Agilent Technologies Performance

A -- USA Stock  

USD 64.97  1.16  1.75%

Macroaxis gives Agilent Technologies performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.0 which signifies that the returns on MARKET and Agilent Technologies are completely uncorrelated. Even though it is essential to pay attention to Agilent Technologies 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 exposes twenty-one different technical indicators which can help you to evaluate its performance. Agilent Technologies has expected return of -0.0355%. Please be advised to confirm Agilent Technologies Coefficient Of Variation, Jensen Alpha, Potential Upside, as well as the relationship between Variance and Maximum Drawdown to decide if Agilent Technologies past performance will be repeated at some point in the near future.
 Time Horizon     30 Days    Login   to change

Agilent Technologies Relative Risk vs. Return Landscape

If you would invest  6,555  in Agilent Technologies on May 19, 2018 and sell it today you would lose (57.00)  from holding Agilent Technologies or give up 0.87% of portfolio value over 30 days. Agilent Technologies is generating negative expected returns and assumes 1.1318% volatility on return distribution over the 30 days horizon. Put is differently, 10% 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 is expected to under-perform the market. In addition to that, the company is 1.87 times more volatile than its market benchmark. It trades about -0.03 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.05 per unit of volatility.

Agilent Technologies Market Risk Analysis

Sharpe Ratio = -0.0314
Best
Portfolio
Best
Equity
Good Returns
Average Returns
Small Returns
CashSmall
Risk
Average
Risk
High
Risk
Huge
Risk
Negative ReturnsA

Agilent Technologies Relative Performance Indicators

Estimated Market Risk
 1.13
  actual daily
 
 90 %
of total potential
  
Expected Return
 -0.04
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.03
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Agilent Technologies is performing at about 0% 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.

Performance Rating

Agilent Technologies Risk Adjusted Performance Analysis
0 

Risk-Adjusted Performance

Over the last 30 days Agilent Technologies has generated negative risk-adjusted returns adding no value to investors with long positions.

Agilent Technologies Alerts

Equity Alerts and Improvement Suggestions
Agilent Technologies generates negative expected return over the last 30 days
Agilent Technologies has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its interest payments
Over 88.0% of the company shares are held by institutions such as insurance companies
Latest headline from www.nasdaqfortune.com: Agilent Technologies, Inc. stock recent close stands at 61.85

Dividends

Agilent Technologies Dividends Analysis
Check Agilent Technologies dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
Check Dividends  
Check also Trending Equities. Please also try Portfolio Quick Import module to import or update all your transactions via one easy-to-use interface.