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

Time Horizon

Risk Tolerance

Symbol
Execute Advice
Digimarc Corporation -- USA Stock  

USD 36.55  1.15  3.05%

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 1.3, semi deviation of 1.83, standard deviation of 1.86, variance of 3.44, downside variance of 3.79 and semi variance of 3.36
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 1.68 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 Return0.0539Value At Risk3.05
Potential Upside3.41Standard Deviation1.86
 Return Density 
      Distribution 

Institutional Investors

Security TypeSharesValue
Berson Corrado Investment Advisors LlcCommon Shares9.4 K339 K
Bank Of MontrealCommon Shares3.3 K120 K
Bank Of MontrealPut Options3.2 K116 K
Simplex Trading LlcCommon Shares2.7 K96 K
Simplex Trading LlcCall Options10.01000
Senvest Management LlcCommon Shares987.4 K36.1 M
Lagoda Investment Management LpCommon Shares687.3 K25.2 M
Blackrock IncCommon Shares601.6 K22 M
Vanguard Group IncCommon Shares450.4 K16.5 M

Digimarc Greeks

α
Alpha over DOW
=0.15
β
Beta against DOW=0.36
σ
Overall volatility
=1.87
Ir
Information ratio =0.13

Digimarc Volatility Alert

Digimarc Corporation has relatively low volatility with skewness of 0.02 and kurtosis of 0.92. However, we advise all investors to independently investigate Digimarc Corporation to ensure market all accessible information is consistent with the expectations about its upside potential and future risk-adjusted return.
    
 Better Than Average     
    
 Worse Than Average Compare Digimarc to competition
FundamentalsDigimarcPeer Average
Return On Equity(29.78) % (15.17) %
Return On Asset(18.09) % (15.64) %
Profit Margin(90.69) % (5.5) %
Operating Margin(93.14) % (10.91) %
Current Valuation359.43 M152.14 B
Shares Outstanding11.15 M1.43 B
Shares Owned by Insiders12.3 % 6.91 %
Shares Owned by Institutions55.68 % 18.37 %
Number of Shares Shorted1.68 M3.24 M
Price to Earning(14.64) times40.69 times
Price to Book5.46 times14.44 times
Price to Sales17.03 times17.81 times
Revenue25.54 M9.85 B
Gross Profit13.3 M21.75 B
EBITDA(21.85 M)1.41 B
Net Income(23.16 M)517.71 M
Cash and Equivalents60.89 M3.89 B
Cash per Share5.63 times5.17 times
Debt to Equity0.1 % 0.72 %
Current Ratio18.5 times3.3 times
Book Value Per Share7.15 times13.64 times
Cash Flow from Operations(18.89 M)1.25 B
Short Ratio26.33 times2.09 times
Earnings Per Share(2.24) times2.3 times
Price to Earnings To Growth(0.8) times1.22 times
Number of Employees16610.67 K
Beta-0.640.34
Market Capitalization434.85 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
   Exercise or conversion by Joel Meyer of 5000 shares of Digimarc subject to Rule 16b-3 [view details]
Risk Adjusted Performance0.0202
Market Risk Adjusted Performance(0.11)
Mean Deviation1.3
Semi Deviation1.83
Downside Deviation1.95
Coefficient Of Variation3442.76
Standard Deviation1.86
Variance3.44
Information Ratio(0.13)
Jensen Alpha0.1457
Total Risk Alpha(1.16)
Sortino Ratio(0.12)
Treynor Ratio(0.12)
Maximum Drawdown8.12
Value At Risk(3.05)
Potential Upside3.41
Downside Variance3.79
Semi Variance3.36
Expected Short fall(1.35)
Skewness0.0176
Kurtosis0.921

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 109.01 Billion. Digimarc adds roughly 359.43 Million in current valuation claiming only tiny portion of stocks in Computers industry.