On the role of gold in asset allocation

黄金

Looking back at the recent trend of gold, from $1,100 per ounce in January to around $1,240, the gold ETF (518880) has risen 15.9% since the beginning of the year. The judgment of gold is based on the following three factors: First, from the perspective of the big economic cycle, the global economy is difficult to change periodically.

Despite the US interest rate hike and the US dollar, global economic risks remain in 2016, and growth in many economies is under pressure. Some countries continue to expand negative interest rates. The US interest rate hike is expected to weaken, and the rate and frequency of interest rate reduction will be reduced. Second, the price of gold is very complicated and diverse. Currency, inflation, and the US dollar are all important factors affecting the price of gold. It can be determined that the currency issuance has not slowed down, and the US dollar. The short-term impact on gold is fading, the price of gold is at a relatively low level in five years, and the third is demand. The price of financial market is determined by supply and demand. When the previous period is uncertain in economics, market risks are prominent, and European bonds are in trouble, gold hedges other assets. The role of risk and asset allocation quickly gained market recognition. At present, the gold ETF (518880) and overseas gold assets began to increase.

黄金

Judging the price of gold is very complicated. It is necessary to grasp the main contradictions. In fact, the three factors mentioned above still exist, and these three factors are difficult to change in the short term. What is discussed here is not the price of gold, but the role of gold in asset allocation.

First, what is gold? What is the value? Gold is a precious metal, a rare metal; gold is a culture, accompanied by thousands of years of civilization; gold was once a currency, responsible for most of the time in human history, currency or quasi-currency; gold is a defensive product, defense against banknote dilution, Defense risk.

Second, why do you need to buy gold? Gold is different from equity and credit. In the discounted cash flow in the traditional valuation model, there is basically no cash inflow of gold, and the pricing model is basically not applicable. The cash flow in the traditional pricing model is under the banknote system. The future cash flow will be diluted by the currency issue. The current money is different from the future money, but gold is eternal. The divergence of gold is great, and no cash flow is an important reason for not like gold (although the gold ETF can get a certain cash inflow through leasing).

Third, why can gold be used as an asset allocation tool? The core of asset allocation is to diversify the risks of different assets, reduce the fluctuation of investors holding a single type of assets, and satisfy the risk-return characteristics of investors, thus making financial management and investment more stable, that is, not placing eggs in the same basket. So what are the benefits of adding gold to asset allocation? The correlation between gold and domestic CSI 300, CSI 500 and GEM index was calculated separately, and the results were -38%, -58% and -76%, respectively, indicating that gold and stocks were generally negatively correlated.

The gold ETF (518880) is a domestically marketed gold variety in August 2013. The product closely tracks the price of the highest purity 99.99% gold. Since its establishment, its trend has not deviated from the spot gold price, and has risen more than 15% since the beginning of the year. According to WIND data, the scale of gold ETFs has continued to rise since the second half of 2015. Especially in 2016, the latest positions have exceeded 11 tons, which is 21 times higher than the lowest 504 kg in 2015. In addition, the volume of transactions has also been significantly enlarged.

The gold ETF has obvious advantages over other gold investment channels: one is the T+0 trading system, the financing and securities lending target and other trading advantages; the second is the physical support, through the management of the fund manager, the gold ETF makes the gold have value added. Revenue, the main source of income is gold leasing; third, its correlation with stocks is not significant, and it can also appropriately hedge some of the risks in the stock market.

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