Agilent Technologies Performance

A -- USA Stock  

USD 71.14  0.61  0.85%

On a scale of 0 to 100 Agilent Technologies holds performance score of 6. The firm shows Beta (market volatility) of 0.9211 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.. Although it is extremely important to respect Agilent Technologies historical returns, it is better to be realistic regarding the information on 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 technical indicators you can presently evaluate if the expected return of 0.215% will be sustainable into the future. Please makes use of Agilent Technologies Coefficient Of Variation, Jensen Alpha, Potential Upside, as well as the relationship between Variance and Maximum Drawdown to make a quick decision on weather Agilent Technologies price patterns will revert.
Horizon     30 Days    Login   to change

Agilent Technologies Relative Risk vs. Return Landscape

If you would invest  6,563  in Agilent Technologies on November 13, 2018 and sell it today you would earn a total of  551.00  from holding Agilent Technologies or generate 8.4% return on investment over 30 days. Agilent Technologies is generating 0.215% of daily returns and assumes 2.1794% volatility on return distribution over the 30 days horizon. Put is differently, 19% of equities are less volatile than the company and over 96% 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 generate 1.7 times more return on investment than the market. However, the company is 1.7 times more volatile than its market benchmark. It trades about 0.1 of its potential returns per unit of risk. The DOW is currently generating roughly -0.05 per unit of risk.

Agilent Technologies Market Risk Analysis

Sharpe Ratio = 0.0987
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Agilent Technologies Relative Performance Indicators

Estimated Market Risk
 2.18
  actual daily
 
 19 %
of total potential
 
19
Expected Return
 0.22
  actual daily
 
 4 %
of total potential
 
4
Risk-Adjusted Return
 0.1
  actual daily
 
 6 %
of total potential
 
6
Based on monthly moving average Agilent Technologies is performing at about 6% 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.

Agilent Technologies Performance Rating

Agilent Technologies Risk Adjusted Performance Analysis

6

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Agilent Technologies are ranked lower than 6 (%) of all global equities and portfolios over the last 30 days.

Agilent Technologies Alerts

Equity Alerts and Improvement Suggestions

Over 88.0% of the company shares are held by institutions such as insurance companies

Agilent Technologies Performance Indicators

Agilent Technologies Basic Price Performance Measures

Quick Ratio2.58
Fifty Two Week Low60.42
Target High Price89.00
Payout Ratio63.63%
Fifty Two Week High75.11
Target Low Price72.00
Trailing Annual Dividend Yield0.83%

Agilent Technologies 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
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