## Sprott Physical Technical Analysis |

Sprott Physical Gold Trust -- USA Etf | ## USD 10.43 0.05 0.48% |

Sprott Physical Gold Trust has Coefficient Of Variation of (596.16) and Risk Adjusted Performance of (0.032143). In relation to Fundamental Indicators, Macroaxis technical analysis interface makes it possible for you to check existing technical drivers of Sprott Physical Gold as well as the relationship between them. In other words you can use this information to find out if the etf will indeed mirror its model of past prices and volume data or the prices will eventually revert. We found nineteen technical drivers for Sprott Physical Gold Trust which can be compared to its competition. Please validate Sprott Physical Gold Information Ratio and Downside Variance to decide if Sprott Physical is priced more or less accurately providing market reflects its prevalent price of 10.43 per share.

Investment Horizon | 30 Days Login to change |

## Sprott Physical Gold Trend Analysis

Use this graph to draw trend lines for Sprott Physical Gold Trust. You can use it to identify possible trend reversals for Sprott Physical as well as other signals and approximate when it will take place. Remember, you need at least two touches of the trend line with actual Sprott Physical price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.## Sprott Physical Best Fit Change Line

The following chart estimates an ordinary least squares regression model for Sprott Physical Gold Trust applied against its price change over selected period. The best fit line has a slop of 0.004436 % which means Sprott Physical Gold Trust will continue generating value for investors. It has 34 observation points and a regression sum of squares at 0.02, which is the sum of squared deviations for the predicted Sprott Physical price change compared to its average price change.## Watchlist OptimizationOptimize watchlists to build efficient portfolio or rebalance existing positions based on mean-variance optimization algorithm |

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**fifth**largest ETF in mean deviation as compared to similar ETFs. It is currently under evaluation in standard deviation as compared to similar ETFs creating about 1.15 of Standard Deviation per Mean Deviation. The ratio of Standard Deviation to Mean Deviation for Sprott Physical Gold Trust is roughly 1.15

## Technical Drivers

Sprott Physical October 18, 2017 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 | (0.032143) | ||

Market Risk Adjusted Performance | 3.33 | ||

Mean Deviation | 0.5278 | ||

Coefficient Of Variation | (596.16) | ||

Standard Deviation | 0.6057 | ||

Variance | 0.3669 | ||

Information Ratio | (0.39) | ||

Jensen Alpha | (0.11) | ||

Total Risk Alpha | (0.44) | ||

Treynor Ratio | 3.32 | ||

Maximum Drawdown | 2.08 | ||

Value At Risk | (0.85) | ||

Potential Upside | 0.77 | ||

Skewness | 0.0528 | ||

Kurtosis | (1.25) |

## Fundamentals Correlations

Analyze Sprott Physical Fundamentals Trends