Sprott Physical Gold Stock Alpha and Beta Analysis
| PHYS Stock | CAD 34.60 0.41 1.17% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Sprott Physical Gold. It also helps investors analyze the systematic and unsystematic risks associated with investing in Sprott Physical over a specified time horizon. Remember, high Sprott Physical's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Sprott Physical's market risk premium analysis include:
Beta 0.0641 | Alpha 0.2 | Risk 1.12 | Sharpe Ratio 0.14 | Expected Return 0.16 |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
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Sprott Physical Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Sprott Physical market risk premium is the additional return an investor will receive from holding Sprott Physical long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Sprott Physical. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Sprott Physical's performance over market.| α | 0.20 | β | 0.06 |
Sprott Physical expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Sprott Physical's Buy-and-hold return. Our buy-and-hold chart shows how Sprott Physical performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Sprott Physical Market Price Analysis
Market price analysis indicators help investors to evaluate how Sprott Physical stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Sprott Physical shares will generate the highest return on investment. By understating and applying Sprott Physical stock market price indicators, traders can identify Sprott Physical position entry and exit signals to maximize returns.
Sprott Physical Return and Market Media
The median price of Sprott Physical for the period between Fri, Jan 31, 2025 and Thu, May 1, 2025 is 32.83 with a coefficient of variation of 4.01. The daily time series for the period is distributed with a sample standard deviation of 1.33, arithmetic mean of 33.13, and mean deviation of 1.1. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Sprott Physical Gold and Silver Trust Shares Sold by Private Advisor Group LLC - MarketBeat | 02/27/2025 |
2 | Guild Investment Management Inc. Sells 10,550 Shares of Sprott Physical Gold and Silver Trust - MarketBeat | 03/12/2025 |
3 | Sprott Physical Gold Trust Surpasses 10 Billion in Net Asset Value - TipRanks | 03/17/2025 |
4 | 12,263 Shares in Sprott Physical Gold and Silver Trust Bought by Graney King LLC - MarketBeat | 03/27/2025 |
5 | Advanced Trading Insights - news.stocktradersdaily.com | 04/03/2025 |
6 | Proactive Strategies - news.stocktradersdaily.com | 04/07/2025 |
7 | JPMorgan Chase Co. Purchases 240,865 Shares of Sprott Physical Gold and Silver Trust - MarketBeat | 04/16/2025 |
About Sprott Physical Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Sprott or other stocks. Alpha measures the amount that position in Sprott Physical Gold has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2024 | 2025 (projected) | Average Receivables | 22.6K | 20.1K | Graham Net Net | 0.0145 | 0.0138 |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Sprott Physical in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Sprott Physical's short interest history, or implied volatility extrapolated from Sprott Physical options trading.
Build Portfolio with Sprott Physical
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Other Information on Investing in Sprott Stock
Sprott Physical financial ratios help investors to determine whether Sprott Stock 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.