Agilent Stock Performance

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A -- USA Stock  

Fiscal Quarter End: 31st of July 2020  

On a scale of 0 to 100, Agilent holds a performance score of 9. The firm shows a Beta (market volatility) of 0.0399, which signifies not very significant fluctuations relative to the market. Let's try to break down what Agilent's beta means in this case. As returns on the market increase, Agilent returns are expected to increase less than the market. However, during the bear market, the loss on holding Agilent will be expected to be smaller as well. Although it is vital to follow to Agilent historical returns, it is good to be conservative about what you can 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 technical indicators, you can presently evaluate if the expected return of 0.26% will be sustainable into the future. Please makes use of Agilent coefficient of variation, sortino ratio, potential upside, as well as the relationship between the jensen alpha and maximum drawdown to make a quick decision on whether Agilent price patterns will revert.

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Agilent Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Agilent are ranked lower than 9 (%) of all global equities and portfolios over the last 30 days. Despite somewhat conflicting basic indicators, Agilent sustained solid returns over the last few months and may actually be approaching a breakup point.
Quick Ratio1.14
Fifty Two Week Low61.13
Target High Price101.00
Payout Ratio31.42%
Fifty Two Week High93.04
Target Low Price77.00
Trailing Annual Dividend Yield0.78%

Agilent Relative Risk vs. Return Landscape

If you would invest  7,669  in Agilent on June 7, 2020 and sell it today you would earn a total of  1,251  from holding Agilent or generate 16.31% return on investment over 30 days. Agilent is generating 0.2623% of daily returns and assumes 1.9231% volatility on return distribution over the 30 days horizon. Put is differently, 16% of equities are less volatile than the company and over 96% 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 is expected to generate 1.05 times more return on investment than the market. However, the company is 1.05 times more volatile than its market benchmark. It trades about 0.14 of its potential returns per unit of risk. The DOW is currently generating roughly 0.1 per unit of risk.

Agilent Market Risk Analysis

Sharpe Ratio = 0.1364
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Agilent Stock Performance Indicators

Estimated Market Risk
 1.92
  actual daily
 
 16 %
of total potential
 
1616
Expected Return
 0.26
  actual daily
 
 4 %
of total potential
 
44
Risk-Adjusted Return
 0.14
  actual daily
 
 9 %
of total potential
 
99
Based on monthly moving average Agilent is performing at about 9% 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 by adding it to a well-diversified portfolio.

About Agilent Performance

To evaluate Agilent Stock as a possible investment, you need to clearly understand its upside, downside potential, and overall future performance outlook. You may be satisfied when Agilent generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare Agilent's stock performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand Agilent stock market performance in a much more refined way. At Macroaxis, we take it even further. The Macroaxis performance score is an integer between 0 and 100 that represents Agilent's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section. Please also refer to our technical analysis and fundamental analysis pages.
Last ReportedProjected for 2020
Effect of Exchange Rate Changes on Cash1.8 M1.9 M
Return on Investment 12.53  11.75 
Return on Average Assets 0.14  0.12 
Return on Average Equity 0.20  0.17 
Return on Invested Capital 0.31  0.28 
Return on Sales 0.22  0.21 
Agilent Technologies, Inc. provides application focused solutions to the life sciences, diagnostics, and applied chemical markets worldwide. The company was founded in 1999 and is headquartered in Santa Clara, California. Agilent operates under Diagnostics Research classification in the United States and is traded on BATS Exchange. It employs 16370 people.

Agilent Alerts

Equity Alerts and Improvement Suggestions

Over 89.0% of the company shares are held by institutions such as insurance companies
On 29th of June 2020 Agilent paid $ 0.18 per share dividend to its current shareholders
Latest headline from www.nasdaq.com: Zacks.com featured highlights include PFSI, CASH, BWXT and HELE - Nasdaq

Agilent Dividends

Agilent Dividends Analysis

Check Agilent dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
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Macroaxis is not a registered investment advisor or broker/dealer. All investments, including stocks, funds, ETFs, or cryptocurrencies, are speculative and involve substantial risk of loss. We encourage our investors to invest carefully. Much of our information is derived directly from data published by companies or submitted to governmental agencies which we believe are reliable, but are without our independent verification. Therefore, we cannot assure you that the information is accurate or complete. We do not in any way warrant or guarantee the success of any action you take in reliance on our statements or recommendations. Also, note that past performance is not necessarily indicative of future results. All investments carry risk, and all investment decisions of an individual remain the responsibility of that individual. There is no guarantee that systems, indicators, or signals will result in profits or that they will not result in losses. All investors are advised to fully understand all risks associated with any investing they choose to do. Hypothetical or simulated performance is not indicative of future results. We make no representations or warranties that any investor will, or is likely to, achieve profits similar to those shown because hypothetical or simulated performance is not necessarily indicative of future results. For more information please visit our terms and condition page