Agilent Technologies Performance

Agilent Technologies -- USA Stock  

USD 67.55  0.91  1.37%

Macroaxis gives Agilent Technologies performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.123 which signifies that as returns on market increase, Agilent Technologies returns are expected to increase less than the market. However during bear market, the loss on holding Agilent Technologies will be expected to be smaller as well.. Even though it is essential to pay attention to Agilent Technologies historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy towards foreseeing future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Agilent Technologies exposes twenty-one different technical indicators which can help you to evaluate its performance. Agilent Technologies has expected return of -0.1274%. Please be advised to confirm Agilent Technologies Coefficient Of Variation, Jensen Alpha, Potential Upside, as well as the relationship between Variance and Maximum Drawdown to decide if Agilent Technologies past performance will be repeated at some point in the near future.
 Time Horizon     30 Days    Login   to change

Agilent Technologies Relative Risk vs. Return Landscape

If you would invest  7,058  in Agilent Technologies on March 26, 2018 and sell it today you would lose (394.00)  from holding Agilent Technologies or give up 5.58% of portfolio value over 30 days. Agilent Technologies is generating negative expected returns and assumes 1.6069% volatility on return distribution over the 30 days horizon. Put is differently, 14% of equities are less volatile than the company and over 99% 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 under-perform the market. In addition to that, the company is 1.12 times more volatile than its market benchmark. It trades about -0.08 of its total potential returns per unit of risk. The DOW is currently generating roughly -0.07 per unit of volatility.

Performance Rating

Agilent Technologies Risk Adjusted Performance Analysis
0 

Risk-Adjusted Performance

Over the last 30 days Agilent Technologies has generated negative risk-adjusted returns adding no value to investors with long positions.

2 Months Efficiency

Agilent Technologies Sharpe Ratio = -0.0793
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Estimated Market Risk
 1.61
  actual daily
 
 86 %
of total potential
  
Expected Return
 -0.13
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.08
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Agilent Technologies is performing at about 0% 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.

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
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