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Theme Landscape

Investment horizon: 
  30 Days    Login   to change
United States
US
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This theme covers companies involved in mining, production, and distribution of silver and silver goods in USA. To change this theme or its current investment horizon please use the panel above and then hit the 'Optimize This Theme' button to continue

Risk and return landscape for Silver

    
Saving AccountMarketTheme EquitiesHypothetical Portfolio
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Daily Expected Return (%)
 
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Risk [Daily Volatility] (%)
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Assets rated by market efficiency

Efficiency (Sharpe Ratio)Risk (Volatility)Expected ReturnCurrent PriceAdvice *
SILV
Silver Horn Mining LtdPrice Moved Up 0.18%   Price Moved Totally Down 19.40%   Price Moved Up 3.48%    0.03   
KS
Klondike Silver CorpPrice Moved Up 0.11%   Price Moved Totally Down 7.60%   Price Moved Up 0.81%    0.09   
CMB
CMC Metals LtdPrice Moved Up 0.08%   Price Moved Totally Down 17.03%   Price Moved Up 1.32%    0.05   
SHSH
Shoshone Silver-Gold Mining CompanyPrice Moved Up 0.01%   Price Moved Totally Down 14.35%   Price Moved Up 0.17%    0.05   
TWR
Tower Resources LtdNo Change 0.00%   No Change 0.00%   No Change 0.00%    0.14   
ZN
Zinccorp Resources IncNo Change 0.00%   No Change 0.00%   No Change 0.00%    0.03   
MVG
Mag Silver CorpPrice Moved Down 0.01%   Price Moved Totally Down 3.93%   Price Moved Down 0.05%    6.53   
MGN
Mines Management IncPrice Moved Down 0.03%   Price Moved Very Down 1.68%   Price Moved Down 0.04%    0.61   
SOP
Source Exploration CorpPrice Moved Down 0.05%   Price Moved Totally Down 14.63%   Price Moved Down 0.76%    0.02   
MYA
Maya Gold Silver IncPrice Moved Down 0.07%   Price Moved Totally Down 3.87%   Price Moved Down 0.26%    0.26   
CDE
Coeur dAlene Mines CorporationPrice Moved Down 0.07%   Price Moved Totally Down 3.15%   Price Moved Down 0.21%    13.12   
SVM
Silvercorp Metals IncPrice Moved Down 0.07%   Price Moved Totally Down 3.41%   Price Moved Down 0.22%    2.53   
IPT
IMPACT Silver CorpPrice Moved Down 0.10%   Price Moved Totally Down 7.26%   Price Moved Down 0.75%    0.52   
SLW
Silver Wheaton CorpPrice Moved Down 0.11%   Price Moved Very Down 2.44%   Price Moved Down 0.25%    21.77   
AGQ
Arian Silver CorporationPrice Moved Down 0.14%   Price Moved Totally Down 7.89%   Price Moved Very Down 1.13%    0.08   
AG
First Majestic Silver CorpPrice Moved Down 0.20%   Price Moved Totally Down 3.77%   Price Moved Down 0.74%    9.56   
EXK
Endeavour Silver CorpPrice Moved Down 0.25%   Price Moved Totally Down 3.33%   Price Moved Down 0.84%    3.85   
HDA
Huldra Silver IncPrice Moved Down 0.57%   Price Moved Totally Down 3.76%   Price Moved Very Down 2.12%    0.35   
* Advice is based on 30 days investment horizon and default level of risk. Use Portfolio Analizer to fine-tune all your assumptions. Check your current assumptions here

Total return distribution analysis

Predicted Return Density
 
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Returns   
Market   Portfolio   
α
  Alpha (Return Over Market) 0.03  
β
  Beta (Market Sensitivity)(0.99) 
s
  Efficiency (Sharpe Ratio)(0.15) 
σ
  Risk (Volatility) 2.29  
μ
  Expected Return(0.33) 

Technical analysis of total daily returns

Risk Adjusted Performance(0.0094)
Market Risk Adjusted Performance0.0995
Mean Deviation1.8
Semi-Deviation2.79
Downside Deviation2.77
Coefficient Of Variation(3,178)
Standard Deviation2.5
Variance6.25
Information Ratio(0.18)
Jensen Alpha0.2567
Total Risk Alpha(1.68)
Sortino Ratio(0.16)
Treynor Ratio0.0895
Maximum Drawdown10.46
Value At Risk(4.06)

