Ishares Gold Etf Beta
| CSGOLD Etf | USD 463.80 7.00 1.49% |
As of the 6th of February, IShares Gold retains the Risk Adjusted Performance of 0.1429, downside deviation of 2.05, and Market Risk Adjusted Performance of (4.11). IShares Gold technical analysis makes it possible for you to employ historical prices and volume momentum with the intention to determine a pattern that calculates the direction of the entity's future prices.
IShares Gold's financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing IShares Gold's valuation are provided below:iShares Gold ETF does not presently have any fundamental trends for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. IShares |
IShares Gold '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 IShares Gold's etf 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 IShares Gold.
| 11/08/2025 |
| 02/06/2026 |
If you would invest 0.00 in IShares Gold on November 8, 2025 and sell it all today you would earn a total of 0.00 from holding iShares Gold ETF or generate 0.0% return on investment in IShares Gold over 90 days. IShares Gold is related to or competes with IShares MSCI, Lyxor MSCI, IShares Global, IShares MSCI, Lyxor MSCI, IShares MSCI, and IShares VII. The Fund aims to achieve a return on your investment, through capital growth on the Funds assets, which reflects the per... More
IShares Gold 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 IShares Gold's etf 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 iShares Gold ETF upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.05 | |||
| Information Ratio | 0.1558 | |||
| Maximum Drawdown | 9.58 | |||
| Value At Risk | (1.49) | |||
| Potential Upside | 2.63 |
IShares Gold Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IShares Gold's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IShares Gold's standard deviation. In reality, there are many statistical measures that can use IShares Gold historical prices to predict the future IShares Gold's volatility.| Risk Adjusted Performance | 0.1429 | |||
| Jensen Alpha | 0.2977 | |||
| Total Risk Alpha | 0.2173 | |||
| Sortino Ratio | 0.1267 | |||
| Treynor Ratio | (4.12) |
IShares Gold February 6, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1429 | |||
| Market Risk Adjusted Performance | (4.11) | |||
| Mean Deviation | 1.04 | |||
| Semi Deviation | 1.3 | |||
| Downside Deviation | 2.05 | |||
| Coefficient Of Variation | 547.1 | |||
| Standard Deviation | 1.67 | |||
| Variance | 2.79 | |||
| Information Ratio | 0.1558 | |||
| Jensen Alpha | 0.2977 | |||
| Total Risk Alpha | 0.2173 | |||
| Sortino Ratio | 0.1267 | |||
| Treynor Ratio | (4.12) | |||
| Maximum Drawdown | 9.58 | |||
| Value At Risk | (1.49) | |||
| Potential Upside | 2.63 | |||
| Downside Variance | 4.21 | |||
| Semi Variance | 1.69 | |||
| Expected Short fall | (1.40) | |||
| Skewness | (0.39) | |||
| Kurtosis | 5.34 |
iShares Gold ETF Backtested Returns
IShares Gold appears to be very steady, given 3 months investment horizon. iShares Gold ETF holds Efficiency (Sharpe) Ratio of 0.18, which attests that the entity had a 0.18 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for iShares Gold ETF, which you can use to evaluate the volatility of the entity. Please utilize IShares Gold's Risk Adjusted Performance of 0.1429, market risk adjusted performance of (4.11), and Downside Deviation of 2.05 to validate if our risk estimates are consistent with your expectations. The etf retains a Market Volatility (i.e., Beta) of -0.0716, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning IShares Gold are expected to decrease at a much lower rate. During the bear market, IShares Gold is likely to outperform the market.
Auto-correlation | 0.74 |
Good predictability
iShares Gold ETF has good predictability. Overlapping area represents the amount of predictability between IShares Gold time series from 8th of November 2025 to 23rd of December 2025 and 23rd of December 2025 to 6th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of iShares Gold ETF price movement. The serial correlation of 0.74 indicates that around 74.0% of current IShares Gold price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.74 | |
| Spearman Rank Test | 0.89 | |
| Residual Average | 0.0 | |
| Price Variance | 634.03 |
In a nutshell, Beta is a measure of individual stock risk relative to the overall volatility of the stock market. and is calculated based on very sound finance theory - Capital Assets Pricing Model (CAPM).However, since Beta is calculated based on historical price movements it may not predict how a firm's stock is going to perform in the future.
| Competition |
In accordance with the recently published financial statements, iShares Gold ETF has a Beta of 0.0. This indicator is about the same for the BlackRock Asset Management Schweiz AG average (which is currently at 0.0) family and about the same as Commodities - Precious Metals (which currently averages 0.0) category. This indicator is about the same for all Switzerland etfs average (which is currently at 0.0).
IShares Beta Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses IShares Gold's direct or indirect competition against its Beta to detect undervalued stocks with similar characteristics or determine the etfs which would be a good addition to a portfolio. Peer analysis of IShares Gold could also be used in its relative valuation, which is a method of valuing IShares Gold by comparing valuation metrics of similar companies.IShares Gold is currently under evaluation in beta as compared to similar ETFs.
IShares Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining IShares Gold's current stock value. Our valuation model uses many indicators to compare IShares Gold value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across IShares Gold competition to find correlations between indicators driving IShares Gold's intrinsic value. More Info.iShares Gold ETF is the top ETF in one year return as compared to similar ETFs. It also is the top ETF in three year return as compared to similar ETFs reporting about 0.46 of Three Year Return per One Year Return. The ratio of One Year Return to Three Year Return for iShares Gold ETF is roughly 2.17 . Comparative valuation analysis is a catch-all model that can be used if you cannot value IShares Gold by discounting back its dividends or cash flows. This model doesn't attempt to find an intrinsic value for IShares Gold's Etf. Still, instead, it compares the stock's price multiples to a benchmark or nearest competition to determine if the stock is relatively undervalued or overvalued.IShares Fundamentals
| Total Asset | 414.71 M | |||
| One Year Return | 81.10 % | |||
| Three Year Return | 37.30 % | |||
| Five Year Return | 21.60 % | |||
| Ten Year Return | 16.10 % | |||
| Net Asset | 414.71 M |
About IShares Gold Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze iShares Gold ETF's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of IShares Gold using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of iShares Gold ETF based on its fundamental data. In general, a quantitative approach, as applied to this etf, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in IShares Etf
IShares Gold financial ratios help investors to determine whether IShares Etf is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in IShares with respect to the benefits of owning IShares Gold security.