# Silvercorp Metals Stock Volatility

SVM Stock | USD 4.86 0.04 0.83% |

Silvercorp Metals appears to be moderately volatile, given 3 months investment horizon. Silvercorp Metals owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.13, which indicates the firm had a 0.13% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Silvercorp Metals, which you can use to evaluate the volatility of the company. Please review Silvercorp Metals' Coefficient Of Variation of 804.96, risk adjusted performance of 0.1106, and Semi Deviation of 2.88 to confirm if our risk estimates are consistent with your expectations.

**Key indicators related to Silvercorp Metals' volatility include:**30 Days Market Risk | Chance Of Distress | 30 Days Economic Sensitivity |

Silvercorp Metals Stock volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of Silvercorp daily returns, and it is calculated using variance and standard deviation. We also use Silvercorp's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Silvercorp Metals volatility.

Silvercorp |

### ESG Sustainability

While most ESG disclosures are voluntary, Silvercorp Metals' sustainability indicators can be used to identify proper investment strategies using environmental, social, and governance scores that are crucial to Silvercorp Metals' managers and investors.Environmental | Governance | Social |

Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Silvercorp Metals can benefit from it. Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of Silvercorp Metals at lower prices. For example, an investor can purchase Silvercorp stock that has halved in price over a short period. This will lower your average cost per share, thereby improving your portfolio's performance when the markets normalize. Similarly, when the prices of Silvercorp Metals' stock rises, investors can sell out and invest the proceeds in other equities with better opportunities. Investing when markets are volatile with better valuations will accord both investors and companies the opportunity to generate better long-term returns.

## Moving together with Silvercorp Stock

0.84 | AA | Alcoa Corp Earnings Call This Week | PairCorr |

0.75 | BAK | Braskem SA Class | PairCorr |

0.62 | DOW | Dow Inc Fiscal Year End 23rd of January 2025 | PairCorr |

0.72 | VHI | Valhi Inc | PairCorr |

0.64 | GOLD | Barrick Gold Corp Sell-off Trend | PairCorr |

## Moving against Silvercorp Stock

0.53 | GURE | Gulf Resources | PairCorr |

0.33 | AU | AngloGold Ashanti plc | PairCorr |

0.31 | X | United States Steel | PairCorr |

## Silvercorp Metals Market Sensitivity And Downside Risk

Silvercorp Metals' beta coefficient measures the volatility of Silvercorp stock compared to the systematic risk of the entire market represented by your selected benchmark. In mathematical terms, beta represents the slope of the line through a regression of data points where each of these points represents Silvercorp stock's returns against your selected market. In other words, Silvercorp Metals's beta of 1.7 provides an investor with an approximation of how much risk Silvercorp Metals stock can potentially add to one of your existing portfolios. Silvercorp Metals shows above-average downside volatility for the selected time horizon. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Silvercorp Metals' stock risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Silvercorp Metals' stock price while adding stress to investors as they watch their shares' value plummet. This usually forces investors to rebalance their portfolios by buying different financial instruments as prices fall.

3 Months Beta |Analyze Silvercorp Metals Demand TrendCheck current 90 days Silvercorp Metals correlation with market (Dow Jones Industrial)## Silvercorp Beta |

Silvercorp standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. A typical volatile entity has a high standard deviation, while the deviation of a stable instrument is usually low. As a downside, the standard deviation calculates all uncertainty as risk, even when it is in your favor, such as above-average returns.

## Standard Deviation | 3.59 |

It is essential to understand the difference between upside risk (as represented by Silvercorp Metals's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Silvercorp Metals' daily returns or price. Since the actual investment returns on holding a position in silvercorp stock tend to have a non-normal distribution, there will be different probabilities for losses than for gains. The likelihood of losses is reflected in the downside risk of an investment in Silvercorp Metals.

## Silvercorp Metals Stock Volatility Analysis

Volatility refers to the frequency at which Silvercorp Metals stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Silvercorp Metals' price changes. Investors will then calculate the volatility of Silvercorp Metals' stock to predict their future moves. A stock that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A stock with relatively stable price changes has low volatility. A highly volatile stock is riskier, but the risk cuts both ways. Investing in highly volatile security can either be highly successful, or you may experience significant failure. There are two main types of Silvercorp Metals' volatility:

### Historical Volatility

This type of stock volatility measures Silvercorp Metals' fluctuations based on previous trends. It's commonly used to predict Silvercorp Metals' future behavior based on its past. However, it cannot conclusively determine the future direction of the stock.### Implied Volatility

This type of volatility provides a positive outlook on future price fluctuations for Silvercorp Metals' current market price. This means that the stock will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on Silvercorp Metals' to be redeemed at a future date.Transformation |

The output start index for this execution was zero with a total number of output elements of sixty-one. Silvercorp Metals Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.

## Silvercorp Metals Projected Return Density Against Market

Considering the 90-day investment horizon the stock has the beta coefficient of 1.7019 . This usually implies as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, Silvercorp Metals will likely underperform.Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to Silvercorp Metals or Metals & Mining sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Silvercorp Metals' price will be affected by overall stock market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a Silvercorp stock's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.

