Digimarc Performance

DMRC -- USA Stock  

USD 31.95  0.45  1.43%

Digimarc holds performance score of 23 on a scale of zero to a hundred. The firm shows Beta (market volatility) of 1.3993 which denotes to the fact that as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Digimarc will likely underperform.. Although it is vital to follow to Digimarc historical returns, it is good to be conservative about what you can actually do with the information regarding equity current trending patterns. Macroaxis philosophy towards predicting future performance of any stock is to look not only at its past charts but also at the business as a whole, including all fundamental and technical indicators. To evaluate if Digimarc Corporation expected return of 1.1809 will be sustainable into the future, we have found twenty-one different technical indicators which can help you to check if the expected returns are sustainable. Use Digimarc Treynor Ratio, and the relationship between Standard Deviation and Downside Variance to analyze future returns on Digimarc.
Horizon     30 Days    Login   to change

Digimarc Relative Risk vs. Return Landscape

If you would invest  2,488  in Digimarc Corporation on August 24, 2018 and sell it today you would earn a total of  662.00  from holding Digimarc Corporation or generate 26.61% return on investment over 30 days. Digimarc Corporation is currently generating 1.1809% of daily expected returns and assumes 3.313% risk (volatility on return distribution) over the 30 days horizon. In different words, 30% of equities are less volatile than Digimarc Corporation and 78% of traded equity instruments are projected to make higher returns than the company over the 30 days investment horizon.
 Daily Expected Return (%) 
      Risk (%) 
Given the investment horizon of 30 days, Digimarc Corporation is expected to generate 7.38 times more return on investment than the market. However, the company is 7.38 times more volatile than its market benchmark. It trades about 0.36 of its potential returns per unit of risk. The DOW is currently generating roughly 0.39 per unit of risk.

Digimarc Market Risk Analysis

Sharpe Ratio = 0.3565
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Digimarc Relative Performance Indicators

Estimated Market Risk
 3.31
  actual daily
 
 70 %
of total potential
  
Expected Return
 1.18
  actual daily
 
 22 %
of total potential
  
Risk-Adjusted Return
 0.36
  actual daily
 
 23 %
of total potential
  
Based on monthly moving average Digimarc is performing at about 23% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Digimarc by adding it to a well-diversified portfolio.

Digimarc Performance Rating

Digimarc Corporation Risk Adjusted Performance Analysis

23 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Digimarc Corporation are ranked lower than 23 (%) of all global equities and portfolios over the last 30 days.

Digimarc Alerts

Equity Alerts and Improvement Suggestions

Digimarc appears to be very risky and stock price may revert if volatility continues
The company reported previous year revenue of 24.59 M. Net Loss for the year was (28.76 M) with profit before overhead, payroll, taxes, and interest of 15.19 M.
DIGIMARC CORP currently holds about 56.78 M in cash with (19.05 M) of positive cash flow from operations. This results in cash-per-share (CPS) ratio of 4.99.
Roughly 60.0% of the company shares are held by institutions such as insurance companies
Latest headline from MacroaxisInsider: Digimarc exotic insider transaction detected

Digimarc Performance Indicators

Digimarc Basic Price Performance Measures

Quick Ratio14.77
Fifty Two Week Low22.85
Target High Price50.00
Fifty Two Week High39.95
Payout Ratio0.00%
Trailing Annual Dividend Yield0.00%
Target Low Price33.00
Additionally see Investing Opportunities. Please also try Insider Screener module to find insiders across different sectors to evaluate their impact on performance.
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