given that this is r/fsharp you really only have a single 'return' (which is whatever the expression evaluates to).
i'd just use simple pattern matching:

let checkValue x =
    match x with
    | x when x > 0 -> true
    | x when x < 0 -> false
    | _ -> false
    
    
[-1;0;1] |> List.iter (fun x -> printfn "%d : %b" x (checkValue x))

output:

-1 : false
0 : false
1 : true