Silvercorp Metals Stock Volatility
| SVM Stock | CAD 13.85 -0.99 -6.67% |
Silvercorp Metals now displays an elevated volatility profile across the designated horizon. Silvercorp Metals indicates a Sharpe Ratio (Efficiency) of 0.081, confirming positive risk-adjusted behavior over the last 3 months. The current setup includes 29 technical indicators relevant to risk behavior.
Sharpe Ratio = 0.081
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Estimated Market Risk
| 5.07 actual daily | 45 55% of assets are more volatile |
Expected Return
| 0.41 actual daily | 8 92% of assets have higher returns |
Risk-Adjusted Return
| 0.08 actual daily | 6 94% of assets perform better |
Latest disclosures for Silvercorp Metals show a Market Risk Adjusted Performance of 0.2%, a Risk of 5.07, and a Risk Adjusted Performance of 0.1%. Silvercorp Metals is tracking at approximately 6% of its historical trend range. Within a diversified framework, contribution depends on allocation size.
Key indicators related to Silvercorp Metals' volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Volatility for Silvercorp Metals can be decomposed into systematic risk (driven by broad market conditions) and idiosyncratic risk (driven by Silvercorp Metals' company-specific factors). Beta captures the systematic component, while total standard deviation captures both.
Silvercorp |
Volatility Strategy
Market cycles can shift how Silvercorp Metals participates in overall return dispersion. Current statistical measures show total volatility near 5.07% with a beta coefficient of 2.22, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.081, evaluates return per unit of total risk. An alpha value of 0.6 reflects performance relative to systematic market exposure. Expected return estimates near 0.41% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Competitive positioning may influence variability.
Main indicators related to Silvercorp Metals' market risk premium analysis include:
Beta 2.22 | Alpha 0.6 | Risk 5.07 | Sharpe Ratio 0.081 | Expected Return 0.41 |
Moving together with Silvercorp Stock
| 0.96 | AG | First Majestic Silver | PairCorr |
| 0.82 | ORE | Orezone Gold Corp Earnings Call This Week | PairCorr |
| 0.76 | FDY | Faraday Copper Corp | PairCorr |
| 0.65 | BSK | Blue Sky Uranium | PairCorr |
| 0.9 | RUP | Rupert Resources Earnings Call Tomorrow | PairCorr |
| 0.73 | NCX | NorthIsle Copper | PairCorr |
| 0.84 | MDA | MDA | PairCorr |
| 0.77 | VGD | Visible Gold Mines | PairCorr |
| 0.92 | NGD | New Gold | PairCorr |
Moving against Silvercorp Stock
| 0.65 | ZMSF | MICROSOFT BMO CDR | PairCorr |
| 0.63 | MSFT | Microsoft Corp CDR | PairCorr |
| 0.52 | AAPL | Apple Inc CDR | PairCorr |
| 0.52 | AAPL | Apple CDR | PairCorr |
| 0.47 | ZAAP | APPLE BMO CDR | PairCorr |
| 0.33 | NFLX | Netflix Inc CDR | PairCorr |
Sensitivity To Market
Silvercorp Metals shows a beta coefficient of 2.22, measuring correlation and volatility relative to benchmark movements. Regression slope analysis defines its systematic risk contribution. Current volatility measures about 5.07%.This overview focuses on observed volatility for Silvercorp Metals and how returns have fluctuated. Downside deviation currently reads near 5.33%. Stock volatility often clusters, meaning high-volatility periods can come in waves.
3 Months Beta |Analyze Silvercorp Metals Demand TrendCheck current 90 days Silvercorp Metals correlation with market (Dow Jones Industrial)Downside Risk
Silvercorp standard deviation measures daily price dispersion from the mean, providing a proxy for volatility over the selected time period. Volatile instruments have higher standard deviations; stable ones have lower.
Standard Deviation | 5.07 |
Upside and downside risks in Silvercorp Metals are not symmetric. While standard deviation captures total price dispersion, semi-deviation and downside deviation measure only the loss risk in Silvercorp Metals' daily returns. Latest disclosures for Silvercorp Metals show a Downside Deviation of 5.33, a Downside Variance of 28.45, and a Maximum Drawdown of 27.02.
Stock Volatility Analysis
Market participants monitor Silvercorp Metals volatility to assess the stock's price stability. When Silvercorp Metals' volatility is elevated, prices can swing by several percentage points in a single session. Sustained low volatility in Silvercorp Metals typically signals a stable trading environment.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. 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.
Projected Return Density Against Market
Assuming the 90-day trading horizon Silvercorp Metals has a beta of 2.2233 . 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.Risk assessment for Silvercorp Metals separates macro-driven volatility from company or sector-specific developments. Market risk cannot be diversified away, though asset-specific exposure can be moderated. Latest disclosures for Silvercorp Metals show a Downside Deviation of 5.33, a Mean Deviation of 3.76, and a Semi Deviation of 5.10.
Predicted Return Density |
| Returns |
What Drives Silvercorp Metals' Price Volatility?
