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Insider Trading Intelligence
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Andrew Astor

NEPH
PRESIDENT & CEO · NEPHROS INC · CIK 0001698052
FILING MIX · LIFETIME92%/8%
BUYS
12
SELLS
1
TOTAL VALUE
$111.1K
COMPANIES
1
ACTIVE SINCE
Feb 2020
HOLDINGS NOW
92,773
AVG SELL PX
TRADE KIND
SHOWING 13 / 13
Trades · vs SPY
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Performance · forward returns vs SPY
7 backtested trades · 8 horizonsHow are these numbers computed? →
Forward-return performance of every backtestable P/S trade by Andrew Astor, measured at 8 horizons from 7 days to 2 years. Deduped per economic event so co-filings count once. Excess return = trade return minus SPY return over the same window.
HORIZONTRADESWIN RATEINSIDER RETURNSPY RETURNMEAN EXCESSMEDIAN EXCESST-STAT
7d7+71.43%+1.25%-1.53%+2.79%+4.27%
14d7+42.86%-0.14%-0.32%+0.18%+3.27%
30d7+71.43%+8.43%-0.23%+8.66%+10.27%
60d7+57.14%+6.38%+4.43%+1.95%+0.37%
90d7+42.86%+5.67%+11.24%-5.57%-6.86%
180d7+42.86%-6.74%+15.41%-22.14%-32.20%
1y7+57.14%-15.89%+27.63%-43.52%-37.69%
2y7+0.00%-69.21%+29.99%-99.20%-96.89%
How to read this: Insider Returnis the average raw return of the filer's trades over the horizon. SPY Return is what SPY did over those same windows — reference only, not a comparison. The headline alpha number is Mean Excess = Insider − SPY; green means the filer beat SPY, red means they trailed it. Win rate is the share of individual trades where the filer beat SPY. T-statvalues above 2 mean the alpha is unlikely to be chance given the sample size. "Pending" counts trades where the horizon hasn't elapsed yet; their stats are not included in the row average.
Holdings over time
NEPH · 92,773 shares · as of Mar 5, 2022
038,01676,032114,048152,06420212022SHARES HELD
Trading cadence · quarterly flow
BUY SELL
2020
2020
2020
2020
2021
2021
2021
2021
2022
FLOW · 12 buys / 1 sellsCOVERAGE · 9 quarters
Form 4 filings · all activity
COMPANYTYPESHARESPRICEVALUEHELD AFTERTRADE DATEFILEDDETAILS
NEPH
NEPHROS INC
SALE
President, CEO & CFO
14,8150Mar 5, 2022Mar 7, 2022View →
NEPH
NEPHROS INC
PURCHASE
President, CEO & CFO
14,815$2.70$40.0K92,773Mar 5, 2022Mar 7, 2022View →
NEPH
NEPHROS INC
PURCHASEGRANT
Stock grant
38,61238,612Dec 14, 2021Dec 16, 2021View →
NEPH
NEPHROS INC
PURCHASE
President & CEO
2,500$7.77$19.4K77,958Aug 18, 2021Aug 18, 2021View →
NEPH
NEPHROS INC
PURCHASE
President & CEO
2,500$7.67$19.2K75,458Aug 17, 2021Aug 18, 2021View →
NEPH
NEPHROS INC
PURCHASE
President & CEO
1,000$5.87$5.9K72,958Nov 19, 2020Nov 19, 2020View →
NEPH
NEPHROS INC
PURCHASEGRANT
Stock grant
152,064152,064Aug 24, 2020Aug 26, 2020View →
NEPH
NEPHROS INC
PURCHASE
COO/CFO
950$7.40$7.0K71,958Aug 19, 2020Aug 19, 2020View →
NEPH
NEPHROS INC
PURCHASE
CFO/COO
1,000$6.96$7.0K71,008May 28, 2020May 29, 2020View →
NEPH
NEPHROS INC
PURCHASE
CFO/COO
1,000$6.70$6.7K70,008Mar 12, 2020Mar 12, 2020View →
NEPH
NEPHROS INC
PURCHASE
CFO/COO
700$8.46$5.9K69,008Mar 5, 2020Mar 5, 2020View →
NEPH
NEPHROS INC
PURCHASEGRANT
Stock grant
13,95846,525Feb 1, 2020Feb 5, 2020View →
NEPH
NEPHROS INC
PURCHASEGRANT
Stock grant
19,32064,399Feb 1, 2020Feb 5, 2020View →
Other insiders · NEPH
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About this filer
CIK 0001698052
ROLE
President & CEO
PRIMARY
NEPH
COMPANIES
1
ACTIVE SINCE
Feb 2020
MARKETPEEL · /INSIDER/0001698052DATA · SEC EDGAR · FORM 4 · CONSOLIDATED TAPE
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