Goldman Sachs Buy or Sell Recommendation

Macroaxis provides Goldman Sachs Concentrated Growth A buy hold or sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding Goldman Sachs positions. The advice algorithm takes into account all of Goldman Sachs Concentrated Growth A available fundamental, technical, and predictive indicators you will find on this site. The advice is provided from Goldman Sachs buy-and-hold prospective. Please also check Goldman Sachs Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with current analyst consensus

Time Horizon

Risk Tolerance

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Goldman Sachs Concentrated Growth A -- USA Fund  

USD 17.15  0.33  1.89%

Assuming 30 trading days horizon, and your above average risk tolerance our recommendation regarding Goldman Sachs Concentrated Growth A is 'Hold'.
For the selected time horizon Goldman Sachs Concentrated Growth A has a risk adjusted performance of 0.032, jensen alpha of 0.047401, total risk alpha of 0.2315, sortino ratio of 0.2084 and treynor ratio of 0.074059
This buy, hold, or sell suggestion tool can be used to cross verify current analyst consensus on Goldman Sachs and to analyze the fund potential to grow in the current economic cycle. Use Goldman Sachs Total Asset and Net Asset to make sure your buy or sell decision on Goldman Sachs Concen is adequate.

Returns Distribution Density

Mean Return0.02653Value At Risk1.76
Potential Upside1.86Standard Deviation1.31
 Return Density 

Goldman Sachs Greeks

Alpha over DOW
Beta against DOW=0.22
Overall volatility
Information ratio =0.23

Goldman Sachs Volatility Alert

Goldman Sachs Concentrated Growth A has relatively low volatility with skewness of -1.12 and kurtosis of 3.1. However, we advise all investors to independently investigate Goldman Sachs Concentrated Growth A to ensure market all accessible information is consistent with the expectations about its upside potential and future risk-adjusted return.
 Better Than Average     
 Worse Than Average Compare Goldman Sachs to competition
FundamentalsGoldman SachsPeer Average
Price to Earning25.64 times7.60 times
Price to Book4.44 times1.04 times
Price to Sales2.98 times1.03 times
One Year Return(4.23) % 2.30 %
Three Year Return18.10 % 3.97 %
Five Year Return(0.02) % 1.27 %
Ten Year Return5.95 % 1.17 %
Net Asset162.13 M1.37 B
Minimum Initial Investment1 K8.09 M
Cash Position Weight1.31 % 14.48 %
Equity Positions Weight98.69 % 40.68 %


Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Currently Unavailable

Financial Leverage

Risk Adjusted Performance0.032
Market Risk Adjusted Performance0.064059
Mean Deviation0.9107
Semi Deviation1.38
Downside Deviation1.45
Coefficient Of Variation4945.16
Standard Deviation1.31
Information Ratio0.2309
Jensen Alpha0.047401
Total Risk Alpha0.2315
Sortino Ratio0.2084
Treynor Ratio0.074059
Maximum Drawdown5.22
Value At Risk1.76
Potential Upside1.86
Downside Variance2.11
Semi Variance1.89
Expected Short fall1.03