Sprott Physical Gold Stock Technical Analysis
| PHYS Stock | CAD 52.32 -0.34 -0.65% |
As of the 16th of March 2026, Sprott Physical maintains a quoted price of 52.32 per share. Short-term indicators show Coefficient Of Variation of 796.26, semi deviation of 2.54, and Risk Adjusted Performance of 0.1062. The model measures trend continuation and reversal probability using historical patterns. Comparative analytics measure deviation from sector averages.
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 |
What if' Analysis
Running a what-if backtest on Sprott Physical Gold gives investors a practical way to test how changes in horizon, position size, or market timing might have affected the result. The stronger interpretation comes from comparing realized return, risk, and path dependency instead of focusing only on the best historical outcome.
| 12/16/2025 |
| 03/16/2026 |
A 0.00 position in Sprott Physical initiated on December 16, 2025 and held to today would produce 0.00 in aggregate gains. The change equals a 0.0% cumulative return in Sprott Physical on balance over a 90 day window. Sprott Physical competes with or is related to Sprott Physical, Sprott Physical, Sprott Physical, Precious Metals, Pender Growth, Economic Investment, and Income Financial. Peer context can support comparative analysis. Sprott Physical Gold Trust is an exchange traded commodity launched and managed by Sprott Asset Management, LP More
Upside and Downside Indicators for Sprott Physical Overview
This section highlights upside and downside signals that contextualize Sprott Physical price behavior. The signals are presented as informational context for recent price movement.
| Downside Deviation | 2.81 | |||
| Information Ratio | 0.1415 | |||
| Maximum Drawdown | 13.59 | |||
| Value At Risk | -3.13 | |||
| Potential Upside | 3.24 |
Sprott Physical Volatility and Risk Indicators Summary
These indicators track Sprott Physical's volatility and return range dynamics. The indicators highlight how volatility has behaved across recent periods.| Risk Adjusted Performance | 0.1062 | |||
| Jensen Alpha | 0.2854 | |||
| Total Risk Alpha | 0.3888 | |||
| Sortino Ratio | 0.1103 | |||
| Treynor Ratio | 0.591 |
Investors who believe in mean reversion view Sprott Physical's price extremes not as permanent states but as temporary dislocations that create opportunities for disciplined, contrarian capital allocation.
Technical Indicators
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| Math Transform | ||
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| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1062 | |||
| Market Risk Adjusted Performance | 0.601 | |||
| Mean Deviation | 1.44 | |||
| Semi Deviation | 2.54 | |||
| Downside Deviation | 2.81 | |||
| Coefficient Of Variation | 796.26 | |||
| Standard Deviation | 2.19 | |||
| Variance | 4.8 | |||
| Information Ratio | 0.1415 | |||
| Jensen Alpha | 0.2854 | |||
| Total Risk Alpha | 0.3888 | |||
| Sortino Ratio | 0.1103 | |||
| Treynor Ratio | 0.591 | |||
| Maximum Drawdown | 13.59 | |||
| Value At Risk | -3.13 | |||
| Potential Upside | 3.24 | |||
| Downside Variance | 7.9 | |||
| Semi Variance | 6.45 | |||
| Expected Short fall | -1.42 | |||
| Skewness | -1.65 | |||
| Kurtosis | 7.3 |
Sprott Physical Gold Backtested Returns
Sprott Physical shows a very low volatility profile relative to the chosen timeframe. It has a Sharpe Ratio of 0.12, which indicates that 0.12 units of return per unit of risk over the last 3 months. We identified thirty technical indicators supporting this volatility profile. Please evaluate metrics such as Coefficient Of Variation of 796.26, semi deviation of 2.54, and risk-adjusted performance of 0.1062 to review standard deviation behavior. On a scale of 0 to 100, Sprott Physical holds a performance score of 9. The company retains a Market Volatility (i.e., Beta) of 0.45, which alludes to possible diversification benefits within a given portfolio. Returns on Sprott Physical tend to trail the broader market in strong rallies but hold up better when sentiment turns negative. Please validate Sprott Physical's the relationship between the treynor ratio and value at risk, to make a quick decision on whether Sprott Physical's current price history will revert.
