Digital Turbine Inc

10-Year Study

APPS.US · Technology · US · Common Stock

Executive Summary: Digital Turbine Inc has compounded at 14.2% annually over the last 10 years, with a maximum drawdown of 98.3% and an annualized volatility of 93.6%.

1Y CAGR
-19.5%
3Y CAGR
-25.5%
5Y CAGR
-43.9%
10Y CAGR
+14.2%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
98.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.64
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.39
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
89.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +693.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -75.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20264.4-22.2-29.134.4————————-22.6%
202555.030.9-20.810.557.325.0-7.6-22.952.4-2.5-23.24.4195.9%
2024-21.4-41.2-17.4-27.1-1.0-12.243.435.3-4.74.2-55.017.4-75.4%
202313.9-38.115.1-5.1-22.11.516.8-17.8-32.1-21.7-1.947.5-55.0%
2022-27.69.8-9.6-27.8-19.7-31.314.9-8.0-22.01.325.1-16.5-75.0%
20211.144.3-2.7-6.1-12.314.9-17.2-7.117.625.2-38.314.97.8%
2020-12.5-1.8-29.736.09.695.810.474.335.3-12.556.925.7693.3%
201920.244.510.18.0-0.332.68.640.1-15.38.527.0-19.7289.6%
201813.410.8-10.7-20.917.0-18.8-7.90.7-11.44.049.6-5.22.2%
20170.427.48.020.2-1.8-7.27.84.530.24.012.11.7163.2%
2016———-27.720.92.94.724.1-24.5-33.812.2-12.8-42.9%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 93.6%. The dominant macroeconomic risk driver is QQQ.US, accounting for 19.7% of variance. Idiosyncratic stock-specific factors contribute 57.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-017226.8907563025205
2016-05-018739.495798319329
2016-06-018991.596638655463
2016-07-019411.764705882353
2016-08-0111680.672268907563
2016-09-018823.529411764706
2016-10-015840.336134453782
2016-11-016554.621848739496
2016-12-015714.285714285715
2017-01-015739.495798319328
2017-02-017310.9243697479
2017-03-017899.159663865546
2017-04-019495.79831932773
2017-05-019327.731092436976
2017-06-018655.46218487395
2017-07-019327.731092436976
2017-08-019747.899159663866
2017-09-0112689.075630252102
2017-10-0113193.277310924372
2017-11-0114789.915966386556
2017-12-0115042.016806722691
2018-01-0117058.823529411766
2018-02-0118907.563025210085
2018-03-0116890.756302521007
2018-04-0113361.344537815128
2018-05-0115630.252100840338
2018-06-0112689.075630252102
2018-07-0111680.672268907563
2018-08-0111764.705882352942
2018-09-0110420.168067226892
2018-10-0110840.336134453783
2018-11-0116218.487394957983
2018-12-0115378.151260504203
2019-01-0118487.394957983197
2019-02-0126722.689075630256
2019-03-0129411.764705882357
2019-04-0131764.70588235294
2019-05-0131680.672268907565
2019-06-0142016.80672268908
2019-07-0145630.252100840335
2019-08-0163949.57983193277
2019-09-0154159.66386554622
2019-10-0158739.49579831933
2019-11-0174621.8487394958
2019-12-0159915.966386554624
2020-01-0152436.97478991597
2020-02-0151512.60504201681
2020-03-0136218.487394957985
2020-04-0149243.6974789916
2020-05-0153949.57983193277
2020-06-01105630.25210084036
2020-07-01116638.65546218489
2020-08-01203277.31092436978
2020-09-01275126.0504201681
2020-10-01240840.33613445377
2020-11-01377983.19327731093
2020-12-01475294.11764705885
2021-01-01480756.3025210084
2021-02-01693865.5462184873
2021-03-01675294.1176470588
2021-04-01633865.5462184874
2021-05-01556050.4201680673
2021-06-01638907.5630252102
2021-07-01528991.5966386555
2021-08-01491176.47058823536
2021-09-01577731.0924369749
2021-10-01723193.2773109244
