Agilent Stock Performance

A -  USA Stock  

USD 120.38  4.03  3.24%

Agilent Technologies has performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.8586, which signifies possible diversification benefits within a given portfolio. 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. Although it is extremely important to respect Agilent Technologies historical returns, it is better to be realistic regarding the information on 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 Technologies technical indicators, you can presently evaluate if the expected return of 0.0768% will be sustainable into the future. Agilent Technologies right now shows a risk of 1.56%. Please confirm Agilent Technologies coefficient of variation, sortino ratio, potential upside, as well as the relationship between the jensen alpha and maximum drawdown to decide if Agilent Technologies will be following its price patterns.
  
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Agilent Performance
3 of 100
Compared to the overall equity markets, risk-adjusted returns on investments in Agilent Technologies are ranked lower than 3 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, Agilent Technologies is not utilizing all of its potentials. The latest stock price disturbance, may contribute to short-term losses for the investors. ...more

Agilent Price Channel

Quick Ratio1.49
Fifty Two Week Low112.64
Payout Ratio20.10%
Fifty Two Week High179.57
Trailing Annual Dividend Yield0.63%

Agilent Technologies Relative Risk vs. Return Landscape

If you would invest  8,839  in Agilent Technologies on February 24, 2022 and sell it today you would earn a total of  3,199  from holding Agilent Technologies or generate 36.19% return on investment over 90 days. Agilent Technologies is generating 0.0768% of daily returns and assumes 1.5587% volatility on return distribution over the 90 days horizon. Put is differently, 13% of stocks are less volatile than Agilent, and over 99% of all traded equities are expected to make higher returns on investment over the next 90 days.
 Daily Expected Return (%) 
      Risk (%) 
Taking into account the 90-day investment horizon Agilent Technologies is expected to generate 1.61 times more return on investment than the market. However, the company is 1.61 times more volatile than its market benchmark. It trades about 0.05 of its potential returns per unit of risk. The DOW is currently generating roughly 0.04 per unit of risk.

Agilent Technologies Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Agilent Technologies' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Agilent Technologies, and traders can use it to determine the average amount a Agilent Technologies' price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.

Sharpe Ratio = 0.0493

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Estimated Market Risk
 1.56
  actual daily
 
 13 %
of total potential
 
1313
Expected Return
 0.08
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 1 %
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11
Risk-Adjusted Return
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 3 %
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33
Based on monthly moving average Agilent Technologies is performing at about 3% 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 Technologies by adding it to a well-diversified portfolio.

About Agilent Technologies Performance

To evaluate Agilent Technologies Stock as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when Agilent Technologies 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 Stock's 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 Technologies 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 2022
Effect of Exchange Rate Changes on Cash3.5 M3.7 M
Return on Investment 15.80  13.64 
Return on Average Assets 0.11  0.09 
Return on Average Equity 0.22  0.18 
Return on Invested Capital 0.33  0.31 
Return on Sales 0.26  0.24 
Agilent Technologies, Inc. provides application focused solutions to the life sciences, diagnostics, and applied chemical markets worldwide. Agilent Technologies, Inc. was incorporated in 1999 and is headquartered in Santa Clara, California. Agilent Technologies operates under Diagnostics Research classification in the United States and is traded on New York Stock Exchange. It employs 17200 people.

Things to note about Agilent Technologies

Checking the ongoing alerts about Agilent Technologies for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Agilent Technologies help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.

Agilent Technologies Alerts

Equity Alerts and Improvement Suggestions

Over 92.0% of the company shares are held by institutions such as insurance companies
Latest headline from www.marketbeat.com: Payment of 171 shares by Padraig McDonnell of Agilent Technologies subject to Rule 16b-3
Please continue to Trending Equities. 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 Aroon Oscillator module to analyze current equity momentum using Aroon Oscillator and other momentum ratios.

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When running Agilent Technologies price analysis, check to measure Agilent Technologies' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Agilent Technologies is operating at the current time. Most of Agilent Technologies' value examination focuses on studying past and present price action to predict the probability of Agilent Technologies' future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Agilent Technologies' price. Additionally, you may evaluate how the addition of Agilent Technologies to your portfolios can decrease your overall portfolio volatility.
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Is Agilent Technologies' industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Agilent Technologies. If investors know Agilent will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Agilent Technologies listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Agilent Technologies is measured differently than its book value, which is the value of Agilent that is recorded on the company's balance sheet. Investors also form their own opinion of Agilent Technologies' value that differs from its market value or its book value, called intrinsic value, which is Agilent Technologies' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Agilent Technologies' market value can be influenced by many factors that don't directly affect Agilent Technologies' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Agilent Technologies' value and its price as these two are different measures arrived at by different means. Investors typically determine Agilent Technologies value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Agilent Technologies' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.