ETFS Physical (Australia) Performance
| GOLD Etf | 37.56 0.36 0.97% |
The etf shows a Beta (market volatility) of -0.5, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning ETFS Physical are expected to decrease at a much lower rate. During the bear market, ETFS Physical is likely to outperform the market.
Risk-Adjusted Performance
12 of 100
Weak | Strong |
Good
Compared to the overall equity markets, risk-adjusted returns on investments in ETFS Physical Gold are ranked lower than 12 (%) of all global equities and portfolios over the last 90 days. In spite of comparatively uncertain basic indicators, ETFS Physical may actually be approaching a critical reversion point that can send shares even higher in December 2024. ...more
1 | Western ETF investors poised to heap fuel on golds record rally - Reuters | 09/24/2024 |
2 | BlackRocks Bitcoin ETF flips gold fund - Cointelegraph | 11/08/2024 |
3 | Should You Go For Gold ETFs in 2025 - Zacks Investment Research | 11/22/2024 |
ETFS |
ETFS Physical Relative Risk vs. Return Landscape
If you would invest 3,412 in ETFS Physical Gold on August 29, 2024 and sell it today you would earn a total of 344.00 from holding ETFS Physical Gold or generate 10.08% return on investment over 90 days. ETFS Physical Gold is generating 0.1525% of daily returns and assumes 0.9585% volatility on return distribution over the 90 days horizon. Simply put, 8% of etfs are less volatile than ETFS, and 97% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
ETFS Physical Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for ETFS Physical's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as ETFS Physical Gold, and traders can use it to determine the average amount a ETFS Physical's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.1591
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | GOLD | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.96 actual daily | 8 92% of assets are more volatile |
Expected Return
| 0.15 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.16 actual daily | 12 88% of assets perform better |
Based on monthly moving average ETFS Physical is performing at about 12% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of ETFS Physical by adding it to a well-diversified portfolio.
About ETFS Physical Performance
Assessing ETFS Physical's fundamental ratios provides investors with valuable insights into ETFS Physical's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the ETFS Physical is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
ETFS Physical is entity of Australia. It is traded as Etf on AU exchange.| Latest headline from news.google.com: Should You Go For Gold ETFs in 2025 - Zacks Investment Research |
Other Information on Investing in ETFS Etf
ETFS Physical financial ratios help investors to determine whether ETFS 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 ETFS with respect to the benefits of owning ETFS Physical security.