Agilent Technologies Risk Analysis And Volatility Evaluation

A -- USA Stock  

USD 66.13  1.16  1.79%

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

Transformation
The output start index for this execution was zero with a total number of output elements of seventeen. Agilent Technologies Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input. View also all equity analysis or get more info about average price price transform indicator.

Projected Return Density Against Market

Taking 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 
      Returns 
Taking into account the 30 trading days horizon, the coefficient of variation of Agilent Technologies is -3057.09. The daily returns are destributed with a variance of 1.35 and standard deviation of 1.16. The mean deviation of Agilent Technologies is currently at 0.88. For similar time horizon, the selected benchmark (DOW) has volatility of 0.0
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=1.16
Ir
Information ratio =0.09

Actual Return Volatility

Agilent Technologies accepts 1.1623% volatility on return distribution over the 30 days horizon. DOW inherits 0.6045% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Agilent Technologies Volatility Factors

30 Days Market Risk

Not too risky

Chance of Distress in 24 months

30 Days Economic Sensitivity

Market Insensitive

Investment Outlook

Agilent Technologies Investment Opportunity
Agilent Technologies has a volatility of 1.16 and is 1.93 times more volatile than DOW. 10% of all equities and portfolios are less risky than Agilent Technologies. Compared to the overall equity markets, volatility of historical daily returns of Agilent Technologies is lower than 10 (%) of all global equities and portfolios over the last 30 days.

Total Debt

Agilent Technologies Total Debt History

Total Debt

Volatility Indicators

Agilent Technologies Current Risk Indicators
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