Agilent Technologies Performance

Agilent Technologies Inc -- USA Stock  

USD 67.35  0.12  0.18%

Macroaxis gives Agilent Technologies performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of -0.2136 which signifies that as returns on market increase, returns on owning Agilent Technologies are expected to decrease at a much smaller rate. During bear market, Agilent Technologies is likely to outperform the market.. 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 -0.241%. 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.
 Time Horizon     30 Days    Login   to change

Agilent Technologies Inc Relative Risk vs. Return Landscape

If you would invest  7,125  in Agilent Technologies Inc on February 21, 2018 and sell it today you would lose (378.00)  from holding Agilent Technologies Inc or give up 5.31% of portfolio value over 30 days. Agilent Technologies Inc is generating negative expected returns and assumes 1.1667% 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 Inc is expected to under-perform the market. In addition to that, the company is 1.25 times more volatile than its market benchmark. It trades about -0.21 of its total potential returns per unit of risk. The DOW is currently generating roughly -0.02 per unit of volatility.

Operating Margin

Agilent Technologies Inc Operating Margin
Based on recorded statements Agilent Technologies Inc has Operating Margin of 24.35%. This is 174.03% lower than that of the Healthcare sector, and significantly higher than that of High Precision And Instrumentation Products industry, The Operating Margin for all stocks is 323.19% lower than the firm.
A good Operating Margin is required for a company to be able to pay for its fixed costs or pay out its debt which implies that the higher the margin, the better. This ratio is most effective in evaluating the earning potential of a company over time when comparing it against firm's competitors.

Agilent Technologies Daily Price Distribution

The median price of Agilent Technologies for the period between Wed, Feb 21, 2018 and Fri, Mar 23, 2018 is 69.85 with a coefficient of variation of 1.81. The daily time series for the period is distributed with a sample standard deviation of 1.25, arithmetic mean of 69.52, and mean deviation of 1.03. The Stock received some media coverage during the period.

Risk-Adjusted Performance

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

One Month Efficiency

Agilent Technologies Sharpe Ratio = -0.2065
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Estimated Market Risk

  actual daily
 90 %
of total potential

Expected Return

  actual daily
 1 %
of total potential

Risk-Adjusted Return

  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.


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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