Digimarc Alpha and Beta Analysis Overview

DMRC -- USA Stock  

USD 30.25  0.10  0.33%

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.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

Digimarc Market Premiums

α0.25β0.27
30 days against DJI
Risk Adjusted Performance  

0.0168

Jensen Alpha  

0.09

Total Risk Alpha  

0.54

Sortino Ratio  

0.02413

Treynor Ratio  

0.0309

Digimarc expected buy-and-hold returns

Digimarc Market Price Analysis

Digimarc Return and Market Media

The median price of Digimarc for the period between Sat, Jun 16, 2018 and Mon, Jul 16, 2018 is 29.15 with a coefficient of variation of 6.01. The daily time series for the period is distributed with a sample standard deviation of 1.77, arithmetic mean of 29.48, and mean deviation of 1.47. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
EPS for Digimarc Corporation Expected At -0.8106/22/2018
2
Analysts See -0.81 EPS for Digimarc 8 Analysts Covering Fres...06/26/2018
3
Digimarc exotic insider transaction detected07/09/2018
4
Pro-Digimarc Corp Institutional Investors Sentiment Runs Hig...07/12/2018

Upcoming Events

Digimarc Upcoming Company Events
Upcoming Quarterly ReportApril 26, 2017
Next Earnings ReportJuly 25, 2017

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Additionally see Digimarc Backtesting, Digimarc Valuation, Digimarc Correlation, Digimarc Hype Analysis, Digimarc Volatility, Digimarc History and analyze Digimarc Performance. Please also try Aroon Oscillator module to analyze current equity momentum using aroon oscillator and other momentum ratios.