Several factors can influence Silvercorp Metals' market volatility:Industry Dynamics
Sector-level events can directly affect Silvercorp Metals' price stability. Regulatory changes, supply disruptions, or shifts in demand within Silvercorp Metals' industry may create volatility even when the broader market is calm. Competitive dynamics and industry consolidation can also amplify price swings for companies like Silvercorp Metals.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for Silvercorp Metals' price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward Silvercorp Metals. During periods of economic expansion, Silvercorp Metals' price tends to benefit from broader market optimism, while downturns can amplify selling pressure.Silvercorp Metals' Company-Specific Factors
Volatility can also stem from events unique to Silvercorp Metals. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in Silvercorp Metals' stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on Silvercorp Metals' share price.Stock Risk Measures
Assuming the 90-day trading horizon the coefficient of variation of Silvercorp Metals is 1235.16. The daily returns are distributed with a variance of 25.72 and standard deviation of 5.07. The mean deviation of Silvercorp Metals is currently at 3.9. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.79
α | Alpha over Dow Jones | 0.60 | |
β | Beta against Dow Jones | 2.22 | |
σ | Overall volatility | 5.07 | |
Ir | Information ratio | 0.11 |
Stock Return Volatility
Silvercorp Metals daily volatility tracks how widely stock returns have moved around the mean across the selected time frame. The firm reflects 5.0713% volatility on return distribution over a 90-day horizon. On the other hand, Dow Jones Industrial has volatility of 0.8012% on return distribution over a 90-day investment horizon. Performance |
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Related Correlations Analysis
Correlation Matchups
Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.High positive correlations
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Risk-Adjusted Indicators
Surface-level performance for Silvercorp Stock can mask how the business actually stacks up against its competitive set. Risk-adjusted metrics allow investors to compare Silvercorp Metals' efficiency and downside exposure against peers in a more meaningful way. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| AYA | 4.07 | 0.31 | 0.05 | 0.14 | 4.96 | 7.32 | 25.42 | |||
| AII | 4.53 | 1.69 | 0.40 | 1.11 | 3.33 | 10.93 | 27.59 | |||
| LIF | 1.09 | -0.06 | 0.00 | -0.13 | 0.00 | 2.51 | 9.48 | |||
| VNP | 2.83 | 0.89 | 0.31 | 0.46 | 2.42 | 5.94 | 26.45 | |||
| TKO | 3.24 | 0.52 | 0.11 | 0.23 | 4.02 | 6.34 | 23.02 | |||
| VZLA | 3.53 | -0.43 | 0.00 | -0.35 | 0.00 | 5.70 | 22.62 | |||
| ALS | 1.83 | 0.24 | 0.09 | 0.21 | 2.48 | 3.88 | 10.84 | |||
| FOM | 2.96 | 0.63 | 0.15 | 0.86 | 3.57 | 6.71 | 17.85 | |||
| APM | 3.74 | -0.14 | 0.00 | -0.12 | 0.00 | 7.48 | 24.40 |
Risk Metrics, Assumptions & Methodology
Volatility for Silvercorp Metals measures return dispersion and uncertainty over time. Swing amplitude frames exposure planning and risk limits. Silvercorp Metals has a market cap of 3.28 B, P/E of 44.68, ROE of 1.54%.
Data shown for Silvercorp Metals is aggregated from periodic company reporting and market reference feeds and normalized across reporting formats. Source publication cadence can introduce delays. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Raphi Shpitalnik - Junior Member of Macroaxis Editorial BoardSilvercorp Metals Investment Opportunity
Silvercorp Metals is about 6.34 times more volatile than Dow Jones Industrial based on recent return behavior. That added volatility may be acceptable only if the position is expected to deliver stronger return efficiency or diversification value.You can use Silvercorp Metals to protect your portfolios against small market fluctuations. This short-horizon strategy note focuses on what the latest move may imply for immediate trading context. It is most useful when combined with broader risk controls and position-sizing discipline. a very speculative upward sentiment. Check odds of Silvercorp Metals to be traded at C$13.16 in 90 days.Average diversification
SVM currently posts a 0.16 correlation with DJI, indicating a Average diversification relationship for the active sample. The overlap area represents the portion of risk that may be diversified away when both instruments are held together and nothing else in the portfolio changes.
Silvercorp Metals Additional Risk Indicators
Looking at additional risk metrics for Silvercorp Metals helps investors judge how the position may behave under different market and portfolio conditions. A disciplined risk review helps investors decide whether exposure should be maintained, reduced, or offset elsewhere in the portfolio.
| Risk Adjusted Performance | 0.0922 | |||
| Market Risk Adjusted Performance | 0.2395 | |||
| Mean Deviation | 3.76 | |||
| Semi Deviation | 5.1 | |||
| Downside Deviation | 5.33 | |||
| Coefficient Of Variation | 942.86 | |||
| Standard Deviation | 4.9 |
Silvercorp Metals Suggested Diversification Pairs
A pair strategy built around Silvercorp Metals is useful when investors want to reduce directional market exposure while still expressing a relative-value idea. The key question is whether the second leg adds real hedge value instead of just creating a more complex version of the same risk.
Pair strategies help manage risk, but investors should recognize that not all risk can be diversified away through pairing. Market-level risk for Silvercorp Metals persists even in a well-constructed pair. The benefit is in offsetting Silvercorp Metals' company-specific risk, which can be meaningfully reduced by selecting a second position that moves independently of Silvercorp Metals.
More Resources for Silvercorp Stock Analysis
A comprehensive view of Silvercorp Metals starts with financial statements and ratio context. Ratio analysis helps investors evaluate Silvercorp Metals Stock operating efficiency and financial trajectory. Highlighted below are reports that provide context for Silvercorp Metals Stock:Silvercorp Metals has a market cap of 3.28 B, operating margin of 54.5%, ROE of 1.54%. See World Market Map for portfolio-level analysis. The allocation includes a position in Silvercorp Metals across the allocation. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in employment. Before investing in Silvercorp Stock, review our How to Buy Silvercorp Metals guide for key considerations.Silvercorp Metals at P/E 44.68 and ROE 1.54% (3.28 Billion market cap) - this analysis works best as a complementary layer when evaluating how the position fits in a broader portfolio. Those return and profitability levels shape the investment picture - the supplemental tools help investors decide if they are sustainable. You can also try the Options Analysis module to analyze and evaluate options and option chains as a potential hedge for your portfolios.