Agilent Stock Alpha and Beta Analysis


USD 133.90  8.39  5.90%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Agilent Technologies. It also helps investors analyze the systematic and unsystematic risks associated with investing in Agilent Technologies over a specified time horizon. Remember, high Agilent Technologies' alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation.
Please continue to Agilent Technologies Backtesting, Agilent Technologies Valuation, Agilent Technologies Correlation, Agilent Technologies Hype Analysis, Agilent Technologies Volatility, Agilent Technologies History and analyze Agilent Technologies Performance.
Please note that although Agilent Technologies alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, Agilent Technologies did 0.19  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Agilent Technologies stock's relative risk over its benchmark. Agilent Technologies has a beta of 1.15  . Let's try to break down what Agilent's beta means in this case. Agilent Technologies returns are very sensitive to returns on the market. As the market goes up or down, Agilent Technologies is expected to follow.
Agilent Technologies Price to Book Value is projected to increase based on the last few years of reporting. The past year's Price to Book Value was at 10.17. The current year Enterprise Value is expected to grow to about 60.9 B, whereas Book Value per Share is forecasted to decline to 19.26.
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.

Agilent Technologies Quarterly Book Value per Share


Agilent Technologies Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Agilent Technologies market risk premium is the additional return an investor will receive from holding Agilent Technologies long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Agilent Technologies. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Agilent Technologies' performance over market.
α0.19   β1.15
90 days against DJI

Agilent Technologies expected buy-and-hold returns

Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Agilent Technologies' Buy-and-hold return. Our buy-and-hold chart shows how Agilent Technologies performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Agilent Technologies Market Price Analysis

Market price analysis indicators help investors to evaluate how Agilent Technologies stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Agilent Technologies shares will generate the highest return on investment. By understating and applying Agilent Technologies stock market price indicators, traders can identify Agilent Technologies position entry and exit signals to maximize returns.

Agilent Technologies Return and Market Media

The median price of Agilent Technologies for the period between Fri, May 20, 2022 and Thu, Aug 18, 2022 is 123.15 with a coefficient of variation of 5.27. The daily time series for the period is distributed with a sample standard deviation of 6.54, arithmetic mean of 124.09, and mean deviation of 5.44. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
EPS Reported05/24/2022
Silver Lakes Backing of Dealmaking CEOs Pays Off - U.S News ...05/26/2022
Agilent Technologies Quarterly Report - Marketscreener.com05/31/2022
Sale by Jacob Thaysen of 5879 shares of Agilent Technologies06/06/2022
Do Agilent Technologiess Earnings Warrant Your Attention - Y...06/07/2022
Do Options Traders Know Something About ZoomInfo Stock We Do...06/13/2022
Sale by Padraig McDonnell of 1000 shares of Agilent Technolo...07/01/2022
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Payment of 678 shares by Robert McMahon of Agilent Technolog...07/19/2022
EPS Estimate07/28/2022
Payment of 2303 shares by Robert McMahon of Agilent Technolo...08/05/2022
Calculating The Intrinsic Value Of Agilent Technologies, Inc...08/09/2022
EPS Estimate08/12/2022
EPS Reported08/16/2022
Stock Market Bounces Ahead Of Fed Minutes Small Caps Lag Bed...08/17/2022

About Agilent Technologies Beta and Alpha

For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Agilent or other stocks. Alpha measures the amount that position in Agilent Technologies has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
 2019 2021 2022 (projected)
Long Term Debt to Equity0.470.580.57
Interest Coverage12.0915.3513.86

Agilent Technologies Upcoming Company Events

As portrayed in its financial statements, the presentation of Agilent Technologies' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Agilent Technologies' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Agilent Technologies' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Agilent Technologies. Please utilize our Beneish M Score to check the likelihood of Agilent Technologies' management manipulating its earnings.
Upcoming Quarterly Report22nd of February 2022
Next Financial Report24th of May 2022
Next Fiscal Quarter End31st of January 2022
Next Fiscal Year End28th of November 2022
Last Quarter Report31st of October 2021
Last Financial Announcement31st of January 2021

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Please continue to Agilent Technologies Backtesting, Agilent Technologies Valuation, Agilent Technologies Correlation, Agilent Technologies Hype Analysis, Agilent Technologies Volatility, Agilent Technologies History and analyze Agilent Technologies Performance. Note that the Agilent Technologies information on this page should be used as a complementary analysis to other Agilent Technologies' statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.

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Agilent Technologies technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
A focus of Agilent Technologies technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Agilent Technologies trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...