AVINO SILVER (Germany) Market Value
| GV6 Stock | EUR 3.27 0.02 0.61% |
| Symbol | AVINO |
AVINO SILVER '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 AVINO SILVER'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 AVINO SILVER.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in AVINO SILVER on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding AVINO SILVER GOLD or generate 0.0% return on investment in AVINO SILVER over 90 days. AVINO SILVER is related to or competes with Pembina Pipeline, TRI CHEMICAL, Yokohama Rubber, Compagnie Plastic, APPLIED MATERIALS, and EAGLE MATERIALS. More
AVINO SILVER 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 AVINO SILVER'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 AVINO SILVER GOLD upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.11 | |||
| Information Ratio | 0.224 | |||
| Maximum Drawdown | 22.23 | |||
| Value At Risk | (3.11) | |||
| Potential Upside | 6.98 |
AVINO SILVER Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AVINO SILVER's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AVINO SILVER's standard deviation. In reality, there are many statistical measures that can use AVINO SILVER historical prices to predict the future AVINO SILVER's volatility.| Risk Adjusted Performance | 0.2606 | |||
| Jensen Alpha | 1.16 | |||
| Total Risk Alpha | 0.18 | |||
| Sortino Ratio | 0.2574 | |||
| Treynor Ratio | (1.34) |
AVINO SILVER GOLD Backtested Returns
AVINO SILVER is risky given 3 months investment horizon. AVINO SILVER GOLD secures Sharpe Ratio (or Efficiency) of 0.28, which signifies that the company had a 0.28 % return per unit of return volatility over the last 3 months. We were able to analyze twenty-eight different technical indicators, which can help you to evaluate if expected returns of 1.02% are justified by taking the suggested risk. Use AVINO SILVER Mean Deviation of 2.5, risk adjusted performance of 0.2606, and Semi Deviation of 1.76 to evaluate company specific risk that cannot be diversified away. AVINO SILVER holds a performance score of 22 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -0.75, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning AVINO SILVER are expected to decrease at a much lower rate. During the bear market, AVINO SILVER is likely to outperform the market. Use AVINO SILVER coefficient of variation, sortino ratio, potential upside, as well as the relationship between the jensen alpha and maximum drawdown , to analyze future returns on AVINO SILVER.
Auto-correlation | 0.51 |
Modest predictability
AVINO SILVER GOLD has modest predictability. Overlapping area represents the amount of predictability between AVINO SILVER time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of AVINO SILVER GOLD price movement. The serial correlation of 0.51 indicates that about 51.0% of current AVINO SILVER price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.51 | |
| Spearman Rank Test | 0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
AVINO SILVER GOLD lagged returns against current returns
Autocorrelation, which is AVINO SILVER 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 AVINO SILVER's stock expected returns. We can calculate the autocorrelation of AVINO SILVER returns to help us make a trade decision. For example, suppose you find that AVINO SILVER 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 |
AVINO SILVER 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 AVINO SILVER stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AVINO SILVER stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AVINO SILVER stock over time.
Current vs Lagged Prices |
| Timeline |
AVINO SILVER Lagged Returns
When evaluating AVINO SILVER's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AVINO SILVER stock have on its future price. AVINO SILVER 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, AVINO SILVER autocorrelation shows the relationship between AVINO SILVER stock current value and its past values and can show if there is a momentum factor associated with investing in AVINO SILVER GOLD.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for AVINO Stock Analysis
When running AVINO SILVER's price analysis, check to measure AVINO SILVER'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 AVINO SILVER is operating at the current time. Most of AVINO SILVER's value examination focuses on studying past and present price action to predict the probability of AVINO SILVER's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AVINO SILVER's price. Additionally, you may evaluate how the addition of AVINO SILVER to your portfolios can decrease your overall portfolio volatility.