Auto-correlation | 0.52 |
Modest predictability
Sprott Physical Gold shows modest predictability when comparing price series from 16th of December 2025 to 30th of January 2026 against from 30th of January 2026 to 16th of March 2026. A strong serial relationship would imply that Sprott Physical's recent trajectory contains information about its near-term direction. With a serial correlation of 0.52, about 52.0% of Sprott Physical's price variation is attributable to patterns in preceding intervals.
| Correlation Coefficient | 0.52 | |
| Spearman Rank Test | 0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 3.01 |
Technical analysis for Sprott Physical examines price and volume behavior across market regimes. The model references moving averages, relative strength, and price correlation signals.
Technical Analysis
This analysis covers thirty-seven data points across the selected time horizon. 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.
Technical Analysis Methodology & Indicators
Technical analysis of Sprott Physical evaluates price structure, momentum, and volatility clustering. Trend alignment improves interpretability of cross-signal confirmation. Sprott Physical has a market cap of 25.13 B.
This section for Sprott Physical Gold is built from periodic company reporting and market reference feeds, with harmonization applied to align reporting definitions. Values may update on different source schedules.
This content is curated and reviewed by:
Rifka Kats - Member of Macroaxis Editorial BoardSprott Physical Technical Indicators
Technical analysis of Sprott Physical Gold is useful because it helps investors judge whether the current trend still looks durable or is beginning to weaken. This is most useful when investors want to compare trend quality, momentum, and mean-reversion risk before acting.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1062 | |||
| Market Risk Adjusted Performance | 0.601 | |||
| Mean Deviation | 1.44 | |||
| Semi Deviation | 2.54 | |||
| Downside Deviation | 2.81 | |||
| Coefficient Of Variation | 796.26 | |||
| Standard Deviation | 2.19 | |||
| Variance | 4.8 | |||
| Information Ratio | 0.1415 | |||
| Jensen Alpha | 0.2854 | |||
| Total Risk Alpha | 0.3888 | |||
| Sortino Ratio | 0.1103 | |||
| Treynor Ratio | 0.591 | |||
| Maximum Drawdown | 13.59 | |||
| Value At Risk | -3.13 | |||
| Potential Upside | 3.24 | |||
| Downside Variance | 7.9 | |||
| Semi Variance | 6.45 | |||
| Expected Short fall | -1.42 | |||
| Skewness | -1.65 | |||
| Kurtosis | 7.3 |
March 16, 2026 Daily Trend Indicators
Technical analysis of Sprott Physical Gold is useful because it helps investors judge whether the current trend still looks durable or is beginning to weaken. This is most useful when investors want to compare trend quality, momentum, and mean-reversion risk before acting.
| Accumulation Distribution | 0.02 | ||
| Daily Balance Of Power | -0.38 | ||
| Rate Of Daily Change | 0.99 | ||
| Day Median Price | 52.70 | ||
| Day Typical Price | 52.57 | ||
| Price Action Indicator | -0.55 | ||
| Market Facilitation Index | 0.90 |
More Resources for Sprott Stock Analysis
Reviewing Sprott Physical Gold commonly begins with financial statements and performance trends. Key ratios help frame profitability, efficiency, and growth context for Sprott Physical Gold Stock. Outlined below are key reports that provide context for Sprott Physical Gold Stock:Sprott Physical has a market cap of 25.13 B. See Your Equity Center for portfolio-level analysis. This suggests a position in Sprott Physical Gold inside the allocation mix. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in metropolitan statistical area.Sprott Physical currently shows market cap of 25.13 Billion. Investors get more value from Sprott Physical analysis when it is combined with the construction and diversification tools listed below. A thorough Sprott Physical review pairs this page with the quantitative and comparative resources listed below. You can also try the Instant Ratings module to determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.