Agilent Technologies Treynor Ratio

    Agilent Technologies Inc has current Treynor Ratio of 0.0. The Treynor is reward-to-volatility ratio that expresses the excess return to the beta of the equity or portfolio. It is similar to the Sharpe ratio, but instead of using volatility in the denominator, it uses the beta of equity or portfolio. Therefore the Treynor Ratio is calculated as [(Portfolio return - Risk free return)/Beta].
    Agilent Technologies 
    Treynor Ratio 
    ER[a] - RFR 
    ER[a] =   Expected return on investing in Agilent Technologies
    BETA =   Beta coefficient between Agilent Technologies and the market
    RFR =   Risk Free Rate of return. Typically T-Bill Rate

    Treynor Ratio Comparison

    Agilent Technologies Inc is rated below average in treynor ratio category among related companies. It is rated below average in maximum drawdown category among related companies .
    This ratio was developed by Jack Treynor to measure how well an investment has compensated its investors given its level of risk. The Treynor ratio relies on beta, which measures an investment sensitivity to market movements, to gauge risk. The premise underlying the Treynor ratio is that systematic risk--the kind of risk that is inherent to the entire market (represented by beta)--should be penalized because it cannot be diversified away.
    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
    Analyst Consensus
    Piotroski F Score
    Macroaxis Advice
    Bond Rating
    CurrencyUSD - US Dollar