Natus Medical Performance

Natus Medical Incorporated -- USA Stock  

USD 33.80  1.00  3.05%

On a scale of 0 to 100 Natus Medical holds performance score of 28. The company secures Beta (Market Risk) of -0.2655 which conveys that as returns on market increase, returns on owning Natus Medical are expected to decrease at a much smaller rate. During bear market, Natus Medical is likely to outperform the market.. 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. By analyzing Natus Medical Incorp technical indicators you can presently evaluate if the expected return of 0.4887% will be sustainable into the future. Please exercises Natus Medical Incorporated Variance, Value At Risk as well as the relationship between Value At Risk and Skewness to make a quick decision on weather Natus Medical Incorp current price movements will revert.
 Time Horizon     30 Days    Login   to change

Natus Medical Incorp Relative Risk vs. Return Landscape

If you would invest  3,055  in Natus Medical Incorporated on February 18, 2018 and sell it today you would earn a total of  325.00  from holding Natus Medical Incorporated or generate 10.64% return on investment over 30 days. Natus Medical Incorporated is currenly generating 0.4887% of daily expected returns and assumes 1.1417% risk (volatility on return distribution) over the 30 days horizon. In different words, 10% of equities are less volatile than Natus Medical Incorporated and 91% 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 1.2 times more return on investment than the market. However, the company is 1.2 times more volatile than its market benchmark. It trades about 0.43 of its potential returns per unit of risk. The DOW is currently generating roughly -0.06 per unit of risk.

Operating Margin

Natus Medical Incorp Operating Margin
Based on recorded statements Natus Medical Incorporated has Operating Margin of 1.92%. This is 105.84% lower than that of the Healthcare sector, and significantly higher than that of Medical Equipment industry, The Operating Margin for all stocks is 117.6% lower than the firm.
A good Operating Margin is required for a company to be able to pay for its fixed costs or pay out its debt which implies that the higher the margin, the better. This ratio is most effective in evaluating the earning potential of a company over time when comparing it against firm's competitors.

Natus Medical Daily Price Distribution

The median price of Natus Medical for the period between Sun, Feb 18, 2018 and Tue, Mar 20, 2018 is 32.25 with a coefficient of variation of 2.96. The daily time series for the period is distributed with a sample standard deviation of 0.95, arithmetic mean of 31.99, and mean deviation of 0.82. The Stock received some media coverage during the period.

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Natus Medical Incorporated are ranked lower than 28 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

Natus Medical Sharpe Ratio = 0.4281
Good Returns
Average Returns
Small ReturnsBABY
Negative Returns

Estimated Market Risk

  actual daily
 90 %
of total potential

Expected Return

  actual daily
 9 %
of total potential

Risk-Adjusted Return

  actual daily
 28 %
of total potential
Based on monthly moving average Natus Medical is performing at about 28% 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.