Agilent Technologies Mean Deviation 
A  USA Stock  USD 77.90 0.75 0.97% 
Symbol 
 =  1.16 
SUM  =  Summation notation 
RET DEV  =  Sum of return deviations of Agilent Technologies 
N  =  Number of calculation points for selected time horizon 
Mean Deviation Comparison
Agilent Technologies is rated below average in mean deviation category among related companies. It is rated below average in maximum drawdown category among related companies reporting about 7.90 of Maximum Drawdown per Mean Deviation. The ratio of Maximum Drawdown to Mean Deviation for Agilent Technologies is roughly 7.90
Mean Deviation is the average of the absolute values of the differences between price distribution numbers and their mean. Mean deviation of equity instrument with a lot of historical data is a biased estimator because the time horizon used in calculation will always be much smaller than the entire price history of the equity. The mean deviation is typically used as a measure of dispersion for small investment horizon, otherwise standard deviation is a better measure of dispersion.Mean Deviation  ...

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Agilent Technologies Technical Signals
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Risk Adjusted Performance  0.06  
Market Risk Adjusted Performance  2.93  
Mean Deviation  1.16  
Semi Deviation  1.3  
Downside Deviation  1.53  
Coefficient Of Variation  1595.27  
Standard Deviation  1.62  
Variance  2.62  
Information Ratio  0.0442  
Jensen Alpha  0.0909  
Total Risk Alpha  0.055  
Sortino Ratio  0.0467  
Treynor Ratio  2.92  
Maximum Drawdown  9.15  
Value At Risk  (2.94)  
Potential Upside  2.73  
Downside Variance  2.35  
Semi Variance  1.69  
Expected Short fall  (1.46)  
Skewness  0.6071  
Kurtosis  2.27 
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