Agilent Technologies Performance

A -- USA Stock  

USD 77.87  0.20  0.26%

Agilent Technologies has performance score of 4 on a scale of 0 to 100. The firm shows Beta (market volatility) of 1.2713 which signifies that as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Agilent Technologies will likely underperform. Although it is extremely important to respect Agilent Technologies historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy towards foreseeing future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By analyzing Agilent Technologies technical indicators you can presently evaluate if the expected return of 0.1168% will be sustainable into the future. Agilent Technologies right now shows a risk of 1.6806%. Please confirm Agilent Technologies Sortino Ratio, Potential Upside and the relationship between Jensen Alpha and Maximum Drawdown to decide if Agilent Technologies will be following its price patterns.
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Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Agilent Technologies are ranked lower than 4 (%) of all global equities and portfolios over the last 30 days. Despite somewhat fragile basic indicators, Agilent Technologies may actually be approaching a critical reversion point that can send shares even higher in October 2019.
Quick Ratio1.62
Fifty Two Week Low61.01
Target High Price92.00
Payout Ratio19.19%
Fifty Two Week High82.27
Target Low Price74.00
Trailing Annual Dividend Yield0.83%
Horizon     30 Days    Login   to change

Agilent Technologies Relative Risk vs. Return Landscape

If you would invest  7,298  in Agilent Technologies on August 21, 2019 and sell it today you would earn a total of  489.00  from holding Agilent Technologies or generate 6.7% return on investment over 30 days. Agilent Technologies is generating 0.1168% of daily returns and assumes 1.6806% volatility on return distribution over the 30 days horizon. Put is differently, 15% of equities are less volatile than the company and over 98% of traded equities are expected to make higher returns on investment over the next 30 days.
 Daily Expected Return (%) 
      Risk (%) 
Taking into account the 30 trading days horizon, Agilent Technologies is expected to generate 1.82 times more return on investment than the market. However, the company is 1.82 times more volatile than its market benchmark. It trades about 0.07 of its potential returns per unit of risk. The DOW is currently generating roughly 0.01 per unit of risk.

Agilent Technologies Market Risk Analysis

Sharpe Ratio = 0.0695
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Agilent Technologies Relative Performance Indicators

Estimated Market Risk
 1.68
  actual daily
 
 15 %
of total potential
 
1515
Expected Return
 0.12
  actual daily
 
 2 %
of total potential
 
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Risk-Adjusted Return
 0.07
  actual daily
 
 4 %
of total potential
 
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Based on monthly moving average Agilent Technologies is performing at about 4% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Agilent Technologies by adding it to a well-diversified portfolio.

Agilent Technologies Alerts

Equity Alerts and Improvement Suggestions

Over 88.0% of the company shares are held by institutions such as insurance companies
Latest headline from MacroaxisInsider: Sale by White Thomas of 1500 shares of Agilent Technologies

Agilent Technologies Dividends

Agilent Technologies Dividends Analysis

Check Agilent Technologies dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
Check Dividends  
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