Silver Stock Market Value
| SWLF Stock | CAD 0.07 0.01 16.67% |
| Symbol | Silver |
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.
| 08/23/2023 |
| 09/22/2023 |
If you would invest 0.00 in Silver Wolf on August 23, 2023 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 BMO Global, Information Services, Storage Vault, Gamehost, and Data Communications. 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.
| Information Ratio | (0.036401) | |||
| Maximum Drawdown | 32.5 | |||
| Value At Risk | (12.50) | |||
| Potential Upside | 11.11 |
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 | (0.013302) | |||
| Jensen Alpha | (0.23) | |||
| Total Risk Alpha | (0.11) | |||
| Treynor Ratio | (0.80) |
Sophisticated investors, who have witnessed many market ups and downs, frequently view 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. Please use the tools below to analyze the current value of Silver Wolf in the context of predictive analytics.
Silver Wolf Exploration Backtested Returns
Silver Wolf Exploration owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0369, which indicates the firm had -0.0369% of return per unit of risk over the last 3 months. Our standpoint towards measuring the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. Silver Wolf Exploration exposes fifteen different technical indicators, which can help you to evaluate volatility embedded in its stock price that cannot be diversified away. Please validate Silver Wolf Variance of 36.64, risk adjusted performance of (0.013302), and Coefficient Of Variation of (2,713) to confirm the risk estimate we provide. The entity has a beta of 0.2929, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Silver Wolf returns are expected to increase less than the market. However, during the bear market, the loss on holding Silver Wolf will be expected to be smaller as well. Even though it is essential to pay attention to Silver Wolf Exploration current price movements, it is always good to be careful when utilizing equity historical returns. Our philosophy towards measuring any stock's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Silver Wolf Exploration exposes fifteen different technical indicators, which can help you to evaluate its performance. Silver Wolf Exploration has an expected return of -0.22%. Please make sure to validate Silver Wolf value at risk, skewness, and the relationship between the maximum drawdown and potential upside to decide if Silver Wolf Exploration performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.33 |
Below average predictability
Silver Wolf Exploration has below average predictability. Overlapping area represents the amount of predictability between Silver Wolf time series from 23rd of August 2023 to 7th of September 2023 and 7th of September 2023 to 22nd of September 2023. 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 0.33 indicates that nearly 33.0% of current Silver Wolf price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.33 | |
| Spearman Rank Test | -0.3 | |
| 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 stock 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 stock 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 |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Silver Wolf in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Silver Wolf's short interest history, or implied volatility extrapolated from Silver Wolf options trading.
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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 Focused Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.
Complementary Tools for Silver Stock analysis
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.