Auag Gold Mining Etf Key Fundamental Indicators
| ESGO Etf | 17.52 0.29 1.68% |
As of the 23rd of February, AuAg Gold owns the coefficient of variation of 629.3, and Market Risk Adjusted Performance of 1.05. AuAg Gold Mining technical analysis gives you the methodology to make use of past data patterns to determine a pattern that approximates the direction of the entity's future prices. Please confirm AuAg Gold Mining semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation to decide if AuAg Gold Mining is priced some-what accurately, providing market reflects its prevailing price of 17.52 per share.
AuAg 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 AuAg Gold's valuation are provided below:AuAg Gold Mining does not currently have any fundamental measures 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. AuAg |
AuAg 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 AuAg 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 AuAg Gold.
| 11/25/2025 |
| 02/23/2026 |
If you would invest 0.00 in AuAg Gold on November 25, 2025 and sell it all today you would earn a total of 0.00 from holding AuAg Gold Mining or generate 0.0% return on investment in AuAg Gold over 90 days. AuAg Gold is related to or competes with Vanguard FTSE, and UBS ETF. AuAg Gold is entity of Switzerland. It is traded as Etf on SW exchange. More
AuAg 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 AuAg 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 AuAg Gold Mining upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.09 | |||
| Information Ratio | 0.129 | |||
| Maximum Drawdown | 11.36 | |||
| Value At Risk | (4.36) | |||
| Potential Upside | 5.27 |
AuAg Gold Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AuAg Gold's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AuAg Gold's standard deviation. In reality, there are many statistical measures that can use AuAg Gold historical prices to predict the future AuAg Gold's volatility.| Risk Adjusted Performance | 0.1283 | |||
| Jensen Alpha | 0.3898 | |||
| Total Risk Alpha | 0.169 | |||
| Sortino Ratio | 0.1125 | |||
| Treynor Ratio | 1.04 |
AuAg Gold February 23, 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 | 0.1283 | |||
| Market Risk Adjusted Performance | 1.05 | |||
| Mean Deviation | 2.09 | |||
| Semi Deviation | 2.52 | |||
| Downside Deviation | 3.09 | |||
| Coefficient Of Variation | 629.3 | |||
| Standard Deviation | 2.69 | |||
| Variance | 7.26 | |||
| Information Ratio | 0.129 | |||
| Jensen Alpha | 0.3898 | |||
| Total Risk Alpha | 0.169 | |||
| Sortino Ratio | 0.1125 | |||
| Treynor Ratio | 1.04 | |||
| Maximum Drawdown | 11.36 | |||
| Value At Risk | (4.36) | |||
| Potential Upside | 5.27 | |||
| Downside Variance | 9.55 | |||
| Semi Variance | 6.36 | |||
| Expected Short fall | (2.08) | |||
| Skewness | (0.36) | |||
| Kurtosis | (0.03) |
AuAg Gold Mining Backtested Returns
AuAg Gold appears to be not too volatile, given 3 months investment horizon. AuAg Gold Mining retains Efficiency (Sharpe Ratio) of 0.18, which signifies that the etf had a 0.18 % return per unit of risk over the last 3 months. We have found thirty technical indicators for AuAg Gold, which you can use to evaluate the volatility of the entity. Please makes use of AuAg Gold's coefficient of variation of 629.3, and Market Risk Adjusted Performance of 1.05 to double-check if our risk estimates are consistent with your expectations. The etf owns a Beta (Systematic Risk) of 0.4, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, AuAg Gold's returns are expected to increase less than the market. However, during the bear market, the loss of holding AuAg Gold is expected to be smaller as well.
Auto-correlation | -0.22 |
Weak reverse predictability
AuAg Gold Mining has weak reverse predictability. Overlapping area represents the amount of predictability between AuAg Gold time series from 25th of November 2025 to 9th of January 2026 and 9th of January 2026 to 23rd 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 AuAg Gold Mining price movement. The serial correlation of -0.22 indicates that over 22.0% of current AuAg Gold price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.22 | |
| Spearman Rank Test | -0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.47 |
Although One Year Fund Return indicator can give a sense of overall fund short-term potential, it is recommended to look at mid and long term return measure before selecting a particular fund or ETF. The great way to validate fund short-term performance is to compare it with other similar funds or ETFs for the same 12 months interval.
| Competition |
Based on the recorded statements, AuAg Gold Mining has an One Year Return of 156%. This is much higher than that of the family and significantly higher than that of the Sector Equity Precious Metals category. The one year return for all Switzerland etfs is notably lower than that of the firm.
AuAg One Year Return Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses AuAg Gold's direct or indirect competition against its One Year Return to detect undervalued stocks with similar characteristics or determine the etfs which would be a good addition to a portfolio. Peer analysis of AuAg Gold could also be used in its relative valuation, which is a method of valuing AuAg Gold by comparing valuation metrics of similar companies.AuAg Gold is currently under evaluation in one year return as compared to similar ETFs.
AuAg Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining AuAg Gold's current stock value. Our valuation model uses many indicators to compare AuAg Gold value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across AuAg Gold competition to find correlations between indicators driving AuAg Gold's intrinsic value. More Info.AuAg Gold Mining is rated # 5 ETF in one year return as compared to similar ETFs. It also is rated # 5 ETF in three year return as compared to similar ETFs reporting about 0.32 of Three Year Return per One Year Return. The ratio of One Year Return to Three Year Return for AuAg Gold Mining is roughly 3.08 . The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the AuAg Gold's earnings, one of the primary drivers of an investment's value.AuAg Fundamentals
| One Year Return | 156.90 % | |||
| Three Year Return | 50.90 % |
About AuAg Gold Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze AuAg Gold Mining's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of AuAg Gold using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of AuAg Gold Mining 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.AuAg Gold is entity of Switzerland. It is traded as Etf on SW exchange.
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 AuAg Etf
AuAg Gold financial ratios help investors to determine whether AuAg 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 AuAg with respect to the benefits of owning AuAg Gold security.