Goldman Sachs Buy or Sell Recommendation

Macroaxis provides Goldman Sachs Dynamic US Equity C 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 Dynamic US Equity C 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 Dynamic US Equity C -- USA Fund  

USD 12.68  0.00  0.00%

Assuming 30 trading days horizon, and your above average risk tolerance our recommendation regarding Goldman Sachs Dynamic US Equity C is 'Hold'.
For the selected time horizon Goldman Sachs Dynamic US Equity C has a risk adjusted performance of 0.1513, jensen alpha of (0.045714), total risk alpha of (0.07424), sortino ratio of (0.15) and treynor ratio of 0.1614
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 utilize Goldman Sachs Dynamic US Equity C Total Asset and Cash Position Weight to make buy, hold, or sell decision on Goldman Sachs.

Returns Distribution Density

Mean Return0.17Value At Risk0.47
Potential Upside0.82Standard Deviation0.43
 Return Density 
      Distribution 

Goldman Sachs Greeks

α
Alpha over DOW
=0.05
β
Beta against DOW=0.96
σ
Overall volatility
=0.41
Ir
Information ratio =0.12

Goldman Sachs Volatility Alert

Goldman Sachs Dynamic US Equity C exhibits very low volatility with skewness of 0.05 and kurtosis of -1.07. However, we advise investors to further study Goldman Sachs Dynamic US Equity C 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 Earning17.94 times7.6 times
Price to Book1.97 times1.04 times
Price to Sales1.41 times1.03 times
One Year Return(3.92) % 2.3 %
Three Year Return7.42 % 3.97 %
Five Year Return13.37 % 1.27 %
Net Asset5.84 M1.37 B
Minimum Initial Investment1 K8.09 M
Cash Position Weight6.95 % 14.48 %
Equity Positions Weight93.05 % 40.68 %
SellBuy
Hold

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Currently Unavailable

Financial Leverage

Inapplicable
Risk Adjusted Performance0.1513
Market Risk Adjusted Performance0.1714
Mean Deviation0.3635
Downside Deviation0.3524
Coefficient Of Variation260.69
Standard Deviation0.4308
Variance0.1856
Information Ratio(0.12)
Jensen Alpha(0.045714)
Total Risk Alpha(0.07424)
Sortino Ratio(0.15)
Treynor Ratio0.1614
Maximum Drawdown1.39
Value At Risk(0.47)
Potential Upside0.8183
Downside Variance0.1242
Semi Variance(0.098255)
Expected Short fall(0.49)
Skewness0.0487
Kurtosis(1.07)