Agilent Technologies Value At Risk 
A  USA Stock  USD 76.40 0.75 0.97% 
Symbol 
 =  (2.94) 
ER[a]  =  Expected return on investing in Agilent Technologies 
STD  =  Standard Deviation of Agilent Technologies 
N  =  Number of points for the period 
ZSCORE  =  Number of standard deviations above or below the mean 
Value At Risk Comparison
Agilent Technologies is rated fourth in value at risk category among related companies. It is rated below average in maximum drawdown category among related companies .
Value At Risk is used by risk managers in order to measure and control the level of risk which the firm undertakes. The risk manager job is to ensure that risks are not taken beyond the level at which the firm can absorb the losses of a probable worst outcome. VAR can be defined as the loss level that will not be exceeded with a certain confidence level during a certain period of time.Value At Risk  ...

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Agilent Technologies Technical Signals
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Risk Adjusted Performance  0.0653  
Market Risk Adjusted Performance  3.94  
Mean Deviation  1.16  
Semi Deviation  1.31  
Downside Deviation  1.56  
Coefficient Of Variation  1449.92  
Standard Deviation  1.62  
Variance  2.62  
Information Ratio  0.0432  
Jensen Alpha  0.1009  
Total Risk Alpha  0.0434  
Sortino Ratio  0.0449  
Treynor Ratio  3.93  
Maximum Drawdown  9.15  
Value At Risk  (2.94)  
Potential Upside  2.73  
Downside Variance  2.43  
Semi Variance  1.72  
Expected Short fall  (1.48)  
Skewness  0.5882  
Kurtosis  2.25 
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