Agilent Technologies Performance

A -- USA Stock  

USD 69.56  0.48  0.69%

On a scale of 0 to 100 Agilent Technologies holds performance score of 31. The firm shows Beta (market volatility) of 0.783 which signifies that as returns on market increase, Agilent Technologies returns are expected to increase less than the market. However during bear market, the loss on holding Agilent Technologies will be expected to be smaller as well.. Although it is vital to follow to Agilent Technologies 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 technical indicators you can presently evaluate if the expected return of 0.3157% will be sustainable into the future. Please makes use of Agilent Technologies Treynor Ratio, Downside Variance and the relationship between Total Risk Alpha and Value At Risk 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  6,493  in Agilent Technologies on August 21, 2018 and sell it today you would earn a total of  463.00  from holding Agilent Technologies or generate 7.13% return on investment over 30 days. Agilent Technologies is generating 0.3157% of daily returns and assumes 0.6701% volatility on return distribution over the 30 days horizon. Put is differently, 6% of equities are less volatile than the company and over 95% 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 0.47 of its potential returns per unit of risk. The DOW is currently generating roughly 0.26 per unit of risk.

Agilent Technologies Market Risk Analysis

Sharpe Ratio = 0.4711
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Agilent Technologies Relative Performance Indicators

Estimated Market Risk
 0.67
  actual daily
 
 94 %
of total potential
  
Expected Return
 0.32
  actual daily
 
 6 %
of total potential
  
Risk-Adjusted Return
 0.47
  actual daily
 
 31 %
of total potential
  
Based on monthly moving average Agilent Technologies is performing at about 31% 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

31 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Agilent Technologies are ranked lower than 31 (%) of all global equities and portfolios over the last 30 days.

Agilent Technologies Alerts

Equity Alerts and Improvement Suggestions

Over 87.0% of the company shares are held by institutions such as insurance companies
Latest headline from stocknewsgazette.com: Financially Devastating or Fantastic Agilent Technologies, Inc. , 3D Systems Corporation

Agilent Technologies Performance Indicators

Agilent Technologies Basic Price Performance Measures

Quick Ratio2.82
Fifty Two Week Low60.42
Target High Price84.00
Payout Ratio63.63%
Fifty Two Week High75.00
Target Low Price71.00
Trailing Annual Dividend Yield0.84%

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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