Defiance Silver Corp Stock Market Value
| DNCVF Stock | USD 0.21 0.01 5.00% |
| Symbol | Defiance |
Defiance Silver 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Defiance Silver's otc stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Defiance Silver.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Defiance Silver on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Defiance Silver Corp or generate 0.0% return on investment in Defiance Silver over 90 days. Defiance Silver is related to or competes with Aftermath Silver, AbraSilver Resource, Southern Silver, Blackrock Silver, and Minaurum Gold. Defiance Silver Corp., an exploration stage company, engages in the acquisition, exploration, evaluation, and developmen... More
Defiance Silver Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Defiance Silver's otc stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Defiance Silver Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 8.04 | |||
| Information Ratio | 0.1193 | |||
| Maximum Drawdown | 30.0 | |||
| Value At Risk | (10.00) | |||
| Potential Upside | 15.38 |
Defiance Silver Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Defiance Silver's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Defiance Silver's standard deviation. In reality, there are many statistical measures that can use Defiance Silver historical prices to predict the future Defiance Silver's volatility.| Risk Adjusted Performance | 0.1007 | |||
| Jensen Alpha | 0.7389 | |||
| Total Risk Alpha | 1.65 | |||
| Sortino Ratio | 0.1069 | |||
| Treynor Ratio | (6.94) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Defiance Silver's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Defiance Silver Corp Backtested Returns
Defiance Silver appears to be out of control, given 3 months investment horizon. Defiance Silver Corp secures Sharpe Ratio (or Efficiency) of 0.13, which denotes the company had a 0.13 % return per unit of risk over the last 3 months. By reviewing Defiance Silver's technical indicators, you can evaluate if the expected return of 0.91% is justified by implied risk. Please utilize Defiance Silver's Coefficient Of Variation of 947.71, downside deviation of 8.04, and Mean Deviation of 5.28 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Defiance Silver holds a performance score of 10. The firm shows a Beta (market volatility) of -0.11, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Defiance Silver are expected to decrease at a much lower rate. During the bear market, Defiance Silver is likely to outperform the market. Please check Defiance Silver's information ratio, downside variance, day typical price, as well as the relationship between the treynor ratio and kurtosis , to make a quick decision on whether Defiance Silver's price patterns will revert.
Auto-correlation | 0.26 |
Poor predictability
Defiance Silver Corp has poor predictability. Overlapping area represents the amount of predictability between Defiance Silver time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Defiance Silver Corp price movement. The serial correlation of 0.26 indicates that nearly 26.0% of current Defiance Silver price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.26 | |
| Spearman Rank Test | 0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Defiance Silver Corp lagged returns against current returns
Autocorrelation, which is Defiance Silver otc stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Defiance Silver's otc stock expected returns. We can calculate the autocorrelation of Defiance Silver returns to help us make a trade decision. For example, suppose you find that Defiance Silver has exhibited high autocorrelation historically, and you observe that the otc stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
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Defiance Silver regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Defiance Silver otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Defiance Silver otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Defiance Silver otc stock over time.
Current vs Lagged Prices |
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Defiance Silver Lagged Returns
When evaluating Defiance Silver's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Defiance Silver otc stock have on its future price. Defiance Silver autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Defiance Silver autocorrelation shows the relationship between Defiance Silver otc stock current value and its past values and can show if there is a momentum factor associated with investing in Defiance Silver Corp.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Defiance OTC Stock
Defiance Silver financial ratios help investors to determine whether Defiance OTC Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Defiance with respect to the benefits of owning Defiance Silver security.