Natus Medical Risk Analysis And Volatility Evaluation

BABY -- USA Stock  

USD 35.35  0.15  0.42%

Macroaxis considers Natus Medical not too volatile given 1 month investment horizon. Natus Medical Incorp has Sharpe Ratio of 0.2174 which conveys that Natus Medical Incorp had 0.2174% of return per unit of risk over the last 1 month. Our philosophy towards estimating volatility of a stock is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty technical indicators for Natus Medical which you can use to evaluate future volatility of the firm. Please exercise Natus Medical Incorporated Downside Deviation of 1.9, Mean Deviation of 1.48 and Risk Adjusted Performance of 0.01 to check out if our risk estimates are consistent with your expectations.
 Time Horizon     30 Days    Login   to change

Natus Medical Incorp Technical Analysis

Transformation
null. The output start index for this execution was zero with a total number of output elements of zero. 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 has beta of 0.0 . This suggests unless we do not have required data, the returns on DOW and Natus Medical are completely uncorrelated. Furthermore, Natus Medical IncorporatedIt does not look like Natus Medical alpha can have any bearing on the equity current valuation.
Given the investment horizon of 30 days, the coefficient of variation of Natus Medical is 459.99. The daily returns are destributed with a variance of 4.48 and standard deviation of 2.12. The mean deviation of Natus Medical Incorporated is currently at 1.49. For similar time horizon, the selected benchmark (DOW) has volatility of 0.0
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=2.12
Ir
Information ratio =0.00

Actual Return Volatility

Natus Medical Incorporated inherits 2.1175% risk (volatility on return distribution) over the 30 days horizon. DOW inherits 0.0% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Natus Medical Volatility Factors

30 Days Market Risk

Not too volatile

Chance of Distress in 24 months

30 Days Economic Sensitivity

Market Insensitive

Investment Outlook

Natus Medical Investment Opportunity
Natus Medical Incorporated has a volatility of 2.12 and is 9.223372036854776E16 times more volatile than DOW. 19% 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 19 (%) of all global equities and portfolios over the last 30 days.

Volatility Indicators

Natus Medical Current Risk Indicators
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