Silvercorp Metals has an alpha of 0.2503, implying that it can generate a 0.25 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Predicted Return Density |

Returns |

## What Drives a Silvercorp Metals Price Volatility?

Several factors can influence a stock's market volatility:### Industry

Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.### Political and Economic environment

When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.### The Company's Performance

Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract many investors to purchase the company. This positive attention will raise the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.## Silvercorp Metals Stock Risk Measures

Considering the 90-day investment horizon the coefficient of variation of Silvercorp Metals is 769.99. The daily returns are distributed with a variance of 12.9 and standard deviation of 3.59. The mean deviation of Silvercorp Metals is currently at 2.52. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.83

α | Alpha over Dow Jones | 0.25 | |

β | Beta against Dow Jones | 1.70 | |

σ | Overall volatility | 3.59 | |

Ir | Information ratio | 0.09 |

## Silvercorp Metals Stock Return Volatility

Silvercorp Metals historical daily return volatility represents how much of Silvercorp Metals stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The firm has volatility of**3.592%**on return distribution over 90 days investment horizon. By contrast, Dow Jones Industrial accepts 0.8312% volatility on return distribution over the 90 days horizon.

Performance |

Timeline |

## About Silvercorp Metals Volatility

Volatility is a rate at which the price of Silvercorp Metals or any other equity instrument increases or decreases for a given set of returns. It is measured by calculating the standard deviation of the annualized returns over a given period of time and shows the range to which the price of Silvercorp Metals may increase or decrease. In other words, similar to Silvercorp's beta indicator, it measures the risk of Silvercorp Metals and helps estimate the fluctuations that may happen in a short period of time. So if prices of Silvercorp Metals fluctuate rapidly in a short time span, it is termed to have high volatility, and if it swings slowly in a more extended period, it is understood to have low volatility.

Please read more on our technical analysis page.Last Reported | Projected for Next Year | ||

Selling And Marketing Expenses | 1 M | 981.9 K | |

Market Cap | 777 M | 940.1 M |

Silvercorp Metals' stock volatility refers to the amount of uncertainty or risk involved with the size of changes in its stock's price. It is a statistical measure of the dispersion of returns on Silvercorp Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Silvercorp Metals' price varies over time.

## 3 ways to utilize Silvercorp Metals' volatility to invest better

Higher Silvercorp Metals' stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Silvercorp Metals stock is relatively stable. Investors and traders use stock volatility as an indicator of risk and potential reward, as stocks with higher volatility can offer the potential for more significant returns but also come with a greater risk of losses. Silvercorp Metals stock volatility can provide helpful information for making investment decisions in the following ways:- Measuring Risk: Volatility can be used as a measure of risk, which can help you determine the potential fluctuations in the value of Silvercorp Metals investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Silvercorp Metals' stock can indicate that there is potential for significant price movements, either up or down, which could present investment opportunities.
- Diversification: Understanding how the volatility of Silvercorp Metals' stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.

## Silvercorp Metals Investment Opportunity

Silvercorp Metals has a volatility of 3.59 and is 4.33 times more volatile than Dow Jones Industrial. Compared to the overall equity markets, volatility of historical daily returns of Silvercorp Metals is lower than**31 percent**of all global equities and portfolios over the last 90 days. You can use Silvercorp Metals to enhance the returns of your portfolios. The stock experiences a moderate upward volatility. Check odds of Silvercorp Metals to be traded at $5.35 in 90 days.

### Very weak diversification

The correlation between Silvercorp Metals and DJI is

**0.4**(i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Silvercorp Metals and DJI in the same portfolio, assuming nothing else is changed.## Silvercorp Metals Additional Risk Indicators

The analysis of Silvercorp Metals' secondary risk indicators is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in Silvercorp Metals' investment and either accepting that risk or mitigating it. Along with some common measures of Silvercorp Metals stock's risk such as standard deviation, beta, or value at risk, we also provide a set of secondary indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.

Risk Adjusted Performance | 0.1106 | |||

Market Risk Adjusted Performance | 0.2647 | |||

Mean Deviation | 2.51 | |||

Semi Deviation | 2.88 | |||

Downside Deviation | 3.38 | |||

Coefficient Of Variation | 804.96 | |||

Standard Deviation | 3.57 |

Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential stocks, we recommend comparing similar stocks with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.

## Silvercorp Metals Suggested Diversification Pairs

Pair trading is one of the very effective strategies used by professional day traders and hedge funds capitalizing on short-time and mid-term market inefficiencies. The approach is based on the fact that the ratio of prices of two correlating shares is long-term stable and oscillates around the average value. If the correlation ratio comes outside the common area, you can speculate with a high success rate that the ratio will return to the mean value and collect a profit.

The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against Silvercorp Metals as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. Silvercorp Metals' systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, Silvercorp Metals' unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to Silvercorp Metals.

When determining whether Silvercorp Metals is a strong investment it is important to analyze Silvercorp Metals' competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Silvercorp Metals' future performance. **For an informed investment choice regarding Silvercorp Stock, refer to the following important reports:**

Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Silvercorp Metals. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in real. To learn how to invest in Silvercorp Stock, please use our How to Invest in Silvercorp Metals guide.You can also try the Transaction History module to view history of all your transactions and understand their impact on performance.

Is Metals & Mining space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Silvercorp Metals. If investors know Silvercorp will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Silvercorp Metals listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.

Quarterly Earnings Growth1.4 | Dividend Share0.025 | Earnings Share0.27 | Revenue Per Share1.283 | Quarterly Revenue Growth0.203 |

The market value of Silvercorp Metals is measured differently than its book value, which is the value of Silvercorp that is recorded on the company's balance sheet. Investors also form their own opinion of Silvercorp Metals' value that differs from its market value or its book value, called intrinsic value, which is Silvercorp Metals' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Silvercorp Metals' market value can be influenced by many factors that don't directly affect Silvercorp Metals' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.

Please note, there is a significant difference between Silvercorp Metals' value and its price as these two are different measures arrived at by different means. Investors typically determine if Silvercorp Metals is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Silvercorp Metals' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.