This module allows you to analyze existing cross correlation between Digimarc Corporation and VASCO Data Security International. You can compare the effects of market volatilities on Digimarc and VASCO Data and check how they will diversify away market risk if combined in the same portfolio for a given time horizon. You can also utilize pair trading strategies of matching a long position in Digimarc with a short position of VASCO Data. See also your portfolio center. Please also check ongoing floating volatility patterns of Digimarc and VASCO Data.
|Time Horizon||30 Days Login to change|
Digimarc Corp. vs. VASCO Data Security Internatio
Given the investment horizon of 30 days, Digimarc Corporation is expected to generate 2.01 times more return on investment than VASCO Data. However, Digimarc is 2.01 times more volatile than VASCO Data Security International. It trades about 0.26 of its potential returns per unit of risk. VASCO Data Security International is currently generating about 0.3 per unit of risk. If you would invest 2,830 in Digimarc Corporation on May 19, 2018 and sell it today you would earn a total of 365.00 from holding Digimarc Corporation or generate 12.9% return on investment over 30 days.