Digimarc Price Prediction and Hype Density Breakdown

DMRC -- USA Stock  

USD 29.00  0.60  2.03%

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.
 Time Horizon     30 Days    Login   to change

Digimarc After-Hype Price Density Analysis

 Next price density 
 
Expected price to next headline

Digimarc Estimiated After-Hype Price Volatility

July 18, 2018
29.00
Current Value
28.79
After-hype Price
Target Odds
  
35.87
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 Next Price Analysis

Daily Expected returnPeriod VolatilityHype elasticityRelated hype elasticityAverage news densityRelated news densityNext Expected Hype
 0.32% 2.36% 0.21%  0.07% 6 Events / Month5 Events / MonthIn about 6 days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
29.0028.790.72%
363.08% 

Digimarc Hype Timeline

Digimarc Corporation is currently traded for29.00. This company has historical hype elasticity of -0.21 and average elasticity to hype of competition of 0.07. Digimarc Corporation is projected to decline in value after the next headline with price expected to drop to 28.79. The average volatility of media hype impact on the company stock price is about 363.08%. The price decrease on the next news is expected to be -0.72% where as daily expected return is currently at -0.32%. The volatility of related hype on Digimarc is about 1092.44% with expected price after next announcement by competition of 29.07. About 13.0% of the company shares are held by company insiders. The book value of Digimarc Corporation was currently reported as 6.74. The company recorded loss per share of 2.55. Digimarc Corporation last dividend was issued on 2014-05-01. Given the investment horizon of 30 days, the next projected press release will be in about 6 days.
Additionally see Digimarc Basic Forecasting Models to cross-verify your projections.

Digimarc Related Hype Analysis

Hype
Elasticity
News
Density
Semi
Deviation
Information
Ratio
Potential
Upside
Value
At Risk
Maximum
Drawdown
Gartner 0.51 3 per month 0.82 (0.07)  1.20 (1.47)  2.81 
Digimarc Corporation(0.65) 6 per month 0.00 (0.24)  3.43 (4.31)  6.36 
Edgewater Technology 0.09 3 per month 0.00 (0.22)  2.00 (3.89)  6.64 
EPAM Systems(1.15) 5 per month 0.99  0.14  2.89 (1.79)  4.57 
Accenture plc 0.91 3 per month 0.71 (0.0025)  1.03 (1.08)  6.45 
CDW Corporation 0.84 5 per month 0.84 (0.1)  1.46 (1.64)  2.58 
Computer Task Group Incorporated 0.10 3 per month 0.00 (0.11)  2.23 (3.38)  5.60 
DXC Technology Company 0.43 6 per month 0.95  0.0083  1.74 (1.51)  2.85 
CGI Group 1.08 3 per month 0.44  0.09  1.64 (0.74)  2.80 
FRONTEO 0.00 0 per month 0.00 (0.12)  5.50 (10.15)  21.91 

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Additionally see Digimarc Basic Forecasting Models to cross-verify your projections. Please also try Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.