Silver Wolf Exploration Stock Market Value
| SWLF Stock | CAD 0.13 0.01 7.14% |
| Symbol | Silver |
Silver Wolf Exploration Price To Book Ratio
Silver Wolf '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 Wolf's 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 Wolf.
| 03/19/2024 |
| 04/18/2024 |
If you would invest 0.00 in Silver Wolf on March 19, 2024 and sell it all today you would earn a total of 0.00 from holding Silver Wolf Exploration or generate 0.0% return on investment in Silver Wolf over 30 days. Silver Wolf is related to or competes with Carlin Gold. Silver Wolf Exploration Ltd., an exploration stage company, engages in the exploration and development of mineral proper... More
Silver Wolf 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 Wolf's 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 Wolf Exploration upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 11.19 | |||
| Information Ratio | 0.0816 | |||
| Maximum Drawdown | 31.31 | |||
| Value At Risk | (11.11) | |||
| Potential Upside | 16.67 |
Silver Wolf Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Silver Wolf's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Silver Wolf's standard deviation. In reality, there are many statistical measures that can use Silver Wolf historical prices to predict the future Silver Wolf's volatility.| Risk Adjusted Performance | 0.0655 | |||
| Jensen Alpha | 0.6161 | |||
| Total Risk Alpha | 0.1131 | |||
| Sortino Ratio | 0.0521 | |||
| Treynor Ratio | 2.28 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Silver Wolf'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.
Silver Wolf Exploration Backtested Returns
Silver Wolf appears to be out of control, given 3 months investment horizon. Silver Wolf Exploration owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0915, which indicates the firm had a 0.0915% return per unit of risk over the last 3 months. By inspecting Silver Wolf's technical indicators, you can evaluate if the expected return of 0.67% is justified by implied risk. Please review Silver Wolf's Semi Deviation of 4.12, coefficient of variation of 1118.97, and Risk Adjusted Performance of 0.0655 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Silver Wolf holds a performance score of 7. The entity has a beta of 0.28, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Silver Wolf's returns are expected to increase less than the market. However, during the bear market, the loss of holding Silver Wolf is expected to be smaller as well. Please check Silver Wolf's jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Silver Wolf's existing price patterns will revert.
Auto-correlation | 0.60 |
Good predictability
Silver Wolf Exploration has good predictability. Overlapping area represents the amount of predictability between Silver Wolf time series from 19th of March 2024 to 3rd of April 2024 and 3rd of April 2024 to 18th of April 2024. 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 Wolf Exploration price movement. The serial correlation of 0.6 indicates that roughly 60.0% of current Silver Wolf price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.6 | |
| Spearman Rank Test | 0.83 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Silver Wolf Exploration lagged returns against current returns
Autocorrelation, which is Silver Wolf 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 Wolf's stock expected returns. We can calculate the autocorrelation of Silver Wolf returns to help us make a trade decision. For example, suppose you find that Silver Wolf 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 Wolf 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 Wolf stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Silver Wolf stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Silver Wolf stock over time.
Current vs Lagged Prices |
| Timeline |
Silver Wolf Lagged Returns
When evaluating Silver Wolf's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Silver Wolf stock have on its future price. Silver Wolf 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 Wolf autocorrelation shows the relationship between Silver Wolf stock current value and its past values and can show if there is a momentum factor associated with investing in Silver Wolf Exploration.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Check out Silver Wolf Correlation, Silver Wolf Volatility and Silver Wolf Alpha and Beta module to complement your research on Silver Wolf. You can also try the Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.
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When running Silver Wolf's price analysis, check to measure Silver Wolf's 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 Wolf is operating at the current time. Most of Silver Wolf's value examination focuses on studying past and present price action to predict the probability of Silver Wolf's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Silver Wolf's price. Additionally, you may evaluate how the addition of Silver Wolf to your portfolios can decrease your overall portfolio volatility.
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Silver Wolf technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.