Digimarc Performance

Digimarc Corporation -- USA Stock  

USD 26.55  4.00  13.09%

Macroaxis gives Digimarc performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.0905 which denotes to the fact that as returns on market increase, Digimarc returns are expected to increase less than the market. However during bear market, the loss on holding Digimarc will be expected to be smaller as well.. Even though it is essential to pay attention to Digimarc historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy towards predicting future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Digimarc Corporation exposes twenty-one different technical indicators which can help you to evaluate its performance. Digimarc has expected return of -1.2049%. Please be advised to confirm Digimarc Treynor Ratio, and the relationship between Standard Deviation and Downside Variance to decide if Digimarc past performance will be repeated at some point in the near future.
 Time Horizon     30 Days    Login   to change

Digimarc Relative Risk vs. Return Landscape

If you would invest  3,510  in Digimarc Corporation on January 23, 2018 and sell it today you would lose (855.00)  from holding Digimarc Corporation or give up 24.36% of portfolio value over 30 days. Digimarc Corporation is currenly does not generate positive expected returns and assumes 3.3287% risk (volatility on return distribution) over the 30 days horizon. In different words, 30% of equities are less volatile than Digimarc Corporation and 99% 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 under-perform the market. In addition to that, the company is 1.9 times more volatile than its market benchmark. It trades about -0.36 of its total potential returns per unit of risk. The DOW is currently generating roughly -0.14 per unit of volatility.

Operating Margin

Digimarc Operating Margin
Based on recorded statements Digimarc Corporation has Operating Margin of -93.14%. This is 235.52% higher than that of the Technology sector, and significantly lower than that of Computers industry, The Operating Margin for all stocks is 753.71% higher than the company.
A good Operating Margin is required for a company to be able to pay for its fixed costs or pay out its debt which implies that the higher the margin, the better. This ratio is most effective in evaluating the earning potential of a company over time when comparing it against firm's competitors.

Digimarc Daily Price Distribution

The median price of Digimarc for the period between Tue, Jan 23, 2018 and Thu, Feb 22, 2018 is 30.55 with a coefficient of variation of 6.75. The daily time series for the period is distributed with a sample standard deviation of 2.06, arithmetic mean of 30.59, and mean deviation of 1.59. The Stock received some media coverage during the period.
0 

Risk-Adjusted Performance

Over the last 30 days Digimarc Corporation has generated negative risk-adjusted returns adding no value to investors with long positions.

One Month Efficiency

Digimarc Sharpe Ratio = -0.362
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Estimated Market Risk

 3.33
  actual daily
 
 70 %
of total potential
  

Expected Return

 -1.2
  actual daily
 
 1 %
of total potential
  

Risk-Adjusted Return

 -0.36
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Digimarc is performing at about 0% 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.