Goldman Sachs Buy or Sell Recommendation

Macroaxis provides Goldman Sachs Concentrated Growth R6 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 R6 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

Symbol
Execute Advice
Goldman Sachs Concentrated Growth R6 -- USA Fund  

USD 17.82  0.54  2.94%

Assuming 30 trading days horizon, and your above average risk tolerance our recommendation regarding Goldman Sachs Concentrated Growth R6 is 'Sell'.
For the selected time horizon Goldman Sachs Concentrated Growth R6 has a mean deviation of 1.15, semi deviation of 1.9, standard deviation of 1.68, variance of 2.82, downside variance of 4.03 and semi variance of 3.61
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. Please check out Goldman Sachs Total Asset to decide if your Goldman Sachs buy or sell deciscion is justified.

Returns Distribution Density

Mean Return0.011094Value At Risk3.91
Potential Upside1.98Standard Deviation1.68
 Return Density 
      Distribution 

Goldman Sachs Greeks

α
Alpha over DOW
=0.04
β
Beta against DOW=0.31
σ
Overall volatility
=1.75
Ir
Information ratio =0.0826

Goldman Sachs Volatility Alert

Goldman Sachs Concentrated Growth R6 currently demonstrates below average downside deviation of 2.01. It has Information Ratio of 0.08 and Jensen Alpha of -0.04. However, we do advice investors to further question Goldman Sachs Concentrated Growth R6 expected returns to make sure all indicators are consistent with the current outlook about its relatively low value at risk.
    
 Better Than Average     
    
 Worse Than Average Compare Goldman Sachs to competition
FundamentalsGoldman SachsPeer Average
Net Asset162.13 M1.37 B
Minimum Initial Investment5 M8.09 M
Cash Position Weight1.31 % 14.48 %
Equity Positions Weight98.69 % 40.68 %
SellBuy
Sell

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Currently Unavailable

Financial Leverage

Inapplicable
Risk Adjusted Performance0.0111
Market Risk Adjusted Performance0.0064
Mean Deviation1.15
Semi Deviation1.9
Downside Deviation2.01
Coefficient Of Variation15124.61
Standard Deviation1.68
Variance2.82
Information Ratio0.0826
Jensen Alpha0.041071
Total Risk Alpha0.1362
Sortino Ratio0.069
Treynor Ratio0.003567
Maximum Drawdown5.89
Value At Risk3.91
Potential Upside1.98
Downside Variance4.03
Semi Variance3.61
Expected Short fall1.17
Skewness0.93
Kurtosis1.54