Sprott Physical Buy or Sell Recommendation

Macroaxis provides Sprott Physical Gold Trust buy hold or sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding Sprott Physical positions. The advice algorithm takes into account all of Sprott Physical Gold Trust available fundamental, technical, and predictive indicators you will find on this site. The advice is provided from Sprott Physical buy-and-hold prospective. Additionally take a look at Sprott Physical Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with current analyst consensus

Investment Horizon

  

Risk Tolerance

  
Symbol
Execute Advice
Sprott Physical Gold Trust -- USA Etf  

USD 10.47  0.07  0.66%

Given the investment horizon of 30 days, and your above average risk tolerance our recommendation regarding Sprott Physical Gold Trust is 'Cautious Hold'.
For the selected time horizon Sprott Physical Gold Trust has a mean deviation of 0.5515, semi deviation of 0.0, standard deviation of 0.6368, variance of 0.4056, downside variance of 0.0 and semi variance of 0.0
This advice tool can be used to cross verify current analyst consensus on Sprott Physical and to analyze the entity potential to grow in the current economic cycle. To make sure Sprott Physical Gold is not overpriced, please validate all Sprott Physical fundamentals including its Revenue, Current Ratio as well as the relationship between Current Ratio and Retained Earnings .

Returns Distribution Density

Mean Return-0.09Value At Risk-1.1152
Potential Upside0.77Standard Deviation0.6368
 Return Density 
      Distribution 

Institutional Investors

Security TypeSharesValue
Bailard IncFund Units558.6 K5.8 M

Sprott Physical Greeks

α
Alpha over DOW
=(0.077669) 
βBeta against DOW=(0.2) 
σ
Overall volatility
= 0.59 
 IrInformation ratio =(0.35) 

Sprott Physical Volatility Alert

Sprott Physical Gold Trust exhibits very low volatility with skewness of -0.17 and kurtosis of -1.25. However, we advise investors to further study Sprott Physical Gold Trust technical indicators to make sure all market info is available and is reliable.
    
 Better Than Average     
    
 Worse Than Average Compare Sprott Physical to competition
FundamentalsSprott PhysicalPeer Average
Price to Earning(8.39) times8.24 times
Price to Book1.11 times0.97 times
Price to Sales(8.76) times0.72 times
SellBuy
Cautious Hold

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Financial Leverage

Inapplicable
Risk Adjusted Performance(0.026602)
Market Risk Adjusted Performance0.531
Mean Deviation0.5515
Coefficient Of Variation(692.91)
Standard Deviation0.6368
Variance0.4056
Information Ratio(0.35)
Jensen Alpha(0.077669)
Total Risk Alpha(0.45)
Treynor Ratio0.521
Maximum Drawdown2.08
Value At Risk(1.12)
Potential Upside0.77
Skewness(0.17)
Kurtosis(1.25)

Current Valuation

Sprott Physical Current Valuation Analysis
Sprott Physical Gold Trust is rated number one ETF in current valuation as compared to similar ETFs. After adjusting for long-term liabilities, total market size of Strategy category is currently estimated at about 61.48 Billion. Sprott Physical holds roughly 1.37 Billion in current valuation claiming about 2.22% of equities under Strategy ETF category.