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Digitalbox plc (DBOX.L)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINGB00BJK9H642
SectorCommunication Services
IndustryInternet Content & Information

Highlights

Market Cap£4.48M
EPS-£0.06
PE Ratio4.00
Revenue (TTM)£2.79M
Gross Profit (TTM)£3.04M
EBITDA (TTM)-£240.00K
Year Range£3.00 - £8.55
Target Price£7.60

Share Price Chart


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Digitalbox plc

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in Digitalbox plc, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril0
18.87%
DBOX.L (Digitalbox plc)
Benchmark (^GSPC)

S&P 500

Returns By Period

Digitalbox plc had a return of 13.43% year-to-date (YTD) and -53.23% in the last 12 months. Over the past 10 years, Digitalbox plc had an annualized return of -39.38%, while the S&P 500 had an annualized return of 10.46%, indicating that Digitalbox plc did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date13.43%5.84%
1 month-5.00%-2.98%
6 months1.33%22.02%
1 year-53.23%24.47%
5 years (annualized)-15.38%11.44%
10 years (annualized)-39.38%10.46%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20248.96%2.74%6.67%
2023-39.13%7.14%-6.67%-4.29%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DBOX.L is 9, indicating that it is in the bottom 9% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of DBOX.L is 99
Digitalbox plc(DBOX.L)
The Sharpe Ratio Rank of DBOX.L is 33Sharpe Ratio Rank
The Sortino Ratio Rank of DBOX.L is 66Sortino Ratio Rank
The Omega Ratio Rank of DBOX.L is 11Omega Ratio Rank
The Calmar Ratio Rank of DBOX.L is 1818Calmar Ratio Rank
The Martin Ratio Rank of DBOX.L is 1818Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Digitalbox plc (DBOX.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


DBOX.L
Sharpe ratio
The chart of Sharpe ratio for DBOX.L, currently valued at -1.13, compared to the broader market-2.00-1.000.001.002.003.004.00-1.13
Sortino ratio
The chart of Sortino ratio for DBOX.L, currently valued at -1.69, compared to the broader market-4.00-2.000.002.004.006.00-1.69
Omega ratio
The chart of Omega ratio for DBOX.L, currently valued at 0.56, compared to the broader market0.501.001.500.56
Calmar ratio
The chart of Calmar ratio for DBOX.L, currently valued at -0.53, compared to the broader market0.002.004.006.00-0.53
Martin ratio
The chart of Martin ratio for DBOX.L, currently valued at -1.20, compared to the broader market0.0010.0020.0030.00-1.20
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.05, compared to the broader market-2.00-1.000.001.002.003.004.002.05
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.98, compared to the broader market-4.00-2.000.002.004.006.002.98
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.36, compared to the broader market0.501.001.501.36
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.55, compared to the broader market0.002.004.006.001.55
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.05, compared to the broader market0.0010.0020.0030.008.05

Sharpe Ratio

The current Digitalbox plc Sharpe ratio is -1.13. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-1.000.001.002.00NovemberDecember2024FebruaryMarchApril
-1.13
1.85
DBOX.L (Digitalbox plc)
Benchmark (^GSPC)

Dividends

Dividend History


Digitalbox plc doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2024FebruaryMarchApril
-100.00%
-2.71%
DBOX.L (Digitalbox plc)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Digitalbox plc. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Digitalbox plc was 100.00%, occurring on May 14, 2018. The portfolio has not yet recovered.

The current Digitalbox plc drawdown is 100.00%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-100%Mar 29, 20062859May 14, 2018
-88.27%Jan 19, 2004151Oct 5, 2004333Mar 28, 2006484
-42.31%May 8, 200321Jul 22, 200338Nov 28, 200359
-24.24%Dec 2, 200313Dec 18, 20033Dec 23, 200316
-7.46%Dec 24, 20033Dec 30, 20034Jan 6, 20047

Volatility

Volatility Chart

The current Digitalbox plc volatility is 3.54%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
3.54%
4.45%
DBOX.L (Digitalbox plc)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Digitalbox plc over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

0.00

Cost Of Revenue

0.00

Gross Profit

0.00
Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items