Natus Medical Alpha and Beta Analysis

Natus Medical Incorporated -- USA Stock  

USD 39.61  0.51  1.3%

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
Investment Horizon     30 Days    Login   to change
Run Premiums

Natus Medical Market Premiums

α (average alpha)=0.41    β (beta)=1.06    
30 days against DJI
Risk Adjusted Performance  (0.082056)Jensen Alpha  (0.57)Total Risk Alpha  (1.04)Sortino Ratio  0.0Treynor Ratio  (0.3)

Natus Medical expected buy-and-hold returns


Natus Medical Market Price Analysis

Price Series Summation
Price Series Division
Inverse Tangent Over Price Movement
Price Ceiling Movement
Balance Of Power
Bollinger Bands
Double Exponential Moving Average
Belt hold
Hanging Man

Natus Medical Return and Market Media

The median price of Natus Medical for the period between Sun, Nov 12, 2017 and Tue, Dec 12, 2017 is 39.55 with a coefficient of variation of 3.16. The daily time series for the period is distributed with a sample standard deviation of 1.25, arithmetic mean of 39.48, and mean deviation of 0.96. The Stock did not receive any noticable media coverage during the period.
Price Growth (%)