Nephros Stock Performance

NEPH
 Stock
  

USD 1.72  0.06  3.37%   

The company secures a Beta (Market Risk) of -0.0436, which conveys not very significant fluctuations relative to the market. Let's try to break down what Nephros's beta means in this case. As returns on the market increase, returns on owning Nephros are expected to decrease at a much lower rate. During the bear market, Nephros is likely to outperform the market. Even though it is essential to pay attention to Nephros price patterns, it is always good to be careful when utilizing equity historical price patterns. Our philosophy towards estimating any stock's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Nephros exposes twenty-eight different technical indicators, which can help you to evaluate its performance. Nephros has an expected return of -0.2%. Please be advised to verify Nephros semi variance, and the relationship between the maximum drawdown and accumulation distribution to decide if Nephros performance from the past will be repeated at some point in the near future.
  
Nephros Performance
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Over the last 90 days Nephros has generated negative risk-adjusted returns adding no value to investors with long positions. Despite latest sluggish performance, the Stock's basic indicators remain stable and the current disturbance on Wall Street may also be a sign of long-run gains for the company stockholders. ...more

Structure and Payout Changes

Last Split Factor
1:9
Dividend Date
2019-07-10
Last Split Date
2019-07-10

Nephros Price Channel

Quick Ratio3.84
Fifty Two Week Low1.4200
Target High Price10.00
Fifty Two Week High9.1000
Target Low Price5.25

Nephros Relative Risk vs. Return Landscape

If you would invest  205.00  in Nephros on May 13, 2022 and sell it today you would lose (33.00)  from holding Nephros or give up 16.1% of portfolio value over 90 days. Nephros is currently does not generate positive expected returns and assumes 4.1942% risk (volatility on return distribution) over the 90 days horizon. In different words, 36% of stocks are less volatile than Nephros, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon.
  Daily Expected Return (%)  
       Risk (%)  
Given the investment horizon of 90 days Nephros is expected to under-perform the market. In addition to that, the company is 3.31 times more volatile than its market benchmark. It trades about -0.05 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.06 per unit of volatility.

Nephros Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Nephros' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Nephros, and traders can use it to determine the average amount a Nephros' price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.

Sharpe Ratio = -0.0469

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Negative ReturnsNEPH
Estimated Market Risk
 4.19
  actual daily
 
 36 %
of total potential
 
3636
Expected Return
 -0.2
  actual daily
 
 0 %
of total potential
 
00
Risk-Adjusted Return
 -0.05
  actual daily
 
 0 %
of total potential
 
00
Based on monthly moving average Nephros is performing at about 0% 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 Nephros by adding it to a well-diversified portfolio.

About Nephros Performance

To evaluate Nephros Stock as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when Nephros generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare Nephros Stock's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand Nephros stock market performance in a much more refined way. At Macroaxis, we take it even further. The Macroaxis performance score is an integer between 0 and 100 that represents Nephros's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.
Nephros, Inc. develops and sells high performance water solutions to the medical and commercial markets in the United States. The company was incorporated in 1997 and is headquartered in South Orange, New Jersey. Nephros operates under Medical Instruments Supplies classification in the United States and is traded on NASDAQ Exchange. It employs 34 people.

Things to note about Nephros

Checking the ongoing alerts about Nephros for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Nephros help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.

Nephros Alerts

Equity Alerts and Improvement Suggestions

Nephros generated a negative expected return over the last 90 days
Nephros may become a speculative penny stock
Nephros has high historical volatility and very poor performance
Nephros has a very high chance of going through financial distress in the upcoming years
The company reported the previous year's revenue of 9.86 M. Net Loss for the year was (5.54 M) with profit before overhead, payroll, taxes, and interest of 5.74 M.
Nephros currently holds about 5.42 M in cash with (3.16 M) of positive cash flow from operations. This results in cash-per-share (CPS) ratio of 0.52.
Latest headline from www.defenseworld.net: Nephros to Release Earnings on Wednesday - Defense World
Additionally, see Stocks Correlation. Note that the Nephros information on this page should be used as a complementary analysis to other Nephros' statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Sync Your Broker module to sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors..

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Is Nephros' industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Nephros. If investors know Nephros will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Nephros listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Market Capitalization
18.4 M
Quarterly Revenue Growth YOY
-0.2
Return On Assets
-0.2
Return On Equity
-0.37
The market value of Nephros is measured differently than its book value, which is the value of Nephros that is recorded on the company's balance sheet. Investors also form their own opinion of Nephros' value that differs from its market value or its book value, called intrinsic value, which is Nephros' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Nephros' market value can be influenced by many factors that don't directly affect Nephros' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Nephros' value and its price as these two are different measures arrived at by different means. Investors typically determine Nephros value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Nephros' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.