Agilent Technologies Sortino Ratio

Agilent Technologies Inc has current Sortino Ratio of (0.10). The Sortino ratio measures the risk-adjusted return of an investment asset, portfolio or strategy. It is a special subset of the Sharpe ratio but penalizes only those returns falling below a user-specified target, or required rate of return, while the Sharpe ratio penalizes both upside and downside volatility equally. Though both ratios measure an investment risk-adjusted returns, they do so in significantly different ways that will frequently lead to differing conclusions as the true nature of the investment return-generating efficiency.
Agilent Technologies 
Sortino Ratio 
 = 
ER[a] - ER[b] 
DD 
 = 
(0.10)
ER[a] =   Expected return on investing in Agilent Technologies
ER[b] =   Expected return on market index or selected benchmark
DD =   Downside Deviation

Sortino Ratio Comparison

Agilent Technologies Inc is rated below average in sortino ratio category among related companies. It is rated below average in maximum drawdown category among related companies .
The Sortino ratio is named after Frank A. Sortino and can be interpreted as the actual rate of return in excess of the investor target rate of return per unit of downside risk
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Agilent Technologies Inc. offer application focused solutions to the life sciences diagnostics and applied chemical markets worldwide. more
NameAgilent Technologies Inc
InstrumentUSA Stock
RegionNorth America
ExchangeNew York Stock Exchange
CIK Number0001090872
ISINUS00846U1016
CUSIP00846U101
Analyst Consensus
Piotroski F Score
Macroaxis Advice
Bond Rating
BBB+Good
CurrencyUSD - US Dollar