Digimarc Buy or Sell Recommendation

Macroaxis provides Digimarc Corporation buy hold or sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding Digimarc positions. The advice algorithm takes into account all of Digimarc Corporation available fundamental, technical, and predictive indicators you will find on this site. The advice is provided from Digimarc buy-and-hold prospective. Additionally see Digimarc Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with current analyst consensus

Investment Horizon

  

Risk Tolerance

  
Symbol
Execute Advice
Digimarc Corporation -- USA Stock  

USD 35.85  0.85  2.32%

Given the investment horizon of 30 days, and your above average risk tolerance our recommendation regarding Digimarc Corporation is 'Strong Sell'.
For the selected time horizon Digimarc Corporation has a mean deviation of 1.38, semi deviation of 1.44, standard deviation of 2.27, variance of 5.15, downside variance of 6.82 and semi variance of 2.06
Digimarc buy, hold, or sell suggestion module can be used to check and cross-verify current buy, hold, or sell recommendation provided by analysts reviewing the organization potential to grow using all of fundamental, technical, data market data available at the time. To make sure Digimarc is not overpriced, please confirm all Digimarc fundamentals including its Shares Owned by Insiders, EBITDA, Short Ratio, as well as the relationship between Price to Book and Debt to Equity . Given that Digimarc has Number of Shares Shorted of 1.78 M, we urge you verify Digimarc Corporation market performance and probability of bankruptcy to make sure the company can sustain itself in the current economic cycle given your prevailing risk tolerance and investing horizon.

Returns Distribution Density

Mean Return0.59Value At Risk-1.2232
Potential Upside4.631Standard Deviation2.27
 Return Density 
      Distribution 

Institutional Investors

Security TypeSharesValue
Baillie Gifford CoCommon Shares261.5 K9.6 M
Berson Corrado Investment Advisors LlcCommon Shares9.7 K357 K
Wealthtrustarizona LlcCommon Shares5.3 K196 K
Cutler Group LpCommon Shares3.5 K129 K
Arrow Financial CorpCommon Shares2007 K
Bank Of MontrealCommon Shares1245 K
Cutler Group LpCall Options2000.0
Senvest Management LlcCommon Shares1 M40.3 M

Digimarc Greeks

α
Alpha over DOW
=0.81
βBeta against DOW=1.28
σ
Overall volatility
=2.38
 IrInformation ratio =0.17

Digimarc Volatility Alert

Digimarc Corporation currently demonstrates below average downside deviation of 2.61. It has Information Ratio of 0.17 and Jensen Alpha of 0.81. However, we do advice investors to further question Digimarc Corporation expected returns to make sure all indicators are consistent with the current outlook about its relatively low value at risk.
    
 Better Than Average     
    
 Worse Than Average Compare Digimarc to competition
FundamentalsDigimarcPeer Average
Return On Equity(39.21) % (15.17) %
Return On Asset(23.32) % (15.64) %
Profit Margin(107.49) % (5.5) %
Operating Margin(109.8) % (10.91) %
Current Valuation327.54 M152.14 B
Shares Outstanding10.77 M1.43 B
Shares Owned by Insiders12.88 % 6.91 %
Shares Owned by Institutions53.8 % 18.37 %
Number of Shares Shorted1.78 M3.24 M
Price to Earning(14.86) times40.69 times
Price to Book4.81 times14.44 times
Price to Sales17.21 times17.81 times
Revenue22.43 M9.85 B
Gross Profit13.3 M21.75 B
EBITDA(22.78 M)1.41 B
Net Income(24.11 M)517.71 M
Cash and Equivalents67.75 M3.89 B
Cash per Share6.29 times5.17 times
Debt to Equity0.1 % 0.72 %
Current Ratio19.08 times3.3 times
Book Value Per Share7.45 times13.64 times
Cash Flow from Operations(16.95 M)1.25 B
Short Ratio9.5 times2.09 times
Earnings Per Share(2.41) times2.3 times
Price to Earnings To Growth(0.68) times1.22 times
Number of Employees16610.67 K
Beta-0.580.34
Market Capitalization386.14 M29.78 B
Total Asset56.36 M126.86 B
Retained Earnings(26.04 M)38.24 B
Working Capital37.61 M3.58 B
Current Asset42.29 M36.8 B
Current Liabilities4.68 M33.34 B
SellBuy
Strong Sell

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Piotroski F Score

Financial Leverage

Inapplicable
   Payment of 284 shares by Arana Aimee of Digimarc subject to Rule 16b-3 [view details]
Risk Adjusted Performance0.0787
Market Risk Adjusted Performance(0.44)
Mean Deviation1.38
Semi Deviation1.44
Downside Deviation2.61
Coefficient Of Variation387.75
Standard Deviation2.27
Variance5.15
Information Ratio0.1727
Jensen Alpha0.8097
Total Risk Alpha(0.96)
Sortino Ratio0.1501
Treynor Ratio(0.45)
Maximum Drawdown11.98
Value At Risk(1.22)
Potential Upside4.63
Downside Variance6.82
Semi Variance2.06
Expected Short fall(1.68)
Skewness0.1643
Kurtosis3.55

Current Valuation

Digimarc Current Valuation Analysis
Digimarc Corporation is rated # 5 in current valuation category among related companies. After adjusting for long-term liabilities, total market size of Computers industry is currently estimated at about 101.6 Billion. Digimarc adds roughly 327.54 Million in current valuation claiming only tiny portion of stocks in Computers industry.