Sprott Physical Platinum Stock Market Value
| SPPP Stock | CAD 29.48 1.50 5.36% |
| Symbol | Sprott |
Sprott Physical Platinum Price To Book Ratio
Sprott Physical 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Sprott Physical's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Sprott Physical.
| 10/24/2025 |
| 01/22/2026 |
If you would invest 0.00 in Sprott Physical on October 24, 2025 and sell it all today you would earn a total of 0.00 from holding Sprott Physical Platinum or generate 0.0% return on investment in Sprott Physical over 90 days. Sprott Physical is related to or competes with Alaris Equity, Economic Investment, and Pender Growth. Sprott Physical is entity of Canada. It is traded as Stock on TO exchange. More
Sprott Physical Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Sprott Physical's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Sprott Physical Platinum upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.56 | |||
| Information Ratio | 0.1632 | |||
| Maximum Drawdown | 11.55 | |||
| Value At Risk | (3.65) | |||
| Potential Upside | 4.39 |
Sprott Physical Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sprott Physical's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sprott Physical's standard deviation. In reality, there are many statistical measures that can use Sprott Physical historical prices to predict the future Sprott Physical's volatility.| Risk Adjusted Performance | 0.1559 | |||
| Jensen Alpha | 0.5344 | |||
| Total Risk Alpha | 0.1935 | |||
| Sortino Ratio | 0.1705 | |||
| Treynor Ratio | (7.70) |
Sprott Physical Platinum Backtested Returns
Sprott Physical appears to be not too volatile, given 3 months investment horizon. Sprott Physical Platinum owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.26, which indicates the firm had a 0.26 % return per unit of risk over the last 3 months. By inspecting Sprott Physical's technical indicators, you can evaluate if the expected return of 0.68% is justified by implied risk. Please review Sprott Physical's Risk Adjusted Performance of 0.1559, coefficient of variation of 496.09, and Semi Deviation of 2.14 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Sprott Physical holds a performance score of 20. The entity has a beta of -0.0686, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Sprott Physical are expected to decrease at a much lower rate. During the bear market, Sprott Physical is likely to outperform the market. Please check Sprott Physical's sortino ratio, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to make a quick decision on whether Sprott Physical's existing price patterns will revert.
Auto-correlation | 0.33 |
Below average predictability
Sprott Physical Platinum has below average predictability. Overlapping area represents the amount of predictability between Sprott Physical time series from 24th of October 2025 to 8th of December 2025 and 8th of December 2025 to 22nd of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Sprott Physical Platinum price movement. The serial correlation of 0.33 indicates that nearly 33.0% of current Sprott Physical price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.33 | |
| Spearman Rank Test | 0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 6.41 |
Sprott Physical Platinum lagged returns against current returns
Autocorrelation, which is Sprott Physical stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Sprott Physical's stock expected returns. We can calculate the autocorrelation of Sprott Physical returns to help us make a trade decision. For example, suppose you find that Sprott Physical has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Sprott Physical regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Sprott Physical stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sprott Physical stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sprott Physical stock over time.
Current vs Lagged Prices |
| Timeline |
Sprott Physical Lagged Returns
When evaluating Sprott Physical's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sprott Physical stock have on its future price. Sprott Physical autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Sprott Physical autocorrelation shows the relationship between Sprott Physical stock current value and its past values and can show if there is a momentum factor associated with investing in Sprott Physical Platinum.
Regressed Prices |
| Timeline |
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.