Agilent Technologies Stock Alpha and Beta Analysis
| A Stock | USD 132.44 2.11 1.57% |
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. Key technical indicators related to Agilent Technologies' market risk premium analysis include:
Beta 1.47 | Alpha (0.06) | Risk 1.49 | Sharpe Ratio 0.0081 | Expected Return 0.0121 |
Agilent Technologies Quarterly Cash And Equivalents |
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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 |
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.| α | -0.06 | β | 1.47 |
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 Sat, Jan 20, 2024 and Fri, Apr 19, 2024 is 136.8 with a coefficient of variation of 4.89. The daily time series for the period is distributed with a sample standard deviation of 6.77, arithmetic mean of 138.5, and mean deviation of 6.29. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Agilent Technologies dividend paid on 24th of January 2024 | 01/24/2024 |
1 | Disposition of 2522 shares by Riemann Angelica of Agilent Technologies at 123.99 subject to Rule 16b-3 | 03/08/2024 |
2 | Agilent Up 7.6 percent Since Last Earnings Report Can It Continue | 03/28/2024 |
3 | Agilent at AACR 2024 Empowering Breakthroughs in Cancer Research and Diagnostics | 04/03/2024 |
4 | Agilent Technologies Earns Relative Strength Rating Upgrade | 04/08/2024 |
5 | Transcenta Announces Collaboration with Agilent to Develop a Claudin18.2 Companion Diagnostic to Support Osemitamab Global Phase III Trial | 04/09/2024 |
6 | Heres Why A.O. Smith is a Strong Growth Stock | 04/10/2024 |
7 | Agilents GenetiSure Dx Assay gets European IVDR Class C nod | 04/15/2024 |
8 | Central Fill Pharmacy Automation Market size is set to grow by USD 480.41 million from 2023-2027, Agilent Technologies Inc., ARxIUM Inc. and Becton Dickinson an... | 04/16/2024 |
9 | Agilent Technologies earnings growth rate lags the 13 percent CAGR delivered to shareholders | 04/17/2024 |
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.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.006044 | 0.00872 | 0.01 | 0.009526 | Price To Sales Ratio | 6.04 | 4.45 | 4.0 | 2.12 |
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.
| 27th of February 2024 Upcoming Quarterly Report | View | |
| 28th of May 2024 Next Financial Report | View | |
| 31st of January 2024 Next Fiscal Quarter End | View | |
| 18th of November 2024 Next Fiscal Year End | View | |
| 31st of October 2023 Last Quarter Report | View | |
| 31st of October 2023 Last Financial Announcement | View |
Build Portfolio with Agilent Technologies
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Agilent Technologies Backtesting, Agilent Technologies Valuation, Agilent Technologies Correlation, Agilent Technologies Hype Analysis, Agilent Technologies Volatility, Agilent Technologies History and analyze Agilent Technologies Performance. For information on how to trade Agilent Stock refer to our How to Trade Agilent Stock guide.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 the Analyst Advice module to analyst recommendations and target price estimates broken down by several categories.
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 the 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.