Sprott Physical Gold Etf Technical Analysis
| CEF Etf | USD 51.33 0.53 1.04% |
As of the 6th of February, Sprott Physical has the Coefficient Of Variation of 558.34, risk adjusted performance of 0.1421, and Semi Deviation of 3.21. Sprott Physical technical analysis provides you with a way to harness past market data to determine a pattern that measures the direction of the etf's future prices. Please validate Sprott Physical Gold value at risk, and the relationship between the jensen alpha and semi variance to decide if Sprott Physical is priced more or less accurately, providing market reflects its prevalent price of 51.33 per share.
Sprott Physical Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Sprott, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to SprottSprott Physical's Momentum analyses are specifically helpful, as they help investors time the market using mark points where the market can reverse. The reversal spots are usually identified through divergence between price movement and momentum.Investors evaluate Sprott Physical Gold using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating Sprott Physical's intrinsic value - the estimated true worth - helps identify when the stock trades at a discount or premium to fair value. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. External factors like market trends, sector rotation, and investor psychology can cause Sprott Physical's market price to deviate significantly from intrinsic value.
It's important to distinguish between Sprott Physical's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Sprott Physical should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Conversely, Sprott Physical's market price signifies the transaction level at which participants voluntarily complete trades.
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.
| 11/08/2025 |
| 02/06/2026 |
If you would invest 0.00 in Sprott Physical on November 8, 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 | 3.73 | |||
| Information Ratio | 0.1637 | |||
| Maximum Drawdown | 20.33 | |||
| Value At Risk | (3.01) | |||
| Potential Upside | 3.89 |
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 | 0.1421 | |||
| Jensen Alpha | 0.5171 | |||
| Total Risk Alpha | 0.3769 | |||
| Sortino Ratio | 0.128 | |||
| Treynor Ratio | (4.65) |
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 February 6, 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 | 0.1421 | |||
| Market Risk Adjusted Performance | (4.64) | |||
| Mean Deviation | 1.87 | |||
| Semi Deviation | 3.21 | |||
| Downside Deviation | 3.73 | |||
| Coefficient Of Variation | 558.34 | |||
| Standard Deviation | 2.92 | |||
| Variance | 8.53 | |||
| Information Ratio | 0.1637 | |||
| Jensen Alpha | 0.5171 | |||
| Total Risk Alpha | 0.3769 | |||
| Sortino Ratio | 0.128 | |||
| Treynor Ratio | (4.65) | |||
| Maximum Drawdown | 20.33 | |||
| Value At Risk | (3.01) | |||
| Potential Upside | 3.89 | |||
| Downside Variance | 13.95 | |||
| Semi Variance | 10.27 | |||
| Expected Short fall | (2.03) | |||
| Skewness | (2.88) | |||
| Kurtosis | 15.72 |
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 0.17, which indicates the etf had a 0.17 % 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 0.51% is justified by implied risk. Please review Sprott Physical's Semi Deviation of 3.21, coefficient of variation of 558.34, and Risk Adjusted Performance of 0.1421 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of -0.11, which indicates not very significant fluctuations relative to the market. 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.
Auto-correlation | 0.59 |
Modest predictability
Sprott Physical Gold has modest predictability. Overlapping area represents the amount of predictability between Sprott Physical time series from 8th of November 2025 to 23rd of December 2025 and 23rd of December 2025 to 6th 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 Sprott Physical Gold price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current Sprott Physical price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.59 | |
| Spearman Rank Test | 0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 16.07 |
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.
Sprott Physical Gold Technical Analysis
The output start index for this execution was fifty with a total number of output elements of eleven. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Sprott Physical Gold volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Sprott Physical Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Sprott Physical Gold on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Sprott Physical Gold based on its technical analysis. In general, a bottom-up approach, as applied to this etf, focuses on Sprott Physical Gold price pattern first instead of the macroeconomic environment surrounding Sprott Physical Gold. By analyzing Sprott Physical's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Sprott Physical's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Sprott Physical specific price patterns or momentum indicators. Please read more on our technical analysis page.
Sprott Physical February 6, 2026 Technical Indicators
Most technical analysis of Sprott help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Sprott from various momentum indicators to cycle indicators. When you analyze Sprott charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1421 | |||
| Market Risk Adjusted Performance | (4.64) | |||
| Mean Deviation | 1.87 | |||
| Semi Deviation | 3.21 | |||
| Downside Deviation | 3.73 | |||
| Coefficient Of Variation | 558.34 | |||
| Standard Deviation | 2.92 | |||
| Variance | 8.53 | |||
| Information Ratio | 0.1637 | |||
| Jensen Alpha | 0.5171 | |||
| Total Risk Alpha | 0.3769 | |||
| Sortino Ratio | 0.128 | |||
| Treynor Ratio | (4.65) | |||
| Maximum Drawdown | 20.33 | |||
| Value At Risk | (3.01) | |||
| Potential Upside | 3.89 | |||
| Downside Variance | 13.95 | |||
| Semi Variance | 10.27 | |||
| Expected Short fall | (2.03) | |||
| Skewness | (2.88) | |||
| Kurtosis | 15.72 |
Sprott Physical Gold One Year Return
Based on the recorded statements, Sprott Physical Gold has an One Year Return of 125%. This is much higher than that of the UBS family and significantly higher than that of the Commodities Focused category. The one year return for all United States etfs is notably lower than that of the firm.
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.Sprott Physical February 6, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as Sprott stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.06 | ||
| Daily Balance Of Power | 0.17 | ||
| Rate Of Daily Change | 1.01 | ||
| Day Median Price | 51.77 | ||
| Day Typical Price | 51.62 | ||
| Price Action Indicator | (0.17) | ||
| Market Facilitation Index | 3.05 |
Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Sprott Physical Gold. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in services. You can also try the Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.
Investors evaluate Sprott Physical Gold using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating Sprott Physical's intrinsic value - the estimated true worth - helps identify when the stock trades at a discount or premium to fair value. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. External factors like market trends, sector rotation, and investor psychology can cause Sprott Physical's market price to deviate significantly from intrinsic value.
It's important to distinguish between Sprott Physical's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Sprott Physical should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Conversely, Sprott Physical's market price signifies the transaction level at which participants voluntarily complete trades.