Digimarc Coefficient Of Variation

DMRC Stock  USD 5.34  -0.47  -8.09%   
Reference data associated with the Coefficient Of Variation technical indicator for Digimarc. Values may reflect normalized price or volume observations.
Digimarc has current Coefficient Of Variation of -976.45. Coefficient of Variation (or CV) is a normalized measure of dispersion of a probability distribution. It is also known as the variation coefficient or simply unitized risk. The absolute value of the Coefficient of Variation is sometimes called Relative Standard Deviation (or RSD), which is expressed as a percentage.

Coefficient Of Variation

 = 

STD

ER

 = 
-976.45
ER = Expected return on investing in Digimarc
STD =   Standard Deviation of returns on Digimarc

Coefficient Of Variation Peers Comparison

Coefficient Of Variation Relative To Other Indicators

Digimarc is rated below average for coefficient of variation relative to top peers. It is currently under evaluation for maximum drawdown relative to top peers .
CV is the measure of price and return dispersion, sometimes known as unitized risk or the variation coefficient. The CV is derived from the ratio of the standard deviation to the non-zero mean and the absolute value is taken for the mean to ensure it always positive. It is sometimes expressed as a percentage, in which case the CV is multiplied by 100. Coefficient of Variation for a single equity instrument describes the dispersion of price movement or daily returns. The higher the Coefficient of Variation, the greater the dispersion of prices, and the more riskier is the asset. Compare Digimarc to Peers

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