Agilent Technologies Alpha and Beta Analysis

Agilent Technologies Inc -- USA Stock  

USD 73.48  0.41  0.56%

This module allows you to check different measures of market premium for Agilent Technologies Inc 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

α (average alpha)=0.6    β (beta)=0.45    
30 days against DJI
Risk Adjusted Performance  0.1687Jensen Alpha  0.4148Total Risk Alpha  (0.14)Sortino Ratio  0.1825Treynor Ratio  (1.6)

Agilent Technologies expected buy-and-hold returns

   

Agilent Technologies Market Price Analysis

Price Series Summation
Price Series Division
Inverse Tangent Over Price Movement
Price Ceiling Movement
Aroon Oscillator
Balance Of Power
Bollinger Bands
Double Exponential Moving Average
Belt hold
Hanging Man

Agilent Technologies Return and Market Media

The median price of Agilent Technologies for the period between Sun, Dec 24, 2017 and Tue, Jan 23, 2018 is 69.9 with a coefficient of variation of 3.13. The daily time series for the period is distributed with a sample standard deviation of 2.18, arithmetic mean of 69.63, and mean deviation of 1.93. The Stock received some media coverage during the period.
Price Growth (%)  
      Timeline 
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Agilent Technologies to Host Webcast of First-Quarter Fiscal...01/22/2018