Silvercorp Metals Stock Alpha and Beta Analysis
| SVM Stock | USD 3.29 0.03 0.92% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Silvercorp Metals. It also helps investors analyze the systematic and unsystematic risks associated with investing in Silvercorp Metals over a specified time horizon. Remember, high Silvercorp Metals' alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Silvercorp Metals' market risk premium analysis include:
Beta 0.26 | Alpha (0.17) | Risk 3.93 | Sharpe Ratio (0.01) | Expected Return (0.02) |
Silvercorp Metals Quarterly Cash And Equivalents |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Silvercorp |
Silvercorp Metals Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Silvercorp Metals market risk premium is the additional return an investor will receive from holding Silvercorp Metals long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Silvercorp Metals. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Silvercorp Metals' performance over market.| α | -0.17 | β | 0.26 |
Silvercorp Metals expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Silvercorp Metals' Buy-and-hold return. Our buy-and-hold chart shows how Silvercorp Metals performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Silvercorp Metals Market Price Analysis
Market price analysis indicators help investors to evaluate how Silvercorp Metals stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Silvercorp Metals shares will generate the highest return on investment. By understating and applying Silvercorp Metals stock market price indicators, traders can identify Silvercorp Metals position entry and exit signals to maximize returns.
Silvercorp Metals Return and Market Media
The median price of Silvercorp Metals for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 4.37 with a coefficient of variation of 12.97. The daily time series for the period is distributed with a sample standard deviation of 0.55, arithmetic mean of 4.21, and mean deviation of 0.48. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Rio Tinto Boosts Stake in Sovereign Metals and Expands Battery Metals Focus | 09/13/2024 |
2 | CEO.CAs Inside The Boardroom Latest Mining News | 10/10/2024 |
3 | Nexa Resources S.A. Misses Q3 Earnings and Revenue Estimates | 10/31/2024 |
4 | Blue Moon Appoints Christian Kargl-Simard as CEO and Frances Kwong as CFO, as well as Garfield MacVeigh and Christian Aramayo as Advisors to the Board | 11/01/2024 |
5 | Altius Reports Q3 2024 Attributable Royalty Revenue of 16.6M and Adjusted Earnings of 2.6M | 11/07/2024 |
6 | Silvercorp Metals declares 0.0125 dividend | 11/11/2024 |
7 | Silvercorp Provides Positive El Domo Legal Update and Announces Repayment of Wheaton Early Deposit | 11/15/2024 |
8 | Ecuador court dismisses El Domo appeal | 11/19/2024 |
9 | Canadian Investment Regulatory Organization Trade Resumption - SVM | 11/20/2024 |
10 | 3 Promising ASX Penny Stocks With Market Caps Over A300M | 11/25/2024 |
About Silvercorp Metals Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Silvercorp or other stocks. Alpha measures the amount that position in Silvercorp Metals has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.00692 | 0.006408 | 0.007251 | 0.0144 | Price To Sales Ratio | 2.93 | 3.25 | 2.84 | 2.7 |
Silvercorp Metals Upcoming Company Events
As portrayed in its financial statements, the presentation of Silvercorp Metals' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Silvercorp Metals' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Silvercorp Metals' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Silvercorp Metals. Please utilize our Beneish M Score to check the likelihood of Silvercorp Metals' management manipulating its earnings.
| 8th of February 2024 Upcoming Quarterly Report | View | |
| 23rd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 23rd of May 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of March 2023 Last Financial Announcement | View |
Build Portfolio with Silvercorp Metals
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
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Check out Silvercorp Metals Backtesting, Silvercorp Metals Valuation, Silvercorp Metals Correlation, Silvercorp Metals Hype Analysis, Silvercorp Metals Volatility, Silvercorp Metals History and analyze Silvercorp Metals Performance. To learn how to invest in Silvercorp Stock, please use our How to Invest in Silvercorp Metals guide.You can also try the Investing Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.
Silvercorp Metals 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.