Digimarc Risk Adjusted Performance

Reference Data . Stocks . USA . 
Stock . Digimarc
DMRC Stock  USD 5.81  -0.42  -6.74%   
Reference data associated with the Risk Adjusted Performance technical indicator for Digimarc. Values may reflect normalized price or volume observations.
Digimarc has current Risk Adjusted Performance of -0.07.

RAP

 = 

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

RFR

 = 
-0.07
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.

Risk Adjusted Performance Peers Comparison

Risk Adjusted Performance Relative To Other Indicators

Digimarc is rated below average for risk adjusted performance relative to top peers. It is currently under evaluation for maximum drawdown relative to top peers .
Compare Digimarc to Peers

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Volume Indicators
Risk Adjusted Performance-0.07
Market Risk Adjusted Performance-0.53
Mean Deviation3.96
Coefficient Of Variation-976.45
Standard Deviation5.29
Variance28.01
Information Ratio-0.09
Jensen Alpha-0.46
Total Risk Alpha0.0203
Treynor Ratio-0.54
Maximum Drawdown23.36
Value At Risk-8.01
Potential Upside6.8
Skewness0.4876
Kurtosis2.03
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