Agilent Technologies Alpha and Beta Analysis Overview

A -- USA Stock  

USD 67.46  1.83  2.79%

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.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Agilent Technologies Market Premiums

α0.04β1.04
30 days against DJI
Risk Adjusted Performance  

0.17

Jensen Alpha  

0.15

Total Risk Alpha  

0.13

Sortino Ratio  

0.0

Treynor Ratio  

0.28

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 Mon, Sep 17, 2018 and Wed, Oct 17, 2018 is 70.32 with a coefficient of variation of 48.29. The daily time series for the period is distributed with a sample standard deviation of 27.82, arithmetic mean of 57.61, and mean deviation of 20.95. The Stock received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
Agilent Technologies exotic insider transaction detected10/03/2018
2
Insider Selling Agilent Technologies Inc Director Sells 5482...10/08/2018

Agilent Technologies Upcoming Events

Agilent Technologies Upcoming Company Events

Upcoming Quarterly ReportMay 15, 2017
Next Earnings ReportAugust 16, 2017

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