Digimarc Risk Adjusted Performance

DMRC Stock  USD 33.26  0.45  1.33%   
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Digimarc has current Risk Adjusted Performance of 0.0729.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.0729
ER[a] = Expected return on investing in Digimarc
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Digimarc Risk Adjusted Performance Peers Comparison

Digimarc Risk Adjusted Performance Relative To Other Indicators

Digimarc is rated # 5 in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  290.60  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Digimarc is roughly  290.60 
Compare Digimarc to Peers

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