Agilent Technologies Risk Adjusted Performance
AG8 Stock | EUR 128.66 1.90 1.46% |
Agilent |
| = | 0.0154 |
ER[a] | = | Expected return on investing in Agilent Technologies |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Agilent Technologies Risk Adjusted Performance Peers Comparison
Agilent Risk Adjusted Performance Relative To Other Indicators
Agilent Technologies is rated second in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 695.58 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Agilent Technologies is roughly 695.58
Risk Adjusted Performance |
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Agilent Technologies Technical Signals
All Agilent Technologies Technical Indicators
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Risk Adjusted Performance | 0.0154 | |||
Market Risk Adjusted Performance | 0.0493 | |||
Mean Deviation | 1.27 | |||
Semi Deviation | 1.65 | |||
Downside Deviation | 1.71 | |||
Coefficient Of Variation | 7996.23 | |||
Standard Deviation | 1.84 | |||
Variance | 3.4 | |||
Information Ratio | (0.06) | |||
Jensen Alpha | (0.03) | |||
Total Risk Alpha | (0.29) | |||
Sortino Ratio | (0.07) | |||
Treynor Ratio | 0.0393 | |||
Maximum Drawdown | 10.71 | |||
Value At Risk | (2.73) | |||
Potential Upside | 3.74 | |||
Downside Variance | 2.91 | |||
Semi Variance | 2.71 | |||
Expected Short fall | (1.30) | |||
Skewness | 0.8859 | |||
Kurtosis | 2.63 |