Agilent Technologies Backtesting

Agilent Technologies Inc -- USA Stock  

USD 66.85  0.17  0.25%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Agilent Technologies Inc and determine expected loss or profit from investing in Agilent Technologies over given investment horizon. Check also Agilent Technologies Hype Analysis, Agilent Technologies Correlation, Agilent Technologies Valuation, Agilent Technologies Volatility as well as analyze Agilent Technologies Alpha and Beta and Agilent Technologies Performance
Investment Horizon     30 Days    Login   to change
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Agilent Technologies 'What if' Analysis

November 14, 2017
0.00
No Change 0.00  0.0%
In 31 days
December 14, 2017
0.00
If you would invest  0.00  in Agilent Technologies on November 14, 2017 and sell it all today you would earn a total of 0.00 from holding Agilent Technologies Inc or generate 0.0% return on investment in Agilent Technologies over 30 days. Agilent Technologies is related to or competes with Curtiss Wright, Sensata Technologies, FLIR Systems, AMETEK, and IDEX. Its Life Sciences and Applied Markets segment offers liquid chromatography systems and components liquid chromatography ...

Agilent Technologies Upside/Downside Indicators

  

Agilent Technologies Market Premium Indicators

Agilent Technologies Inc lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Agilent Technologies regressed lagged prices vs. current prices

 Current vs Lagged Prices 
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Agilent Technologies Inc Backtested Returns

Macroaxis considers Agilent Technologies to be not too risky. Agilent Technologies Inc secures Sharpe Ratio (or Efficiency) of -0.0234 which signifies that Agilent Technologies Inc had -0.0234% of return per unit of risk over the last 1 month. Macroaxis philosophy towards foreseeing risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Agilent Technologies Inc exposes twenty-eight different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Agilent Technologies Inc Risk Adjusted Performance of (0.001268) and Mean Deviation of 0.9726 to double-check risk estimate we provide. Macroaxis gives Agilent Technologies performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.9694 which signifies that Agilent Technologies returns are very sensitive to returns on the market. as market goes up or down, Agilent Technologies is expected to follow.. Even though it is essential to pay attention to Agilent Technologies Inc historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy towards foreseeing future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Agilent Technologies Inc exposes twenty-eight different technical indicators which can help you to evaluate its performance. Agilent Technologies Inc has expected return of -0.0322%. Please be advised to confirm Agilent Technologies Inc Coefficient Of Variation, Sortino Ratio, Potential Upside, as well as the relationship between Jensen Alpha and Maximum Drawdown to decide if Agilent Technologies Inc past performance will be repeated at some point in the near future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.71) 

Almost perfect reverse predictability

Agilent Technologies Inc has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Agilent Technologies time series from November 14, 2017 to November 29, 2017 and November 29, 2017 to December 14, 2017. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Agilent Technologies Inc price movement. The serial correlation of -0.71 indicates that around 71.0% of current Agilent Technologies price fluctuation can be explain by its past prices. Given that Agilent Technologies Inc has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Agilent Technologies for similar time interval.
Correlation Coefficient -0.71
Spearman Rank Test 0.19
Price Variance 1.25
Lagged Price Variance 0.91

Agilent Technologies Lagged Returns

 Regressed Prices 
      Timeline 

Agilent Technologies Performance vs DOW

The median price of Agilent Technologies for the period between Tue, Nov 14, 2017 and Thu, Dec 14, 2017 is 68.69 with a coefficient of variation of 2.06. The daily time series for the period is distributed with a sample standard deviation of 1.4, arithmetic mean of 68.03, and mean deviation of 1.24. The Stock received some media coverage during the period.
Price Growth (%)  
      Timeline 
1
Buy or Sell Average Brokerage Ratings on Agilent Technologie...12/13/2017