F5 Networks's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.
Last ReportedProjected for 2022
Effect of Exchange Rate Changes on Cash-85.1 K-91.8 K
Return on Investment 14.56  14.94 
Return on Average Assets 6.27  6.44 
Return on Average Equity 13.34  20.45 
Return on Invested Capital 0.33  0.34 
Return on Sales 0.13  0.18 

Things to note about F5 Networks

Checking the ongoing alerts about F5 Networks for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for F5 Networks help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.

F5 Networks Alerts

Equity Alerts and Improvement Suggestions

Over 99.0% of the company shares are owned by institutional investors
Latest headline from news.google.com: F5 Inc. stock rises Tuesday, outperforms market - MarketWatch
Please check Investing Opportunities. You can also try Theme Ratings module to determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance.

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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
9.4 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.