Agilent Technologies Performance

Agilent Technologies Inc -- USA Stock  

USD 66.44  0.81  1.2%

Agilent Technologies has performance score of 8 on a scale of 0 to 100. The firm shows Beta (market volatility) of 1.1817 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 extremely important to respect Agilent Technologies Inc historical returns, it is better to be realistic regarding the information on equity current trending patternss. 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 0.0937% will be sustainable into the future. Agilent Technologies Inc right now shows a risk of 0.7714%. Please confirm Agilent Technologies Inc Coefficient Of Variation, Jensen Alpha, Potential Upside, as well as the relationship between Variance and Maximum Drawdown to decide if Agilent Technologies Inc will be following its price patterns.
Investment Horizon     30 Days    Login   to change

Relative Risk vs. Return Landscape

If you would invest  6,592  in Agilent Technologies Inc on September 21, 2017 and sell it today you would earn a total of  133  from holding Agilent Technologies Inc or generate 2.02% return on investment over 30 days. Agilent Technologies Inc is generating 0.0937% of daily returns and assumes 0.7714% volatility on return distribution over the 30 days horizon. Put is differently, 7% of equities are less volatile than the company and over 99% of traded equities are expected to make higher returns on investment over the next 30 days.
 Daily Expected Return (%) 
      Risk (%) 
Taking into account the 30 trading days horizon, Agilent Technologies Inc is expected to generate 1.72 times less return on investment than the market. In addition to that, the company is 3.12 times more volatile than its market benchmark. It trades about 0.12 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.65 per unit of volatility.

Agilent Technologies Daily Price Distribution

The median price of Agilent Technologies for the period between Thu, Sep 21, 2017 and Sat, Oct 21, 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.
8 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Agilent Technologies Inc are ranked lower than 8 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

Agilent Technologies Sharpe Ratio = 0.1214
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Estimated Market Risk

 0.77
  actual daily
 
 93 %
of total potential
  

Expected Return

 0.09
  actual daily
 
 1 %
of total potential
  

Risk-Adjusted Return

 0.12
  actual daily
 
 8 %
of total potential
  
Based on monthly moving average Agilent Technologies is performing at about 8% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Agilent Technologies by adding it to a well-diversified portfolio.

Dividends

Agilent Technologies Inc Dividends Analysis
Check Agilent Technologies Inc dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
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