Silver Mines (Australia) Market Value
| SVL Stock | 0.09 0 1.12% |
| Symbol | Silver |
Silver Mines '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 Silver Mines' 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 Silver Mines.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Silver Mines on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Silver Mines or generate 0.0% return on investment in Silver Mines over 90 days. Silver Mines is related to or competes with EMvision Medical, Data3, Treasury Wine, Dicker Data, and ABACUS STORAGE. Silver Mines is entity of Australia. It is traded as Stock on AU exchange. More
Silver Mines 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 Silver Mines' 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 Silver Mines upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 22.5 | |||
| Value At Risk | (5.19) | |||
| Potential Upside | 7.14 |
Silver Mines Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Silver Mines' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Silver Mines' standard deviation. In reality, there are many statistical measures that can use Silver Mines historical prices to predict the future Silver Mines' volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.26) | |||
| Total Risk Alpha | 0.2526 | |||
| Treynor Ratio | (0.51) |
Silver Mines Backtested Returns
Currently, Silver Mines is out of control. Silver Mines owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0229, which indicates the firm had a 0.0229 % return per unit of risk over the last 3 months. We have found twenty-three technical indicators for Silver Mines, which you can use to evaluate the volatility of the company. Please validate Silver Mines' Risk Adjusted Performance of (0.05), coefficient of variation of (1,449), and Variance of 21.81 to confirm if the risk estimate we provide is consistent with the expected return of 0.0854%. Silver Mines has a performance score of 1 on a scale of 0 to 100. The entity has a beta of 0.66, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Silver Mines' returns are expected to increase less than the market. However, during the bear market, the loss of holding Silver Mines is expected to be smaller as well. Silver Mines right now has a risk of 3.74%. Please validate Silver Mines value at risk, skewness, and the relationship between the maximum drawdown and potential upside , to decide if Silver Mines will be following its existing price patterns.
Auto-correlation | -0.58 |
Good reverse predictability
Silver Mines has good reverse predictability. Overlapping area represents the amount of predictability between Silver Mines time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Silver Mines price movement. The serial correlation of -0.58 indicates that roughly 58.0% of current Silver Mines price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.58 | |
| Spearman Rank Test | 0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Silver Mines lagged returns against current returns
Autocorrelation, which is Silver Mines 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 Silver Mines' stock expected returns. We can calculate the autocorrelation of Silver Mines returns to help us make a trade decision. For example, suppose you find that Silver Mines has exhibited high autocorrelation historically, and you observe that the 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 |
| Timeline |
Silver Mines 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 Silver Mines stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Silver Mines stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Silver Mines stock over time.
Current vs Lagged Prices |
| Timeline |
Silver Mines Lagged Returns
When evaluating Silver Mines' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Silver Mines stock have on its future price. Silver Mines 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, Silver Mines autocorrelation shows the relationship between Silver Mines stock current value and its past values and can show if there is a momentum factor associated with investing in Silver Mines.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Silver Stock Analysis
When running Silver Mines' price analysis, check to measure Silver Mines' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Silver Mines is operating at the current time. Most of Silver Mines' value examination focuses on studying past and present price action to predict the probability of Silver Mines' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Silver Mines' price. Additionally, you may evaluate how the addition of Silver Mines to your portfolios can decrease your overall portfolio volatility.