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

Time Horizon

Risk Tolerance

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Sprott Physical Gold Trust -- USA Etf  

USD 10.96  0.07  0.63%

Given the investment horizon of 30 days, and your above average risk tolerance our recommendation regarding Sprott Physical Gold Trust is 'Strong Buy'.
For the selected time horizon Sprott Physical Gold Trust has a risk adjusted performance of 0.1789, jensen alpha of 0.0738, total risk alpha of 0.1225, sortino ratio of 0.2689 and treynor ratio of 1.49
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 Return0.077525Value At Risk0.92
Potential Upside1.01Standard Deviation0.68
 Return Density 

Institutional Investors

Security TypeSharesValue
Polar Asset Management Partners IncFund Units11.6 M122.5 M

Sprott Physical Greeks

Alpha over DOW
Beta against DOW=0.0453
Overall volatility
Information ratio =0.30

Sprott Physical Volatility Alert

Sprott Physical Gold Trust exhibits relatively low volatility with skewness of -0.51 and kurtosis of -0.14. However, we advice investors to further investigate Sprott Physical Gold Trust to make sure all market statistics is disseminated and is consistent with investors' estimations about Sprott Physical upside potential.
 Better Than Average     
 Worse Than Average Compare Sprott Physical to competition
FundamentalsSprott PhysicalPeer Average
Price to Earning8.39 times8.24 times
Price to Book1.11 times0.97 times
Price to Sales8.76 times0.72 times
Net Asset24.93 M888.73 M
Strong Buy

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Financial Leverage

Risk Adjusted Performance0.1789
Market Risk Adjusted Performance1.5
Mean Deviation0.5601
Semi Deviation0.6561
Downside Deviation0.7623
Coefficient Of Variation880.25
Standard Deviation0.6824
Information Ratio0.3003
Jensen Alpha0.0738
Total Risk Alpha0.1225
Sortino Ratio0.2689
Treynor Ratio1.49
Maximum Drawdown2.64
Value At Risk0.92
Potential Upside1.01
Downside Variance0.5811
Semi Variance0.4304
Expected Short fall0.59

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 Broad Debt category is currently estimated at about 61.08 Billion. Sprott Physical holds roughly 1.37 Billion in current valuation claiming about 2.24% of ETFs in Broad Debt category.