Agilent Technologies Value At Risk 
A  USA Stock  Fiscal Quarter End: October 31, 2019 
Symbol 
 =  (3.03) 
ER[a]  =  Expected return on investing in Agilent Technologies 
STD  =  Standard Deviation of Agilent Technologies 
N  =  Number of points for the period 
ZSCORE  =  Number of standard deviations above or below the mean 
Value At Risk Comparison
Agilent Technologies is rated third in value at risk category among related companies. It is rated below average in maximum drawdown category among related companies .
Value At Risk is used by risk managers in order to measure and control the level of risk which the firm undertakes. The risk manager job is to ensure that risks are not taken beyond the level at which the firm can absorb the losses of a probable worst outcome. VAR can be defined as the loss level that will not be exceeded with a certain confidence level during a certain period of time.Value At Risk  ...

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Agilent Technologies Technical Signals
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Risk Adjusted Performance  0.054  
Market Risk Adjusted Performance  0.0667  
Mean Deviation  1.28  
Semi Deviation  1.66  
Downside Deviation  1.71  
Coefficient Of Variation  1958.2  
Standard Deviation  1.72  
Variance  2.97  
Information Ratio  0.0572  
Jensen Alpha  0.1063  
Total Risk Alpha  0.1144  
Sortino Ratio  0.0575  
Treynor Ratio  0.0567  
Maximum Drawdown  9.57  
Value At Risk  (3.03)  
Potential Upside  2.73  
Downside Variance  2.93  
Semi Variance  2.75  
Expected Short fall  (1.29)  
Skewness  0.379  
Kurtosis  1.54 
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