Natus Medical Performance

Natus Medical Incorporated -- USA Stock  

USD 39.9  0.2  0.5%

On a scale of 0 to 100 Natus Medical holds performance score of 36. The company secures Beta (Market Risk) of 0.5107 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 vital to follow to Natus Medical Incorp price patterns, it is good to be conservative about what you can actually do with the information regarding 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. We have found twenty technical indicators for Natus Medical which you can use to evaluate performance of the firm. Please exercises Natus Medical Incorporated Information Ratio, Potential Upside as well as the relationship between Potential Upside and Kurtosis to make a quick decision on weather Natus Medical Incorp current price movements will revert.
Investment Horizon     30 Days    Login   to change

Relative Risk vs. Return Landscape

If you would invest  3,535  in Natus Medical Incorporated on September 22, 2017 and sell it today you would earn a total of  475  from holding Natus Medical Incorporated or generate 13.44% return on investment over 30 days. Natus Medical Incorporated is currenly generating 0.5802% of daily expected returns and assumes 1.0716% risk (volatility on return distribution) over the 30 days horizon. In different words, 10% of equities are less volatile than Natus Medical Incorporated and 89% 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 3.98 times more return on investment than the market. However, the company is 3.98 times more volatile than its market benchmark. It trades about 0.54 of its potential returns per unit of risk. The DOW is currently generating roughly 0.73 per unit of risk.

Natus Medical Daily Price Distribution

The median price of Natus Medical for the period between Fri, Sep 22, 2017 and Sun, Oct 22, 2017 is 39.65 with a coefficient of variation of 4.83. The daily time series for the period is distributed with a sample standard deviation of 1.87, arithmetic mean of 38.64, and mean deviation of 1.58. The Stock received some media coverage during the period.
36 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Natus Medical Incorporated are ranked lower than 36 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

Natus Medical Sharpe Ratio = 0.5414
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Estimated Market Risk

 1.07
  actual daily
 
 90 %
of total potential
  

Expected Return

 0.58
  actual daily
 
 11 %
of total potential
  

Risk-Adjusted Return

 0.54
  actual daily
 
 36 %
of total potential
  
Based on monthly moving average Natus Medical is performing at about 36% 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.