Digimarc Stock Alpha and Beta Analysis
| DMRC Stock | USD 14.31 0.01 0.07% |
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 (1.52) | Alpha (1.29) | Risk 7.02 | Sharpe Ratio (0.19) | Expected Return (1.32) |
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 | -1.29 | β | -1.52 |
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, Dec 21, 2024 and Fri, Mar 21, 2025 is 36.34 with a coefficient of variation of 32.08. The daily time series for the period is distributed with a sample standard deviation of 10.32, arithmetic mean of 32.17, and mean deviation of 8.64. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Acquisition by Dadlani Sandeep of 403 shares of Digimarc at 31.01 subject to Rule 16b-3 | 12/23/2024 |
2 | Acquisition by Mcilwain Dana of 166 shares of Digimarc at 37.45 subject to Rule 16b-3 | 01/02/2025 |
3 | Acquisition by Anderson-williams Lashonda of 166 shares of Digimarc at 37.45 subject to Rule 16b-3 | 01/17/2025 |
4 | Acquisition by Kool Kathleen of 212 shares of Digimarc at 29.44 subject to Rule 16b-3 | 02/07/2025 |
5 | Acquisition by Riley McCormack of 18160 shares of Digimarc at 35.11 subject to Rule 16b-3 | 02/14/2025 |
6 | Nvidias Shaken Aura of Invincibility Is Set for Earnings Test | 02/26/2025 |
7 | Digimarc Corporation Investors Company Investigated by the Portnoy Law Firm | 03/05/2025 |
8 | DMRC CLASS ACTION NOTICE Glancy Prongay Murray LLP Files Securities Fraud Lawsuit On Behalf Of Digimarc Corporation Investors | 03/10/2025 |
9 | Gainey McKenna Egleston Announcesa ClassAction Lawsuit Has B | 03/11/2025 |
10 | INVESTOR ALERT Shareholder Class Action Lawsuit Filed Against Digimarc Corporation NASDAQ ... | 03/12/2025 |
11 | Levi Korsinsky Reminds Shareholders of a Lead Plaintiff Deadline of May 9, 2025 in Digimarc Lawsuit DMRC | 03/13/2025 |
12 | Digimarc Corporations Popularity With Investors Under Threat As Stock Sinks 59 | 03/14/2025 |
13 | Digimarc Corporation Shareholders Who Lost Money on Their Investment are Encouraged to Contact Johnson Fistel about the Class Action Lawsuit | 03/17/2025 |
14 | Kirby McInerney LLP Reminds Digimarc Corporation Investors of Securities Class Action Lawsuit | 03/18/2025 |
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 | 20.73 | 21.76 |
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 Money Flow Index module to determine momentum by analyzing Money Flow Index and other technical indicators.
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.