Agilent Technologies Alpha and Beta Analysis Overview

A -- USA Stock  

USD 64.97  1.16  1.75%

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.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

Agilent Technologies Market Premiums

α0.04β0.0481
30 days against DJI
Risk Adjusted Performance  

0.01

Jensen Alpha  

0.0

Total Risk Alpha  

0.0

Sortino Ratio  

0.082

Treynor Ratio  

0.0

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 Sun, May 20, 2018 and Tue, Jun 19, 2018 is 64.84 with a coefficient of variation of 2.24. The daily time series for the period is distributed with a sample standard deviation of 1.45, arithmetic mean of 64.48, and mean deviation of 1.22. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Agilent Technologies, Inc. stock recent close stands at 61.8...05/30/2018
2
Agilent Technologies, Inc. sticks almost 0.36 percent in las...06/05/2018
3
52-week High Price Level To Watch- Agilent Technologies, Inc...06/08/2018
4
Investors anticipate higher performance on Agilent Technolog...06/12/2018
5
Exercise or conversion by Michael McMullen of 43703 shares o...06/15/2018
6
Acquisition or disposition of Agilent Technologies securitie...06/18/2018

Current Sentiment - A

Agilent Technologies Investor Sentiment
Most of Macroaxis users are presently bullish on Agilent Technologies. What is your sentiment towards investing in Agilent Technologies? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
Skip

Upcoming Events

Agilent Technologies Upcoming Company Events
Upcoming Quarterly ReportMay 15, 2017
Next Earnings ReportAugust 16, 2017

Generate Optimal Portfolios

Align your risk and return expectations
Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations