Agilent Technologies Backtesting

Agilent Technologies Inc -- USA Stock  

USD 72.19  0.88  1.2%

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
 Time Horizon     30 Days    Login   to change

Agilent Technologies 'What if' Analysis

December 22, 2017
No Change 0.00  0.0%
In 31 days
January 21, 2018
If you would invest  0.00  in Agilent Technologies on December 22, 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 

Agilent Technologies regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Agilent Technologies Inc Backtested Returns

Macroaxis considers Agilent Technologies not too risky given 1 month investment horizon. Agilent Technologies Inc secures Sharpe Ratio (or Efficiency) of 0.4206 which signifies that Agilent Technologies Inc had 0.4206% of return per unit of risk over the last 1 month. Our philosophy towards foreseeing volatility of a stock is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty technical indicators for Agilent Technologies Inc which you can use to evaluate future volatility of the firm. Please makes use of Agilent Technologies Inc Coefficient Of Variation of 286.18, Risk Adjusted Performance of 0.1602 and Mean Deviation of 0.7956 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100 Agilent Technologies holds performance score of 27. The firm shows Beta (market volatility) of 1.2203 which signifies that as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Agilent Technologies will likely underperform.. Although it is vital to follow to Agilent Technologies Inc historical returns, it is good to be conservative about what you can actually do with the information regarding equity current trending patterns. The philosophy towards foreseeing future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By analyzing Agilent Technologies Inc technical indicators you can presently evaluate if the expected return of 0.4595% will be sustainable into the future. Please makes use of Agilent Technologies Inc Standard Deviation, Treynor Ratio, Downside Variance, as well as the relationship between Information Ratio and Value At Risk to make a quick decision on weather Agilent Technologies price patterns will revert.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.75 

Good predictability

Agilent Technologies Inc has good predictability. Overlapping area represents the amount of predictability between Agilent Technologies time series from December 22, 2017 to January 6, 2018 and January 6, 2018 to January 21, 2018. 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 0.75 indicates that around 75.0% of current Agilent Technologies price fluctuation can be explain by its past prices.
Correlation Coefficient 0.75
Spearman Rank Test 0.48
Price Variance 0.73
Lagged Price Variance 1.0

Agilent Technologies Lagged Returns

 Regressed Prices 

Agilent Technologies Performance vs DOW

The median price of Agilent Technologies for the period between Fri, Dec 22, 2017 and Sun, Jan 21, 2018 is 69.32 with a coefficient of variation of 2.94. The daily time series for the period is distributed with a sample standard deviation of 2.04, arithmetic mean of 69.36, and mean deviation of 1.82. The Stock received some media coverage during the period.
December 29, 2017Agilent Technologies Dividend Paid
Price Growth (%)  
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