Agilent Technologies Alpha and Beta Analysis Overview

A -- USA Stock  

USD 69.08  0.48  0.69%

This module allows you to check different measures of market premium for Agilent Technologies as well as systematic risk associated with investing in Agilent Technologies over a specified time horizon. Check also Agilent Technologies Backtesting, Agilent Technologies Valuation, Agilent Technologies Correlation, Agilent Technologies Hype Analysis, Agilent Technologies Volatility, Agilent Technologies History and analyze Agilent Technologies Performance.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Agilent Technologies Market Premiums

α0.21β0.35
30 days against DJI
Risk Adjusted Performance  

0.1471

Jensen Alpha  

0.2315

Total Risk Alpha  

0.0731

Sortino Ratio  

0.0

Treynor Ratio  

2.67

Agilent Technologies expected buy-and-hold returns

Agilent Technologies Market Price Analysis

Agilent Technologies Return and Market Media

The median price of Agilent Technologies for the period between Wed, Aug 22, 2018 and Fri, Sep 21, 2018 is 67.36 with a coefficient of variation of 32.41. The daily time series for the period is distributed with a sample standard deviation of 19.89, arithmetic mean of 61.38, and mean deviation of 11.16. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Agilent Technologies exotic insider transaction detected08/30/2018
2
Agilent Technologies exotic insider transaction detected09/04/2018
3
Acquisition by Paul Clark of 2125 shares of Agilent Technolo...09/07/2018
4
American Century Companies Inc. Increases Holdings in Agilen...09/11/2018
5
Sale by Paul Clark of 2876 shares of Agilent Technologies09/14/2018
6
Exercise or conversion by Nersesian Ronald S of 45533 shares...09/17/2018

Agilent Technologies Upcoming Events

Agilent Technologies Upcoming Company Events

Upcoming Quarterly ReportMay 15, 2017
Next Earnings ReportAugust 16, 2017

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