Digimarc Alpha and Beta Analysis

Digimarc Corporation -- USA Stock  

USD 36.65  0.2  0.55%

This module allows you to check different measures of market premium for Digimarc Corporation as well as systematic risk associated with investing in Digimarc over a specified time horizon. Additionally see Digimarc Backtesting, Digimarc Valuation, Digimarc Correlation, Digimarc Hype Analysis, Digimarc Volatility, Digimarc History and analyze Digimarc Performance
Investment Horizon     30 Days    Login   to change
Run Premiums

Digimarc Market Premiums

α (average alpha)=0.67    β (beta)=1.42    
30 days against DJI
Risk Adjusted Performance  0.0569Jensen Alpha  0.6509Total Risk Alpha  (0.82)Sortino Ratio  0.1505Treynor Ratio  (0.33)

Digimarc expected buy-and-hold returns


Digimarc Market Price Analysis

Price Series Summation
Price Series Division
Inverse Tangent Over Price Movement
Price Ceiling Movement
Aroon Oscillator
Balance Of Power
Bollinger Bands
Double Exponential Moving Average
Belt hold
Hanging Man

Digimarc Return and Market Media

The median price of Digimarc for the period between Sun, Sep 17, 2017 and Tue, Oct 17, 2017 is 36.1 with a coefficient of variation of 5.14. The daily time series for the period is distributed with a sample standard deviation of 1.79, arithmetic mean of 34.84, and mean deviation of 1.68. The Stock received some media coverage during the period.
Price Growth (%)  
Acquisition by Bruce Davis of 60000 shares of Digimarc subje...10/16/2017