Natus Medical Alpha and Beta Analysis

Natus Medical Incorporated -- USA Stock  

USD 31.40  0.70  2.28%

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
 Time Horizon     30 Days    Login   to change
Run Premiums

Natus Medical Market Premiums

α (average alpha)=0.39    β (beta)=0.0083    
30 days against DJI
Risk Adjusted Performance  0.2335Jensen Alpha  0.5437Total Risk Alpha  0.708Sortino Ratio  0.2825Treynor Ratio  0.3999

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
Aroon Oscillator
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 Tue, Jan 23, 2018 and Thu, Feb 22, 2018 is 30.55 with a coefficient of variation of 2.76. The daily time series for the period is distributed with a sample standard deviation of 0.84, arithmetic mean of 30.46, and mean deviation of 0.63. The Stock received some media coverage during the period.
Price Growth (%)  
Broadfin Capital Upped Natus Medical Del Position by 3.44 Mi...02/21/2018