F5 Networks' market value is the price at which a share of F5 Networks trades on a public exchange. It measures the collective expectations of F5 Networks investors about its performance. F5 Networks is selling for under 299.24 as of the 24th of July 2025; that is 0.42% up since the beginning of the trading day. The stock's lowest day price was 299.24. 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. Check out F5 Networks Correlation, F5 Networks Volatility and F5 Networks Alpha and Beta module to complement your research on F5 Networks.
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.
0.00
04/25/2025
No Change 0.00
0.0
In 2 months and 31 days
07/24/2025
0.00
If you would invest 0.00 in F5 Networks on April 25, 2025 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 90 days. F5 Networks is related to or competes with Mobius Investment, Temple Bar, AcadeMedia, New Residential, Vietnam Enterprise, Zinc Media, and Smithson Investment. F5 Networks is entity of United Kingdom. It is traded as Stock on LSE exchange. 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.
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.
F5 Networks appears to be very steady, given 3 months investment horizon. F5 Networks retains Efficiency (Sharpe Ratio) of 0.14, which denotes the company had a 0.14 % return per unit of price deviation over the last 3 months. We have found thirty technical indicators for F5 Networks, which you can use to evaluate the volatility of the entity. Please utilize F5 Networks' Standard Deviation of 1.48, downside deviation of 1.46, and Market Risk Adjusted Performance of 1.05 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 10. The firm owns a Beta (Systematic Risk) of 0.23, which means not very significant fluctuations relative to the market. 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' market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to make a quick decision on whether F5 Networks' current price history will revert.
Auto-correlation
0.55
Modest predictability
F5 Networks has modest predictability. Overlapping area represents the amount of predictability between F5 Networks time series from 25th of April 2025 to 9th of June 2025 and 9th of June 2025 to 24th of July 2025. 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 0.55 indicates that about 55.0% of current F5 Networks price fluctuation can be explain by its past prices.
Correlation Coefficient
0.55
Spearman Rank Test
0.51
Residual Average
0.0
Price Variance
24.98
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
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.
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.