IShares Gold (Switzerland) Market Value
| CSGOLD Etf | USD 427.05 2.80 0.66% |
| Symbol | 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.
| 11/27/2025 |
| 12/27/2025 |
If you would invest 0.00 in IShares Gold on November 27, 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 30 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 | 1.68 | |||
| Information Ratio | 0.1349 | |||
| Maximum Drawdown | 7.25 | |||
| Value At Risk | (1.16) | |||
| Potential Upside | 2.25 |
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 | 0.1453 | |||
| Jensen Alpha | 0.2212 | |||
| Total Risk Alpha | 0.1111 | |||
| Sortino Ratio | 0.1043 | |||
| Treynor Ratio | 0.6478 |
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 0.19, which attests that the entity had a 0.19 % 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 Market Risk Adjusted Performance of 0.6578, downside deviation of 1.68, and Risk Adjusted Performance of 0.1453 to validate if our risk estimates are consistent with your expectations. The etf retains a Market Volatility (i.e., Beta) of 0.39, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, IShares Gold's returns are expected to increase less than the market. However, during the bear market, the loss of holding IShares Gold is expected to be smaller as well.
Auto-correlation | 0.53 |
Modest predictability
iShares Gold ETF has modest predictability. Overlapping area represents the amount of predictability between IShares Gold time series from 27th of November 2025 to 12th of December 2025 and 12th of December 2025 to 27th of December 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 iShares Gold ETF price movement. The serial correlation of 0.53 indicates that about 53.0% of current IShares Gold price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.53 | |
| Spearman Rank Test | 0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 46.29 |
iShares Gold ETF lagged returns against current returns
Autocorrelation, which is IShares Gold etf'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 IShares Gold's etf expected returns. We can calculate the autocorrelation of IShares Gold returns to help us make a trade decision. For example, suppose you find that IShares Gold has exhibited high autocorrelation historically, and you observe that the etf 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 |
IShares Gold 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 IShares Gold etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IShares Gold etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IShares Gold etf over time.
Current vs Lagged Prices |
| Timeline |
IShares Gold Lagged Returns
When evaluating IShares Gold's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IShares Gold etf have on its future price. IShares Gold 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, IShares Gold autocorrelation shows the relationship between IShares Gold etf current value and its past values and can show if there is a momentum factor associated with investing in iShares Gold ETF.
Regressed Prices |
| Timeline |
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.