Digimarc Stock Alpha and Beta Analysis
| DMRC Stock | USD 41.09 1.00 2.49% |
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 0.31 | Alpha 0.52 | Risk 4.25 | Sharpe Ratio 0.11 | Expected Return 0.45 |
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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 | 0.52 | β | 0.31 |
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 Sat, Oct 26, 2024 and Fri, Jan 24, 2025 is 34.38 with a coefficient of variation of 13.01. The daily time series for the period is distributed with a sample standard deviation of 4.61, arithmetic mean of 35.42, and mean deviation of 3.71. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Digimarc Is In A Good Position To Deliver On Growth Plans | 11/08/2024 |
2 | Institutional owners may take dramatic actions as Digimarc Corporations recent 7.9 percent drop adds to one-year losses | 11/15/2024 |
3 | Earnings call Digimarc reports Q3 results, optimistic despite contract delay | 11/18/2024 |
4 | Digimarc Third Quarter 2024 Earnings Misses Expectations | 11/20/2024 |
5 | Acquisition by Walter Andrew of 424 shares of Digimarc at 29.44 subject to Rule 16b-3 | 11/22/2024 |
6 | Salad bar bandits, youre on notice | 12/03/2024 |
7 | The Friday Checkout Is Kroger looking past its deal with Albertsons | 12/06/2024 |
8 | DMRC Stock Surges 5.35 percent Amid Positive Analyst Ratings | 12/17/2024 |
9 | Acquisition by Dadlani Sandeep of 403 shares of Digimarc at 31.01 subject to Rule 16b-3 | 12/23/2024 |
10 | Acquisition by Mcilwain Dana of 166 shares of Digimarc at 37.45 subject to Rule 16b-3 | 01/02/2025 |
11 | Digimarc Share Price Passes Above 200-Day Moving Average - Time to Sell - MarketBeat | 01/13/2025 |
12 | Acquisition by Park Michael of 201 shares of Digimarc at 31.01 subject to Rule 16b-3 | 01/17/2025 |
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.
| 2024 | 2025 (projected) | Dividend Yield | 4.68E-4 | 4.44E-4 | Price To Sales Ratio | 18.96 | 19.9 |
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 |
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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 Global Correlations module to find global opportunities by holding instruments from different markets.
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.