Natus Medical Backtesting

Natus Medical Incorporated -- USA Stock  

USD 39.37  0.18  0.46%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Natus Medical Incorporated and determine expected loss or profit from investing in Natus Medical over given investment horizon. Check also Natus Medical Hype Analysis, Natus Medical Correlation, Natus Medical Valuation, Natus Medical Volatility as well as analyze Natus Medical Alpha and Beta and Natus Medical Performance
Investment Horizon     30 Days    Login   to change

Natus Medical 'What if' Analysis

November 13, 2017
No Change 0.00  0.0%
In 31 days
December 13, 2017
If you would invest  0.00  in Natus Medical on November 13, 2017 and sell it all today you would earn a total of 0.00 from holding Natus Medical Incorporated or generate 0.0% return on investment in Natus Medical over 30 days. Natus Medical is related to or competes with Edwards Lifesciences, Digirad, and DarioHealth Corp. It offers solutions and services used for the screening diagnosis detection treatment monitoring and tracking of common ...

Natus Medical Upside/Downside Indicators


Natus Medical Market Premium Indicators

Natus Medical Incorp lagged returns against current returns

 Current and Lagged Values 

Natus Medical regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Natus Medical Incorp Backtested Returns

Macroaxis considers Natus Medical to be not too volatile. Natus Medical Incorp has Sharpe Ratio of -0.0747 which conveys that Natus Medical Incorp had -0.0747% of return per unit of risk over the last 1 month. Macroaxis philosophy towards estimating risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Natus Medical exposes twenty-eight different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to verify Natus Medical Incorporated Mean Deviation of 1.33 and Risk Adjusted Performance of (0.040479) to check out risk estimate we provide. Macroaxis gives Natus Medical performance score of 0 on a scale of 0 to 100. The company secures Beta (Market Risk) of 1.1463 which conveys that Natus Medical returns are very sensitive to returns on the market. as market goes up or down, Natus Medical is expected to follow.. Even though it is essential to pay attention to Natus Medical Incorp price patterns, it is always good to be careful when utilizing equity historical price patterns. Macroaxis philosophy towards estimating future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Natus Medical exposes twenty-eight different technical indicators which can help you to evaluate its performance. Natus Medical Incorp has expected return of -0.1453%. Please be advised to verify Natus Medical Incorporated Value At Risk as well as the relationship between Skewness and Day Median Price to decide if Natus Medical Incorp past performance will be repeated at some point in the near future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.21 

Weak predictability

Natus Medical Incorporated has weak predictability. Overlapping area represents the amount of predictability between Natus Medical time series from November 13, 2017 to November 28, 2017 and November 28, 2017 to December 13, 2017. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Natus Medical Incorp price movement. The serial correlation of 0.21 indicates that over 21.0% of current Natus Medical price fluctuation can be explain by its past prices.
Correlation Coefficient 0.21
Spearman Rank Test 0.1
Price Variance 0.8
Lagged Price Variance 0.89

Natus Medical Lagged Returns

 Regressed Prices 

Natus Medical Performance vs DOW

The median price of Natus Medical for the period between Mon, Nov 13, 2017 and Wed, Dec 13, 2017 is 39.55 with a coefficient of variation of 2.67. The daily time series for the period is distributed with a sample standard deviation of 1.05, arithmetic mean of 39.35, and mean deviation of 0.83. The Stock received some media coverage during the period.
Price Growth (%)  
Signal Update on Shares of Natus Medical Inc Weighted Alpha ...12/12/2017