Agilent Technologies Alpha and Beta Analysis Overview

A -- USA Stock  

USD 64.15  1.16  1.84%

This module allows you to check different measures of market premium for Agilent Technologies as well as systematic risk associated with investing in Agilent Technologies over a specified time horizon. Check also Agilent Technologies Backtesting, Agilent Technologies Valuation, Agilent Technologies Correlation, Agilent Technologies Hype Analysis, Agilent Technologies Volatility, Agilent Technologies History and analyze Agilent Technologies Performance.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

Agilent Technologies Market Premiums

α0.08β0.53
30 days against DJI
Risk Adjusted Performance  

0.0326

Jensen Alpha  

0.1179

Total Risk Alpha  

0.19

Sortino Ratio  

0.08

Treynor Ratio  

0.07

Agilent Technologies expected buy-and-hold returns

Agilent Technologies Market Price Analysis

Agilent Technologies Return and Market Media

The median price of Agilent Technologies for the period between Tue, Jun 19, 2018 and Thu, Jul 19, 2018 is 62.79 with a coefficient of variation of 1.45. The daily time series for the period is distributed with a sample standard deviation of 0.91, arithmetic mean of 62.54, and mean deviation of 0.78. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
The global microRNA market size is expected to reach USD 626...06/26/2018
2
How Are Agilent Technologies, Inc. EPS Outlook Changing For ...06/29/2018
3
Agilent Technologies, Inc. Sees Its Target Weight Touch 0.04...07/05/2018
4
Acquisition by Michael McMullen of 31513 shares of Agilent T...07/09/2018
5
Weatherly Asset Management Stake In Agilent Technologies Was...07/12/2018
6
Aviva Plc Cut Agilent Technologies Holding by 985314 Midas M...07/19/2018

Upcoming Events

Agilent Technologies Upcoming Company Events
Upcoming Quarterly ReportMay 15, 2017
Next Earnings ReportAugust 16, 2017

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