Sprott Physical Gold Etf Market Value
| CEF Etf | USD 57.04 2.03 3.69% |
| Symbol | Sprott |
The market value of Sprott Physical Gold is measured differently than its book value, which is the value of Sprott that is recorded on the company's balance sheet. Investors also form their own opinion of Sprott Physical's value that differs from its market value or its book value, called intrinsic value, which is Sprott Physical's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Sprott Physical's market value can be influenced by many factors that don't directly affect Sprott Physical's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Sprott Physical's value and its price as these two are different measures arrived at by different means. Investors typically determine if Sprott Physical is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Sprott Physical's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Sprott Physical '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 Sprott Physical'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 Sprott Physical.
| 10/26/2025 |
| 01/24/2026 |
If you would invest 0.00 in Sprott Physical on October 26, 2025 and sell it all today you would earn a total of 0.00 from holding Sprott Physical Gold or generate 0.0% return on investment in Sprott Physical over 90 days. Sprott Physical is related to or competes with Sprott Physical, Diamond Hill, Oakmark Select, Oppenheimer Cap, T Rowe, Cohen Steers, and T Rowe. Sprott Physical Gold and Silver Trust is an exchange traded commodity launched and managed by Sprott Asset Management, L... More
Sprott Physical 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 Sprott Physical'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 Sprott Physical Gold upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.19 | |||
| Information Ratio | 0.2093 | |||
| Maximum Drawdown | 9.23 | |||
| Value At Risk | (3.01) | |||
| Potential Upside | 3.75 |
Sprott Physical Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sprott Physical's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sprott Physical's standard deviation. In reality, there are many statistical measures that can use Sprott Physical historical prices to predict the future Sprott Physical's volatility.| Risk Adjusted Performance | 0.1865 | |||
| Jensen Alpha | 0.491 | |||
| Total Risk Alpha | 0.3185 | |||
| Sortino Ratio | 0.2059 | |||
| Treynor Ratio | 1.23 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Sprott Physical's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Sprott Physical January 24, 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 | 0.1865 | |||
| Market Risk Adjusted Performance | 1.24 | |||
| Mean Deviation | 1.64 | |||
| Semi Deviation | 1.84 | |||
| Downside Deviation | 2.19 | |||
| Coefficient Of Variation | 407.04 | |||
| Standard Deviation | 2.16 | |||
| Variance | 4.65 | |||
| Information Ratio | 0.2093 | |||
| Jensen Alpha | 0.491 | |||
| Total Risk Alpha | 0.3185 | |||
| Sortino Ratio | 0.2059 | |||
| Treynor Ratio | 1.23 | |||
| Maximum Drawdown | 9.23 | |||
| Value At Risk | (3.01) | |||
| Potential Upside | 3.75 | |||
| Downside Variance | 4.81 | |||
| Semi Variance | 3.37 | |||
| Expected Short fall | (1.92) | |||
| Skewness | (0.81) | |||
| Kurtosis | 1.86 |
Sprott Physical Gold Backtested Returns
Sprott Physical appears to be very steady, given 3 months investment horizon. Sprott Physical Gold owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.39, which indicates the etf had a 0.39 % return per unit of risk over the last 3 months. By inspecting Sprott Physical's technical indicators, you can evaluate if the expected return of 0.74% is justified by implied risk. Please review Sprott Physical's Semi Deviation of 1.84, coefficient of variation of 407.04, and Risk Adjusted Performance of 0.1865 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.42, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Sprott Physical's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sprott Physical is expected to be smaller as well.
Auto-correlation | 0.91 |
Excellent predictability
Sprott Physical Gold has excellent predictability. Overlapping area represents the amount of predictability between Sprott Physical time series from 26th of October 2025 to 10th of December 2025 and 10th of December 2025 to 24th of January 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 Sprott Physical Gold price movement. The serial correlation of 0.91 indicates that approximately 91.0% of current Sprott Physical price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.91 | |
| Spearman Rank Test | 0.86 | |
| Residual Average | 0.0 | |
| Price Variance | 13.99 |
Currently Active Assets on Macroaxis
When determining whether Sprott Physical Gold is a strong investment it is important to analyze Sprott Physical's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Sprott Physical's future performance. For an informed investment choice regarding Sprott Etf, refer to the following important reports:Check out Sprott Physical Correlation, Sprott Physical Volatility and Sprott Physical Alpha and Beta module to complement your research on Sprott Physical. You can also try the Portfolio Holdings module to check your current holdings and cash postion to detemine if your portfolio needs rebalancing.
Sprott Physical technical etf 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, etf market cycles, or different charting patterns.