Natus Medical Alpha and Beta Analysis Overview

BABY -- USA Stock  

USD 34.35  0.10  0.29%

This module allows you to check different measures of market premium for Natus Medical Incorporated as well as systematic risk associated with investing in Natus Medical over a specified time horizon. Check also Natus Medical Backtesting, Natus Medical Valuation, Natus Medical Correlation, Natus Medical Hype Analysis, Natus Medical Volatility, Natus Medical History and analyze Natus Medical Performance.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

Natus Medical Market Premiums

α0.32β1.90
30 days against DJI
Risk Adjusted Performance  

0.006881

Jensen Alpha  

0.1788

Total Risk Alpha  

0.98

Sortino Ratio  

0.0

Treynor Ratio  

0.0424

Natus Medical expected buy-and-hold returns

Natus Medical Market Price Analysis

Natus Medical Return and Market Media

The median price of Natus Medical for the period between Tue, Aug 21, 2018 and Thu, Sep 20, 2018 is 36.45 with a coefficient of variation of 3.9. The daily time series for the period is distributed with a sample standard deviation of 1.4, arithmetic mean of 35.96, and mean deviation of 0.88. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Sale by Jonathan Kennedy of 4072 shares of Natus Medical08/30/2018
2
Natus Medical exotic insider transaction detected09/05/2018
3
Stock Technical indicators Natus Medical Incorporated09/13/2018
4
Zacks Brokerages Expect Natus Medical Inc to Post 0.42 EPS09/19/2018

Natus Medical Upcoming Events

Natus Medical Incorp Upcoming Company Events

Upcoming Quarterly ReportApril 19, 2017
Next Earnings ReportJuly 19, 2017

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Check also Natus Medical Backtesting, Natus Medical Valuation, Natus Medical Correlation, Natus Medical Hype Analysis, Natus Medical Volatility, Natus Medical History and analyze Natus Medical Performance. Please also try Price Transformation module to use price transformation models to analyze depth of different equity instruments across global markets.
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