Agilent Technologies Alpha and Beta Analysis

Agilent Technologies Inc -- USA Stock  

USD 67.02  0.23  0.34%

This module allows you to check different measures of market premium for Agilent Technologies Inc 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
Investment Horizon     30 Days    Login   to change
Symbol
Run Premiums

Agilent Technologies Market Premiums

α (average alpha)=0.11    β (beta)=0.28    
30 days against DJI
Risk Adjusted Performance  0.0394Jensen Alpha  (0.050864)Total Risk Alpha  (0.44)Sortino Ratio  (0.11)Treynor Ratio  0.1141

Agilent Technologies expected buy-and-hold returns

   

Agilent Technologies Market Price Analysis

Price Series Summation
Price Series Division
Inverse Tangent Over Price Movement
Price Ceiling Movement
Aroon Oscillator
Balance Of Power
BBANDS
Double Exponential Moving Average
Belt hold
Hanging Man

Agilent Technologies Return and Market Media

The median price of Agilent Technologies for the period between Sun, Sep 24, 2017 and Tue, Oct 24, 2017 is 66.12 with a coefficient of variation of 1.65. The daily time series for the period is distributed with a sample standard deviation of 1.09, arithmetic mean of 65.86, and mean deviation of 0.9. The Stock received some media coverage during the period.
Price Growth (%)  
      Timeline 
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Bona fide gift to Michael McMullen of 2093 shares of Agilent...09/29/2017