Natus Medical Risk Analysis

Natus Medical Incorporated -- USA Stock  

USD 28.65  0.4  1.42%

Macroaxis considers Natus Medical to be not very risky. Natus Medical Incorp has Sharpe Ratio of -0.3629 which conveys that Natus Medical Incorp had -0.3629% 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-one 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 1.96 and Risk Adjusted Performance of (0.17) to check out risk estimate we provide.
 Time Horizon     30 Days    Login   to change

Natus Medical Market Sensitivity

As returns on market increase, returns on owning Natus Medical are expected to decrease by larger amounts. On the other hand, during market turmoil, Natus Medical is expected to significantly outperform it.
One Month Beta |Analyze Natus Medical Incorp Demand Trend
Check current 30 days Natus Medical correlation with market (DOW)
β = -1.7962
Natus Medical Large Negative BetaNatus Medical Incorp Beta Legend

Natus Medical Incorp Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of seventeen. Natus Medical Incorp Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input. View also all equity analysis or get more info about average price price transform indicator.

Projected Return Density Against Market

Given the investment horizon of 30 days, Natus Medical Incorporated has beta of -1.7962 . This suggests as returns on its benchmark rise, returns on holding Natus Medical Incorporated are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, Natus Medical is expected to outperform its benchmark. Additionally, Natus Medical Incorporated has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
Given the investment horizon of 30 days, the coefficient of variation of Natus Medical is -275.56. The daily returns are destributed with a variance of 15.62 and standard deviation of 3.95. The mean deviation of Natus Medical Incorporated is currently at 2.21. For similar time horizon, the selected benchmark (DOW) has volatility of 0.44
α
Alpha over DOW
=1.08
β
Beta against DOW=1.8
σ
Overall volatility
=3.95
Ir
Information ratio =0.46

Actual Return Volatility

Natus Medical Incorporated inherits 3.9525% risk (volatility on return distribution) over the 30 days horizon. DOW inherits 0.4629% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Natus Medical Volatility Factors

30 Days Market Risk

Not very risky

Chance of Distress in 24 months

Below average

30 Days Economic Sensitivity

Very regressive towards market

Total Debt

Natus Medical Incorp Total Debt History

Total Debt

Largest Trends

Natus Medical Largest Period Trend

Investment Outlook

Natus Medical Investment Opportunity
Natus Medical Incorporated has a volatility of 3.95 and is 8.59 times more volatile than DOW. 36% of all equities and portfolios are less risky than Natus Medical. Compared to the overall equity markets, volatility of historical daily returns of Natus Medical Incorporated is lower than 36 (%) of all global equities and portfolios over the last 30 days. Use Natus Medical Incorporated to enhance returns of your portfolios. The stock experiences large bullish trend. Check odds of Natus Medical to be traded at $31.52 in 30 days. As returns on market increase, returns on owning Natus Medical are expected to decrease by larger amounts. On the other hand, during market turmoil, Natus Medical is expected to significantly outperform it.

Natus Medical correlation with market

Very good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Natus Medical Incorporated and equity matching DJI index in the same portfolio.

Volatility Indicators

Natus Medical Current Risk Indicators