Macroaxis considers Agilent Technologies to be not too risky. Agilent Technologies secures Sharpe Ratio (or Efficiency) of -0.0327 which signifies that Agilent Technologies had -0.0327% of return per unit of risk over the last 1 month. Macroaxis philosophy towards foreseeing risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Agilent Technologies exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Agilent Technologies Downside Deviation of 1.27, Risk Adjusted Performance of 0.01 and Mean Deviation of 0.93 to double-check risk estimate we provide.
|Time Horizon||30 Days Login to change|
Agilent Technologies Technical Analysis
Projected Return Density Against MarketTaking into account the 30 trading days horizon, Agilent Technologies has beta of 0.0 . This suggests unless we do not have required data, the returns on DOW and Agilent Technologies are completely uncorrelated. Furthermore, Agilent TechnologiesIt does not look like Agilent Technologies alpha can have any bearing on the equity current valuation.
Predicted Return Density