Natus Medical Performance

Natus Medical Incorporated -- USA Stock  

USD 39.2  0.45  1.13%

Natus Medical has performance score of 8 on a scale of 0 to 100. The company secures Beta (Market Risk) of 0.2739 which conveys that as returns on market increase, Natus Medical returns are expected to increase less than the market. However during bear market, the loss on holding Natus Medical will be expected to be smaller as well.. Although it is extremely important to respect Natus Medical Incorp price patterns, it is better to be realistic regarding the information on equity historical price patterns. The philosophy towards estimating future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By analyzing Natus Medical Incorp technical indicators you can presently evaluate if the expected return of 0.1969% will be sustainable into the future. Natus Medical Incorp right now secures a risk of 1.4909%. Please verify Natus Medical Incorporated Variance, Value At Risk as well as the relationship between Value At Risk and Skewness to decide if Natus Medical Incorporated will be following its current price movements.
Investment Horizon     30 Days    Login   to change

Natus Medical Incorp Relative Risk vs. Return Landscape

If you would invest  3,820  in Natus Medical Incorporated on November 17, 2017 and sell it today you would earn a total of  145  from holding Natus Medical Incorporated or generate 3.8% return on investment over 30 days. Natus Medical Incorporated is currenly generating 0.1969% of daily expected returns and assumes 1.4909% risk (volatility on return distribution) over the 30 days horizon. In different words, 13% of equities are less volatile than Natus Medical Incorporated and 97% of traded equity instruments are projected to make higher returns than the company over the 30 days investment horizon.
 Daily Expected Return (%) 
      Risk (%) 
Given the investment horizon of 30 days, Natus Medical Incorporated is expected to generate 1.31 times less return on investment than the market. In addition to that, the company is 3.32 times more volatile than its market benchmark. It trades about 0.13 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.57 per unit of volatility.

Natus Medical Daily Price Distribution

The median price of Natus Medical for the period between Fri, Nov 17, 2017 and Sun, Dec 17, 2017 is 39.4 with a coefficient of variation of 2.02. The daily time series for the period is distributed with a sample standard deviation of 0.79, arithmetic mean of 39.12, and mean deviation of 0.65. The Stock received some media coverage during the period.
8 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Natus Medical Incorporated are ranked lower than 8 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

Natus Medical Sharpe Ratio = 0.1321
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Estimated Market Risk

 1.49
  actual daily
 
 87 %
of total potential
  

Expected Return

 0.2
  actual daily
 
 3 %
of total potential
  

Risk-Adjusted Return

 0.13
  actual daily
 
 8 %
of total potential
  
Based on monthly moving average Natus Medical is performing at about 8% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Natus Medical by adding it to a well-diversified portfolio.