Sprott Physical Uranium Etf Performance
| U-UN Etf | 22.61 0.39 1.70% |
The entity has a beta of -0.46, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Sprott Physical are expected to decrease at a much lower rate. During the bear market, Sprott Physical is likely to outperform the market.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Sprott Physical Uranium has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of very healthy basic indicators, Sprott Physical is not utilizing all of its potentials. The recent stock price disarray, may contribute to short-term losses for the investors. ...more
Sprott |
Sprott Physical Relative Risk vs. Return Landscape
If you would invest 2,370 in Sprott Physical Uranium on November 9, 2024 and sell it today you would lose (109.00) from holding Sprott Physical Uranium or give up 4.6% of portfolio value over 90 days. Sprott Physical Uranium is generating negative expected returns and assumes 2.5916% volatility on return distribution over the 90 days horizon. Simply put, 23% of etfs are less volatile than Sprott, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Sprott Physical Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sprott Physical's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Sprott Physical Uranium, and traders can use it to determine the average amount a Sprott 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 = -0.017
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| Negative Returns | U-UN |
Estimated Market Risk
| 2.59 actual daily | 23 77% of assets are more volatile |
Expected Return
| -0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.02 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Sprott Physical is not performing at its full potential. However, 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 Sprott Physical by adding Sprott Physical to a well-diversified portfolio.
About Sprott Physical Performance
By examining Sprott Physical's fundamental ratios, stakeholders can obtain critical insights into Sprott Physical's financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that Sprott Physical is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.
| Sprott Physical generated a negative expected return over the last 90 days |
Other Information on Investing in Sprott Etf
Sprott Physical financial ratios help investors to determine whether Sprott 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 Sprott with respect to the benefits of owning Sprott Physical security.