Digimarc Performance

Digimarc Corporation -- USA Stock  

USD 36.65  0.2  0.55%

On a scale of 0 to 100 Digimarc holds performance score of 13. The firm shows Beta (market volatility) of -1.4388 which denotes to the fact that as returns on market increase, returns on owning Digimarc are expected to decrease by larger amounts. On the other hand, during market turmoil, Digimarc is expected to significantly outperform it.. 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 patternss. The philosophy towards predicting future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By reviewing Digimarc technical indicators you can presently evaluate if the expected return of 0.4644% will be sustainable into the future. Please utilizes Digimarc Treynor Ratio, and the relationship between Standard Deviation and Downside Variance to make a quick decision on weather Digimarc price patterns will revert.
Investment Horizon     30 Days    Login   to change

Relative Risk vs. Return Landscape

If you would invest  3,310  in Digimarc Corporation on September 18, 2017 and sell it today you would earn a total of  335  from holding Digimarc Corporation or generate 10.12% return on investment over 30 days. Digimarc Corporation is currenly generating 0.4644% of daily expected returns and assumes 2.3082% risk (volatility on return distribution) over the 30 days horizon. In different words, 21% of equities are less volatile than Digimarc Corporation and 91% 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 10.09 times more return on investment than the market. However, the company is 10.09 times more volatile than its market benchmark. It trades about 0.2 of its potential returns per unit of risk. The DOW is currently generating roughly 0.59 per unit of risk.

Digimarc Daily Price Distribution

The median price of Digimarc for the period between Mon, Sep 18, 2017 and Wed, Oct 18, 2017 is 36.15 with a coefficient of variation of 5.07. The daily time series for the period is distributed with a sample standard deviation of 1.77, arithmetic mean of 35.0, and mean deviation of 1.64. The Stock received some media coverage during the period.

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Digimarc Corporation are ranked lower than 13 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

Digimarc Sharpe Ratio = 0.2012
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Estimated Market Risk

  actual daily
 79 %
of total potential

Expected Return

  actual daily
 9 %
of total potential

Risk-Adjusted Return

  actual daily
 13 %
of total potential
Based on monthly moving average Digimarc is performing at about 13% 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.