Silver Correlation Analysis

MVG
SILV
CMB
MGN
EXK
HDA
AG
AGQ
IPT
MYA
SLW
CDE
SVM
MVG
-0.080.070.240.690.410.750.010.250.070.180.630.7
SILV
-0.08-0.15-0.34-0.120.11-0.170.61-0.18-0.33-0.31-0.22-0.29
CMB
0.07-0.150.330.30.250.290.020.020.18-0.060.060.2
MGN
0.24-0.340.330.480.290.44-0.050.090.310.430.310.37
EXK
0.69-0.120.30.480.550.920.240.560.120.380.780.73
HDA
0.410.110.250.290.550.480.210.280.40.070.210.13
AG
0.75-0.170.290.440.920.480.210.56-0.120.320.890.85
AGQ
0.010.610.02-0.050.240.210.210.47-0.17-0.10.10.03
IPT
0.25-0.180.020.090.560.280.560.47-0.020.180.480.46
MYA
0.07-0.330.180.310.120.4-0.12-0.17-0.020.14-0.27-0.21
SLW
0.18-0.31-0.060.430.380.070.32-0.10.180.140.350.29
CDE
0.63-0.220.060.310.780.210.890.10.48-0.270.350.82
SVM
0.7-0.290.20.370.730.130.850.030.46-0.210.290.82

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Correlation Matchups

High positive correlations

 AG
+ 0.92
EXK  
 CDE
+ 0.89
AG  
 SVM
+ 0.85
AG  
 SVM
+ 0.82
CDE  
 CDE
+ 0.78
EXK  
 AG
+ 0.75
MVG  
 SVM
+ 0.73
EXK  
 SVM
+ 0.7
MVG  
   

Insignificant Correlation

 MYA
- 0.02
IPT  
 AGQ
- 0.05
MGN  
 SLW
- 0.06
CMB  
 SILV
- 0.08
MVG  
 AGQ
+ 0.01
MVG  
 IPT
+ 0.02
CMB  
 AGQ
+ 0.02
CMB  
 SVM
+ 0.03
AGQ  
   

High negative correlations

 MGN
- 0.34
SILV  
 MYA
- 0.33
SILV  
 SLW
- 0.31
SILV  
 SVM
- 0.29
SILV  
 CDE
- 0.27
MYA  
 CDE
- 0.22
SILV  
 SVM
- 0.21
MYA  
 IPT
- 0.18
SILV  

Weakest Diversification

   

Strongest Diversification

   

Weakest Diversification

Assets performance indicators

Mean
Deviation		Jensen
Alpha		Sortino
Ratio		Treynor
Ratio		Semi
Deviation		Information
Ratio		Expected
Shortfall		Potential
Upside		Value
At Risk		Maximum
Drawdown
MVG 3.05  0.15 (0.11) 0.10  3.80 (0.10)(3.68) 7.17 (5.03) 17.78 
Backtest
SILV 11.43  5.71  0.00(0.84) 0.00 0.17  0.00 66.67 (40.00) 106.67 
Backtest
CMB 10.88  0.94  0.05  0.78  10.52  0.06 (31.25) 33.33 (20.00) 66.67 
Backtest
SOP 5.92 (2.94) 0.00(0.08) 0.00(0.07) 0.00 0.00(33.33) 83.33 
Backtest
MGN 2.40  1.61  0.00 0.03  0.00(0.16) 0.00 3.95 (4.88) 5.08 
Backtest
EXK 2.35 (0.58)(0.37) 1.10  3.93 (0.35)(3.74) 4.07 (5.36) 16.20 
Backtest
HDA 2.84 (2.23)(0.42)(4.63) 6.22 (0.61)(2.94) 3.92 (10.26) 15.29 
Backtest
TWR 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
Backtest
AG 2.73 (0.65)(0.27) 2.77  4.72 (0.28)(2.80) 4.64 (5.81) 18.32 
Backtest
AGQ 5.54 (1.96)(0.13)(0.31) 10.93 (0.17)(14.65) 16.67 (11.11) 32.47 
Backtest
SHSH 9.14  0.46 (0.01)(0.19) 10.75 (0.0097)(24.17) 20.00 (16.67) 68.57 
Backtest
IPT 5.62 (2.25)(0.12)(0.11) 8.52 (0.13)(5.29) 7.27 (11.86) 33.15 
Backtest
MYA 2.56 (0.04)(0.10) 0.26  4.83 (0.12)(6.04) 4.17 (4.00) 15.85 
Backtest
SLW 1.94 (0.21)(0.21) 1.50  3.10 (0.23)(1.96) 3.67 (3.54) 10.82 
Backtest
ZN 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
Backtest
CDE 2.41 (0.48)(0.18)(0.29) 3.47 (0.18)(2.70) 4.32 (5.06) 13.97 
Backtest
SVM 2.70 (0.10)(0.16) 0.62  3.58 (0.17)(2.73) 5.71 (5.63) 13.23 
Backtest
KS 4.52  0.63  0.05  0.76  4.42  0.08 (16.67) 12.50 (11.11) 36.11 
Backtest
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