Digimarc Performance

DMRC -- USA Stock  

USD 50.59  0.01  0.0198%

Digimarc holds performance score of 13 on a scale of zero to a hundred. The firm shows Beta (market volatility) of -0.8363 which denotes to the fact that as returns on market increase, returns on owning Digimarc are expected to decrease at a much smaller rate. During bear market, Digimarc is likely to outperform the market. Although it is essential to pay attention to Digimarc historical returns, it is also good to be reasonable about what you can actually do with 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 1.7899 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.

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. Despite somewhat uncertain basic indicators, Digimarc sustained solid returns over the last few months and may actually be approaching a breakup point.
Quick Ratio8.18
Fifty Two Week Low14.03
Target High Price44.00
Fifty Two Week High62.10
Target Low Price42.00
Horizon     30 Days    Login   to change

Digimarc Relative Risk vs. Return Landscape

If you would invest  2,800  in Digimarc Corporation on May 18, 2019 and sell it today you would earn a total of  2,260  from holding Digimarc Corporation or generate 80.71% return on investment over 30 days. Digimarc Corporation is currently generating 1.7899% of daily expected returns and assumes 8.9045% risk (volatility on return distribution) over the 30 days horizon. In different words, 79% of equities are less volatile than Digimarc and 67% 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 is expected to generate 11.42 times more return on investment than the market. However, the company is 11.42 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 -0.05 per unit of risk.

Digimarc Market Risk Analysis

Sharpe Ratio = 0.201
Good Returns
Average ReturnsDMRC
Small Returns
Negative Returns

Digimarc Relative Performance Indicators

Estimated Market Risk
  actual daily
 79 %
of total potential
Expected Return
  actual daily
 33 %
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.

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 21.24M. Net Loss for the year was (32.86M) with profit before overhead, payroll, taxes, and interest of 11.48M.
DIGIMARC CORP currently holds about 37.47M in cash with (13.32M) of positive cash flow from operations. This results in cash-per-share (CPS) ratio of 3.26.
Roughly 58.0% of the company shares are held by institutions such as insurance companies
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