Digimarc Stock Alpha and Beta Analysis
| DMRC Stock | USD 22.99 0.34 1.50% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Digimarc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Digimarc over a specified time horizon. Remember, high Digimarc's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Digimarc's market risk premium analysis include:
Beta 2.18 | Alpha (0.75) | Risk 3.79 | Sharpe Ratio (0.18) | Expected Return (0.67) |
Enterprise Value |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Digimarc |
Digimarc Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Digimarc market risk premium is the additional return an investor will receive from holding Digimarc long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Digimarc. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Digimarc's performance over market.| α | -0.75 | β | 2.18 |
Digimarc expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Digimarc's Buy-and-hold return. Our buy-and-hold chart shows how Digimarc performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Digimarc Market Price Analysis
Market price analysis indicators help investors to evaluate how Digimarc stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Digimarc shares will generate the highest return on investment. By understating and applying Digimarc stock market price indicators, traders can identify Digimarc position entry and exit signals to maximize returns.
Digimarc Return and Market Media
The median price of Digimarc for the period between Fri, Jan 19, 2024 and Thu, Apr 18, 2024 is 35.27 with a coefficient of variation of 17.79. The daily time series for the period is distributed with a sample standard deviation of 5.79, arithmetic mean of 32.52, and mean deviation of 5.23. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 338 shares by Thomas Benton of Digimarc at .49 subject to Rule 16b-3 | 02/15/2024 |
2 | Digimarc Corp Reports Significant Growth in Subscription Revenue and Margin Expansion ... | 02/28/2024 |
3 | Disposition of 4900 shares by Alberti-perez Milena of Digimarc at 30.8352 subject to Rule 16b-3 | 03/11/2024 |
4 | Digimarc Powers New Consumer Engagement Capabilities and Insights | 03/12/2024 |
5 | Director Milena Alberti-Perez Sells Shares of Digimarc Corp | 03/13/2024 |
6 | Short Interest in Digimarc Co. Drops By 5.1 percent - MarketBeat | 03/18/2024 |
7 | Disposition of 2000 shares by Tony Rodriguez of Digimarc at 26.91 subject to Rule 16b-3 | 03/28/2024 |
8 | Acquisition by Park Michael of 229 shares of Digimarc at 27.18 subject to Rule 16b-3 | 04/01/2024 |
9 | Digimarc names George Karamanos as new Chief Legal Officer | 04/04/2024 |
10 | Disposition of tradable shares by George Karamanos of Digimarc subject to Rule 16b-3 | 04/08/2024 |
11 | MADISON LOGIC NAMES KEITH TURCO CEO | 04/09/2024 |
12 | Digimarc and DataTrails Partner to Solve the Industrys Biggest Content Protection Challenge with Advanced Digital Watermarks and Cryptography | 04/10/2024 |
13 | Supreme Courts Delhi Metro verdict opens a Pandoras box for public-private infra projects | 04/12/2024 |
About Digimarc Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Digimarc or other stocks. Alpha measures the amount that position in Digimarc has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2021 | 2023 | 2024 (projected) | Dividend Yield | 9.9E-5 | 1.14E-4 | 1.08E-4 | Price To Sales Ratio | 24.51 | 21.06 | 22.12 |
Digimarc Upcoming Company Events
As portrayed in its financial statements, the presentation of Digimarc's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Digimarc's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Digimarc's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Digimarc. Please utilize our Beneish M Score to check the likelihood of Digimarc's management manipulating its earnings.
| 6th of March 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with Digimarc
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Digimarc Backtesting, Digimarc Valuation, Digimarc Correlation, Digimarc Hype Analysis, Digimarc Volatility, Digimarc History and analyze Digimarc Performance. For information on how to trade Digimarc Stock refer to our How to Trade Digimarc Stock guide.You can also try the USA ETFs module to find actively traded Exchange Traded Funds (ETF) in USA.
Complementary Tools for Digimarc Stock analysis
When running Digimarc's price analysis, check to measure Digimarc's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Digimarc is operating at the current time. Most of Digimarc's value examination focuses on studying past and present price action to predict the probability of Digimarc's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Digimarc's price. Additionally, you may evaluate how the addition of Digimarc to your portfolios can decrease your overall portfolio volatility.
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Digimarc technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.