Digimarc Performance

DMRC -- USA Stock  

USD 30.00  0.65  2.12%

Digimarc has performance score of 3 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.6068 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.. Although it is extremely important to respect Digimarc historical returns, it is better to be realistic regarding the information on equity current trending patterns. 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 0.1268% will be sustainable into the future. Digimarc right now shows a risk of 2.2691%. Please confirm Digimarc Treynor Ratio, and the relationship between Standard Deviation and Downside Variance to decide if Digimarc will be following its price patterns.
 Time Horizon     30 Days    Login   to change

Digimarc Relative Risk vs. Return Landscape

If you would invest  3,000  in Digimarc Corporation on June 21, 2018 and sell it today you would earn a total of  65.00  from holding Digimarc Corporation or generate 2.17% return on investment over 30 days. Digimarc Corporation is currently generating 0.1268% of daily expected returns and assumes 2.2691% risk (volatility on return distribution) over the 30 days horizon. In different words, 20% of equities are less volatile than Digimarc Corporation and 98% 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 3.95 times more return on investment than the market. However, the company is 3.95 times more volatile than its market benchmark. It trades about 0.06 of its potential returns per unit of risk. The DOW is currently generating roughly 0.15 per unit of risk.

Digimarc Market Risk Analysis

Sharpe Ratio = 0.0559
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Digimarc Relative Performance Indicators

Estimated Market Risk
 2.27
  actual daily
 
 80 %
of total potential
  
Expected Return
 0.13
  actual daily
 
 2 %
of total potential
  
Risk-Adjusted Return
 0.06
  actual daily
 
 3 %
of total potential
  
Based on monthly moving average Digimarc is performing at about 3% 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.

Performance Rating

Digimarc Corporation Risk Adjusted Performance Analysis
3 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Digimarc Corporation are ranked lower than 3 (%) of all global equities and portfolios over the last 30 days.

Digimarc Alerts

Equity Alerts and Improvement Suggestions
Digimarc has high likelihood to experience some financial distress in the next 2 years
The company reported previous year revenue of 24.73 M. Net Loss for the year was (27.66 M) with profit before overhead, payroll, taxes, and interest of 15.19 M.
DIGIMARC CORP currently holds about 63.67 M in cash with (18.07 M) of positive cash flow from operations. This results in cash-per-share (CPS) ratio of 5.64.
Roughly 56.0% of the company shares are held by institutions such as insurance companies
Latest headline from MacroaxisInsider: Digimarc exotic insider transaction detected
Additionally see Investing Opportunities. Please also try Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
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