Agilent Technologies Inc shows Downside Deviation of 2.3, Risk Adjusted Performance of 0.0053 and Mean Deviation of 1.36. Agilent Technologies Inc technical analysis gives you the methodology to make use of historical prices and volume patterns to determine a pattern that approximates the direction of the firm future prices. In plain English you can use this information to find out if the firm will indeed mirror its model of historical prices and volume momentum or the prices will eventually revert. We found nineteen technical drivers for Agilent Technologies Inc which can be compared to its rivals. Please confirm Agilent Technologies IncCoefficient Of Variation, Jensen Alpha, Potential Upside, as well as the relationship between Variance and Maximum Drawdown to decide if Agilent Technologies Inc is priced correctly providing market reflects its regular price of 69.7 per share. Given that Agilent Technologies has Jensen Alpha of 0.001, we suggest you validate Agilent Technologies Inc prevailing market performance to make sure the company can sustain itself at future point.
The output start index for this execution was ten with a total number of output elements of seven. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Agilent Technologies Inc volatility. High ATR values indicate high volatility, and low values indicate low volatility. View also all equity analysis or get more info about average true range volatility indicators indicator.
Agilent Technologies Inc Trend Analysis
Use this graph to draw trend lines for Agilent Technologies Inc. You can use it to identify possible trend reversals for Agilent Technologies as well as other signals and approximate when it will take place. Remember, you need at least two touches of the trend line with actual Agilent Technologies price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
Agilent Technologies Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Agilent Technologies Inc applied against its price change over selected period. The best fit line has a slop of 0.34 % which may imply that the price for Agilent Technologies Inc will drop even more. It has 34 observation points and a regression sum of squares at 92.09, which is the sum of squared deviations for the predicted Agilent Technologies price change compared to its average price change.
Did you try this?
Run Performance Analysis Now
Performance Analysis
Check effects of mean-variance optimization against your current asset allocation
Agilent Technologies Inc is rated third in mean deviation category among related companies. It is rated second in standard deviation category among related companies creating about 1.44 of Standard Deviation per Mean Deviation. The ratio of Standard Deviation to Mean Deviation for Agilent Technologies Inc is roughly 1.44