Digimarc Downside Variance
| DMRC Stock | | | USD 7.29 0.33 4.74% |
Downside Variance (or DV) is measured by target semi-variance and is termed downside volatility. It is expressed in percentages and therefore allows for rankings in the same way as variance. One way to view downside volatility is the annualized variance of returns below the target. Below is Digimarc's current Downside Variance with peer comparisons and related risk metrics.
Current Downside Variance Value
At 30.41, Digimarc exhibits elevated price variability in Downside Variance. This places Digimarc toward the higher end of the volatility range for Application Software.
Downside Variance | = | SUM(RET DEV)2N(ER) |
| = | 30.41 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual returns deviation over selected period |
| N(ER) | = | Number of points with returns less than expected return for the period |
Downside Variance Peers Comparison
Digimarc falls below the 33.36 peer average for Downside Variance. GD Culture Group leads at 66.36 while ON24 Inc registers the lowest at 0.3851. Digimarc has exhibited less price dispersion than the peer average over the measured period.
Downside Variance Relative To Other Indicators
The chart below plots Downside Variance against Maximum Drawdown for Digimarc and its peers. Each point represents one equity — position along the horizontal axis shows Downside Variance while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
With Downside Variance at
30.41 and Maximum Drawdown at
32.32 , Digimarc shows a
1.06 -to-one ratio between these indicators. The two measures are closely aligned in magnitude for Digimarc.
Methodology, Assumptions & Data Sources
The current Downside Variance for Digimarc is 30.41. Digimarc's Downside Variance is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Digimarc operates in the information technology sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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