Nephros, Inc. (NEPH)

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Nephros, Inc. (NEPH) is down 22.1% since the beginning of the year. At $4 per share, NEPH is trading 40.8% below its 52-week high of $6. Investors who bought $1,000 worth of NEPH shares 5 years ago would now be looking at an investment worth $424.

Nephros, Inc. (NEPH) has returned -22.13% so far this year and 21.41% over the past 12 months. Over the last ten years, NEPH has returned 2.81% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.

Based on dividend-adjusted daily data since Jan 4, 2016, NEPH's average daily return is +0.19%, while the average monthly return is +2.53%. At this rate, an investment would double in approximately 2.3 years.

Historically, 45% of months were positive and 55% were negative. The best month was Aug 2016 with a return of +104.1%, while the worst month was May 2022 at -53.5%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 12 months.

On a daily basis, NEPH closed higher 41% of trading days. The best single day was Jan 5, 2016 with a return of +53.2%, while the worst single day was May 5, 2022 at -40.6%.

Nephros, Inc. has an annualized alpha of 47.58%, beta of 0.66, and R2 of 0.02 versus S&P 500 Index. Calculated based on daily prices since January 05, 2016.

• This stock participated in 98.68% of S&P 500 Index downside but only 72.24% of its upside - more exposed to losses than it benefited from rallies.
• Beta of 0.66 may look defensive, but with R2 of 0.02 this stock is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this stock's risk.
• R2 of 0.02 means this stock moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

NEPH ranks 52 for risk / return — on par with similar stocks. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

The table below present risk-adjusted performance metrics for Nephros, Inc. (NEPH) and compare them to S&P 500 Index.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the Nephros, Inc.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Nephros, Inc. was 91.98%, occurring on Sep 30, 2022. The portfolio has not yet recovered.

The current Nephros, Inc. drawdown is 66.52%.

The chart below shows the rolling one-month volatility.

The chart below illustrates the trends in the financial health of Nephros, Inc. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

The Valuation section provides an overview of how Nephros, Inc. is priced in the market compared to other companies in the Medical Instruments & Supplies industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.