2021-11-01445882.3529411765
2021-12-01512521.0084033614
2022-01-01371008.40336134454
2022-02-01407394.9579831933
2022-03-01368151.2605042017
2022-04-01265966.38655462186
2022-05-01213697.47899159667
2022-06-01146806.72268907563
2022-07-01168655.46218487396
2022-08-01155210.08403361344
2022-09-01121092.43697478993
2022-10-01122689.0756302521
2022-11-01153445.37815126052
2022-12-01128067.22689075631
2023-01-01145882.35294117648
2023-02-0190252.10084033613
2023-03-01103865.5462184874
2023-04-0198571.42857142858
2023-05-0176806.72268907564
2023-06-0177983.19327731093
2023-07-0191092.43697478992
2023-08-0174873.94957983194
2023-09-0150840.33613445378
2023-10-0139831.93277310925
2023-11-0139075.63025210084
2023-12-0157647.05882352942
2024-01-0145294.117647058825
2024-02-0126638.655462184874
2024-03-0122016.806722689078
2024-04-0116050.420168067227
2024-05-0115882.35294117647
2024-06-0113949.579831932773
2024-07-0120000
2024-08-0127058.823529411766
2024-09-0125798.319327731093
2024-10-0126890.75630252101
2024-11-0112100.840336134454
2024-12-0114201.680672268909
2025-01-0122016.806722689078
2025-02-0128823.52941176471
2025-03-0122815.126050420167
2025-04-0125210.084033613446
2025-05-0139663.86554621849
2025-06-0149579.83193277311
2025-07-0145798.3193277311
2025-08-0135294.117647058825
2025-09-0153781.51260504202
2025-10-0152436.97478991597
2025-11-0140252.100840336134
2025-12-0142016.80672268908
2026-01-0143865.5462184874
2026-02-0134117.64705882353
2026-03-0124201.680672268907
2026-04-0132521.00840336135
Annual Return Matrix
YearAnnual Return
20171.6323529411764706
20180.022346368715083775
20192.896174863387978
20206.932678821879383
20210.07832390381895338
2022-0.7501229709788491
2023-0.5498687664041995
2024-0.7536443148688047
20251.9585798816568047
2026-0.22599999999999998
Total Factor Risk
0.9356520680748893
VTI.US Exposure
0.009961264958852798
VEA.US Exposure
-0.04025654868315741
VWO.US Exposure
0.03640141547928818
QQQ.US Exposure
0.19712221720231918
VTV.US Exposure
0.03921514950116649
IJR.US Exposure
-0.012632202406584588
QUAL.US Exposure
-0.054901355260452894
SHV.US Exposure
0.0000372583771515062
TLT.US Exposure
0.0419683546323317
LQD.US Exposure
-0.01211333116301536
HYG.US Exposure
0.10038720717672071
GLD.US Exposure
0.031093284805717363
USO.US Exposure
-0.0008270894409397204
VNQ.US Exposure
0.013541790197027812
BTC-USD.CC Exposure
-0.0050346486663163425
CPER.US Exposure
0.0327666096291801
VIX.INDX Exposure
-0.0077292377966139345
UUP.US Exposure
0.03460416151905982
TIP.US Exposure
0.019706044081234022
Idiosyncratic Exposure
0.5766896558570306
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
93.6%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$346.5M
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+5.9%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-20.7%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
48.7% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
2.34
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Digital Turbine Inc a high-risk investment?

Digital Turbine Inc (APPS.US) has an annualized volatility of 93.6% and experienced a maximum drawdown of 98.3% over the last 10 years. Its primary macro risk driver is QQQ.US.

What is the 10-year return of APPS.US?

Over the past 10 years, APPS.US has generated a Compound Annual Growth Rate (CAGR) of 14.2%. It has had a positive return in 60% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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