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

Investment Horizon


Risk Tolerance

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Goldman Sachs Concentrated Growth A -- USA Fund  

USD 18.3  0.01  0.0547%

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 0.058, jensen alpha of 0.0763, total risk alpha of 0.0265, sortino ratio of 0.0895 and treynor ratio of (0.2)
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 Return0.076572Value At Risk0.6
Potential Upside0.99Standard Deviation0.54
 Return Density 

Goldman Sachs Greeks

Alpha over DOW
βBeta against DOW=0.34
Overall volatility
 IrInformation ratio =0.0702

Goldman Sachs Volatility Alert

Goldman Sachs Concentrated Growth A exhibits very low volatility with skewness of 1.62 and kurtosis of 4.25. However, we advise investors to further study Goldman Sachs Concentrated Growth A technical indicators to make sure all market info is available and is reliable.
 Better Than Average     
 Worse Than Average Compare Goldman Sachs to competition
FundamentalsGoldman SachsPeer Average
Price to Earning25.64 times7.6 times
Price to Book4.44 times1.04 times
Price to Sales2.98 times1.03 times
One Year Return(4.23) % 2.3 %
Three Year Return18.1 % 3.97 %
Five Year Return(0.02) % 1.27 %
Ten Year Return5.95 % 1.17 %
Net Asset154.8 M1.37 B
Minimum Initial Investment1 K8.09 M
Cash Position Weight1.88 % 14.48 %
Equity Positions Weight98.12 % 40.68 %


Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Currently Unavailable

Financial Leverage

Risk Adjusted Performance0.058
Market Risk Adjusted Performance(0.19)
Mean Deviation0.3424
Semi Deviation0.1659
Downside Deviation0.4214
Coefficient Of Variation701.55
Standard Deviation0.5372
Information Ratio0.0702
Jensen Alpha0.0763
Total Risk Alpha0.0265
Sortino Ratio0.0895
Treynor Ratio(0.2)
Maximum Drawdown2.39
Value At Risk(0.6)
Potential Upside0.9901
Downside Variance0.1776
Semi Variance0.0275
Expected Short fall(0.41)