Agilent Technologies Performance

Agilent Technologies Inc -- USA Stock  

USD 72.99  0.8  1.11%

On a scale of 0 to 100 Agilent Technologies holds performance score of 25. The firm shows Beta (market volatility) of -0.1322 which signifies that as returns on market increase, returns on owning Agilent Technologies are expected to decrease at a much smaller rate. During bear market, Agilent Technologies is likely to outperform the market.. Although it is vital to follow to Agilent Technologies Inc historical returns, it is good to be conservative about what you can actually do with the information regarding 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 Inc technical indicators you can presently evaluate if the expected return of 0.4043% will be sustainable into the future. Please makes use of Agilent Technologies Inc Treynor Ratio, Downside Variance and the relationship between Total Risk Alpha and Value At Risk to make a quick decision on weather Agilent Technologies price patterns will revert.
 Time Horizon     30 Days    Login   to change

Agilent Technologies Inc Relative Risk vs. Return Landscape

If you would invest  6,740  in Agilent Technologies Inc on December 20, 2017 and sell it today you would earn a total of  559  from holding Agilent Technologies Inc or generate 8.29% return on investment over 30 days. Agilent Technologies Inc is generating 0.4043% of daily returns and assumes 1.0427% volatility on return distribution over the 30 days horizon. Put is differently, 9% of equities are less volatile than the company and over 93% 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 Inc is expected to generate 2.38 times more return on investment than the market. However, the company is 2.38 times more volatile than its market benchmark. It trades about 0.39 of its potential returns per unit of risk. The DOW is currently generating roughly 0.66 per unit of risk.

Operating Margin

Agilent Technologies Inc Operating Margin
Based on recorded statements Agilent Technologies Inc has Operating Margin of 19.75%. This is 171.15% lower than that of the Technology sector, and significantly higher than that of High Precision And Instrumentation Products industry, The Operating Margin for all stocks is 281.03% lower than the firm.
A good Operating Margin is required for a company to be able to pay for its fixed costs or pay out its debt which implies that the higher the margin, the better. This ratio is most effective in evaluating the earning potential of a company over time when comparing it against firm's competitors.

Agilent Technologies Daily Price Distribution

The median price of Agilent Technologies for the period between Wed, Dec 20, 2017 and Fri, Jan 19, 2018 is 68.8 with a coefficient of variation of 2.74. The daily time series for the period is distributed with a sample standard deviation of 1.89, arithmetic mean of 69.11, and mean deviation of 1.7. The Stock received some media coverage during the period.
25 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Agilent Technologies Inc are ranked lower than 25 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

Agilent Technologies Sharpe Ratio = 0.3877
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Estimated Market Risk

 1.04
  actual daily
 
 91 %
of total potential
  

Expected Return

 0.4
  actual daily
 
 7 %
of total potential
  

Risk-Adjusted Return

 0.39
  actual daily
 
 25 %
of total potential
  
Based on monthly moving average Agilent Technologies is performing at about 25% 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 Inc Dividends Analysis
Check Agilent Technologies Inc dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
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