Agilent Stock Alpha and Beta Analysis

A -  USA Stock  

USD 121.29  2.69  2.27%

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.
  
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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 0.00015863  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 1.24  . Let's try to break down what Agilent's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Agilent Technologies will likely underperform.
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

17.13

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.
α0.00015863   β1.24
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 Sun, Mar 27, 2022 and Sat, Jun 25, 2022 is 124.14 with a coefficient of variation of 5.62. The daily time series for the period is distributed with a sample standard deviation of 7.01, arithmetic mean of 124.76, and mean deviation of 5.83. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Unclassified Event04/08/2022
2
4 Testing Equipment Stocks to Escape a Challenging Industry ...04/12/2022
3
Proteomics Market Is Expected to BoomThermo Fisher Scientifi...04/18/2022
4
EPS Estimate04/27/2022
5
Investors in Agilent Technologies have made a solid return o...05/02/2022
6
Acquisition by Henrik AncherJensen of 5598 shares of Agilent...05/05/2022
7
Spectrometry Market Size, Share, Outlook, and Opportunity An...05/09/2022
8
Acquisition by Heidi Fields of 1785 shares of Agilent Techno...05/10/2022
9
Payment of 226 shares by Samraat Raha of Agilent Technologie...05/17/2022
10
Payment of 171 shares by Padraig McDonnell of Agilent Techno...05/20/2022
11
EPS Reported05/24/2022
12
In Brief This Week Quidel, Ortho Clinical Diagnostics, T2 Bi...05/27/2022
13
Sale by Jacob Thaysen of 5879 shares of Agilent Technologies06/06/2022
14
Do Agilent Technologiess Earnings Warrant Your Attention - Y...06/07/2022
15
Do Options Traders Know Something About ZoomInfo Stock We Do...06/13/2022
16
EPS Estimate06/21/2022

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 equity instruments such as Ford or other stocks, funds, and ETFs. 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 Idea Breakdown module to analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes.

Complementary Tools for Agilent Stock analysis

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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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...