Digimarc Price Prediction

Digimarc Corporation -- USA Stock  

USD 36.75  0.2  0.55%

Macroaxis is not in business of monitoring Digimarc headlines and social sentiment data; there are plenty of companies out there that do it quite successfully. However, we do analyze noise-free headlines and recent hype associated with Digimarc Corporation brand which may create opportunities for some arbitrage if properly timed. With Digimarc hype-based prediction module you can estimate the value of Digimarc Corporation from the prospective of Digimarc response to recently generated media hype and the effects of current headlines on its competitors. The module also provides analysis of price elasticity to changes in media outlook on Digimarc over a specific investment horizon. Additionally see Digimarc Basic Forecasting Models to cross-verify your projections.
Investment Horizon     30 Days    Login   to change

Digimarc estimiated after-hype price volatility

 Next price density 
 
Expected price to next headline
October 20, 2017
36.75
Current Value
Downside upside
36.65
After-hype Price
Target Price Odds
 Above  Below  
43.37
Upside
Upside upside
Digimarc is not too volatile asset. Analysis and calculation of next after-hype price of Digimarc is based on 1 month time horizon.

Digimarc Hype Analysis

Daily Expected returnPeriod VolatilityHype elasticityRelated hype elasticityAverage news densityRelated news densityNext Expected Hype
 0.53% 2.24% 0.11%  0.04% 1 Events / Month0 Events / MonthVery soon
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
36.7536.650.27%
1,120% 

Digimarc Hype Timeline

Digimarc Corporation is currently traded for 36.75 . This company has historical hype elasticity of 0.11 and average elasticity to hype of competition of 0.04. Digimarc Corporation is projected to increase in value after the next headline with price going to jump to 36.65. The average volatility of media hype impact on the company stock price is about 1120.0%. The price appreciation on the next news is estimated to be 0.27% where as daily expected return is currently at 0.53%. The volatility of related hype on Digimarc is about 2859.57% with expected price after next announcement by competition of 36.79. The company reported previous year revenue of 22.43 M. Net Loss for the year was (24.11 M) with profit before overhead, payroll, taxes, and interest of 13.3 M. Given the investment horizon of 30 days, the next projected press release will be very soon.
Additionally see Digimarc Basic Forecasting Models to cross-verify your projections.

Digimarc Related Hype Analysis

Hype
Elasticity
News
Density
Semi
Deviation
Information
Ratio
Expected
Short fall
Potential
Upside
Value
At Risk
Maximum
Drawdown
Digimarc Corporation 0.2 1 per month 1.54  0.17 (1.79)  4.63 (1.22)  11.98 
VASCO Data Security International Inc 0.1 1 per month 1.1  0.0701 (1.6)  3.1 (1.2)  7.97 
Datalink Corporation 0.00 0 per month 0.00 (1.22)  0.00  0.18 (0.18)  0.36 
Dell Technologies Inc Class V 0.37 1 per month 0.00  0.25  0.00  1.17 (0.3)  1.94 
Violin Memory Inc 0.00 0 per month 0.00 (0.62)  0.00  4.93 (10.88)  11.9 
Verint Systems Inc(0.2) 1 per month 0.00  0.0897 (0.96)  2.39 (0.7)  4.25