Agilent Technologies Alpha and Beta Analysis

Agilent Technologies -- USA Stock  

USD 69.55  2.00  2.96%

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

α0.11β0.06
30 days against DJI
Risk Adjusted Performance  

0.15

Jensen Alpha  

0.14

Total Risk Alpha  

0.11

Sortino Ratio  

0.0

Treynor Ratio  

5.18

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, Feb 20, 2018 and Sat, Apr 21, 2018 is 68.2 with a coefficient of variation of 3.01. The daily time series for the period is distributed with a sample standard deviation of 2.05, arithmetic mean of 68.31, and mean deviation of 1.73. The Stock received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
Sale by White Thomas of 300 shares of Agilent Technologies03/02/2018
2
Exercise or conversion by Heidi Fields of 5000 shares of Agi...03/28/2018
3
Short Term Technical picture Agilent Technologies, Inc.04/20/2018

Current Sentiment - A

Agilent Technologies Investor Sentiment
Most of Macroaxis users are presently bullish on Agilent Technologies. What is your sentiment towards investing in Agilent Technologies? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
Skip

Generate Optimal Portfolios

Align your risk and return expectations
Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations