AGILENT TECH (Germany) Market Value
| AG8 Stock | 98.02 0.71 0.73% |
| Symbol | AGILENT |
AGILENT TECH 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to AGILENT TECH's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of AGILENT TECH.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in AGILENT TECH on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding AGILENT TECH or generate 0.0% return on investment in AGILENT TECH over 90 days. AGILENT TECH is related to or competes with China Communications, Gaming, Hemisphere Energy, Charter Communications, UNIVERSAL DISPLAY, and Universal Display. More
AGILENT TECH Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure AGILENT TECH's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess AGILENT TECH upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.79 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 11.23 | |||
| Value At Risk | (3.03) | |||
| Potential Upside | 2.8 |
AGILENT TECH Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AGILENT TECH's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AGILENT TECH's standard deviation. In reality, there are many statistical measures that can use AGILENT TECH historical prices to predict the future AGILENT TECH's volatility.| Risk Adjusted Performance | 0.0692 | |||
| Jensen Alpha | 0.1102 | |||
| Total Risk Alpha | (0.15) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 1.53 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of AGILENT TECH's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
AGILENT TECH Backtested Returns
Currently, AGILENT TECH is very steady. AGILENT TECH secures Sharpe Ratio (or Efficiency) of 0.0825, which signifies that the company had a 0.0825 % return per unit of return volatility over the last 3 months. We have found thirty technical indicators for AGILENT TECH, which you can use to evaluate the volatility of the firm. Please confirm AGILENT TECH's Risk Adjusted Performance of 0.0692, semi deviation of 1.64, and Mean Deviation of 1.43 to double-check if the risk estimate we provide is consistent with the expected return of 0.16%. AGILENT TECH has a performance score of 6 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0787, which signifies not very significant fluctuations relative to the market. As returns on the market increase, AGILENT TECH's returns are expected to increase less than the market. However, during the bear market, the loss of holding AGILENT TECH is expected to be smaller as well. AGILENT TECH at this time shows a risk of 1.91%. Please confirm AGILENT TECH sortino ratio, potential upside, and the relationship between the jensen alpha and maximum drawdown , to decide if AGILENT TECH will be following its price patterns.
Auto-correlation | 0.00 |
No correlation between past and present
AGILENT TECH has no correlation between past and present. Overlapping area represents the amount of predictability between AGILENT TECH time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of AGILENT TECH price movement. The serial correlation of 0.0 indicates that just 0.0% of current AGILENT TECH price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 3.89 |
AGILENT TECH lagged returns against current returns
Autocorrelation, which is AGILENT TECH stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting AGILENT TECH's stock expected returns. We can calculate the autocorrelation of AGILENT TECH returns to help us make a trade decision. For example, suppose you find that AGILENT TECH has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
AGILENT TECH regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If AGILENT TECH stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AGILENT TECH stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AGILENT TECH stock over time.
Current vs Lagged Prices |
| Timeline |
AGILENT TECH Lagged Returns
When evaluating AGILENT TECH's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AGILENT TECH stock have on its future price. AGILENT TECH autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, AGILENT TECH autocorrelation shows the relationship between AGILENT TECH stock current value and its past values and can show if there is a momentum factor associated with investing in AGILENT TECH.
Regressed Prices |
| Timeline |
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Additional Tools for AGILENT Stock Analysis
When running AGILENT TECH's price analysis, check to measure AGILENT TECH's 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 TECH is operating at the current time. Most of AGILENT TECH's value examination focuses on studying past and present price action to predict the probability of AGILENT TECH's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AGILENT TECH's price. Additionally, you may evaluate how the addition of AGILENT TECH to your portfolios can decrease your overall portfolio volatility.