Goldman Sachs Core Fixed Income C retains Downside Deviation of 0.1798, Market Risk Adjusted Performance of
(0.07) and Risk Adjusted Performance of 0.0388. Goldman Sachs technical analysis makes it possible for you to employ historical prices and volume momentum with intention to determine a pattern that calculates the direction of the entity future prices. In other words you can use this information to find out if the entity will indeed mirror its model of historical price patterns or the prices will eventually revert. We found nineteen technical drivers for Goldman Sachs Core which can be compared to its competitors. Please check out Goldman Sachs Core Downside Deviation, Jensen Alpha as well as the relationship between Jensen Alpha and Downside Variance to decide if Goldman Sachs is priced fairly providing market reflects its last-minute price of 10.11 per share.
|Horizon||30 Days Login to change|
Goldman Sachs Core Technical Analysis
Goldman Sachs Core Trend AnalysisUse this graph to draw trend lines for Goldman Sachs Core Fixed Income C. You can use it to identify possible trend reversals for Goldman Sachs as well as other signals and approximate when it will take place. Remember, you need at least two touches of the trend line with actual Goldman Sachs price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
Goldman Sachs Best Fit Change LineThe following chart estimates an ordinary least squares regression model for Goldman Sachs Core Fixed Income C applied against its price change over selected period. The best fit line has a slop of 0.001907 % which means Goldman Sachs Core Fixed Income C will continue generating value for investors. It has 78 observation points and a regression sum of squares at 0.04, which is the sum of squared deviations for the predicted Goldman Sachs price change compared to its average price change.
Get historical volatility and risk analysis based on latest market data
|All Next||Launch Volatility Analysis|
|Risk Adjusted Performance||0.0388|
|Market Risk Adjusted Performance||(0.07)|
|Coefficient Of Variation||1232.71|
|Total Risk Alpha||0.0245|
|Value At Risk||(0.20)|
|Expected Short fall||(0.18)|
Goldman Sachs Core One Year Return
Based on recorded statements Goldman Sachs Core Fixed Income C has One Year Return of 6.13%. This is 485.53% lower than that of the Goldman Sachs family, and 16.59% higher than that of Intermediate-Term Bond category, The One Year Return for all funds is 166.52% lower than the firm.
Please also check Risk vs Return Analysis. Please also try World Markets Correlation module to find global opportunities by holding instruments from different markets.