Goldman Mutual Fund Probability of Future Mutual Fund Price Finishing Over 5.54

GIMDX -  USA Fund  

USD 5.54  0.03  0.54%

Goldman Sachs' future price is the expected price of Goldman Sachs instrument. It is based on its current growth rate as well as the projected cash flow expected by the investors. This tool provides a mechanism to make assumptions about the upside potential and downside risk of Goldman Sachs Local performance during a given time horizon utilizing its historical volatility.

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Please check Goldman Sachs Backtesting, Portfolio Optimization, Goldman Sachs Correlation, Goldman Sachs Hype Analysis, Goldman Sachs Volatility, Goldman Sachs History as well as Goldman Sachs Performance. Please specify Goldman Sachs time horizon, a valid symbol (red box) and a target price (blue box) you would like Goldman Sachs odds to be computed.
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Goldman Sachs Target Price Odds to finish over 5.54

The tendency of Goldman Mutual Fund price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for foresting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
Current PriceHorizonTarget PriceOdds to move above the current price in 90 days
 5.54 90 days 5.54  more than 93.0
Based on a normal probability distribution, the odds of Goldman Sachs to move above the current price in 90 days from now is more than 93.0 (This Goldman Sachs Local probability density function shows the probability of Goldman Mutual Fund to fall within a particular range of prices over 90 days) .
Assuming the 90 days horizon Goldman Sachs has a beta of 0.0367. This usually indicates as returns on the market go up, Goldman Sachs average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Goldman Sachs Local will be expected to be much smaller as well. Additionally The company has a negative alpha, implying that the risk taken by holding this instrument is not justified. Goldman Sachs Local is significantly underperforming DOW.
 Goldman Sachs Price Density 
      Price 

Predictive Modules for Goldman Sachs

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Goldman Sachs Local. Regardless of method or technology, however, to accurately forecast the stock or bond market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the stock market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Goldman Sachs' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy. Please use the tools below to analyze the current value of Goldman Sachs in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
5.175.545.91
Details
Intrinsic
Valuation
LowReal ValueHigh
5.195.565.93
Details
Naive
Forecast
LowNext ValueHigh
5.095.455.82
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
5.505.595.68
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Goldman Sachs. Your research has to be compared to or analyzed against Goldman Sachs' peers to derive any actionable benefits. When done correctly, Goldman Sachs' competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Goldman Sachs Local.

Goldman Sachs Risk Indicators

For the most part, the last 10-20 years have been a very volatile time for the stock market. Goldman Sachs is not an exception. The market had few large corrections towards the Goldman Sachs' value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold Goldman Sachs Local, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Goldman Sachs within the framework of very fundamental risk indicators.
α
Alpha over DOW
-0.04
β
Beta against DOW0.0367
σ
Overall volatility
0.046464
Ir
Information ratio -0.2

Goldman Sachs Alerts and Suggestions

In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of Goldman Sachs for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Goldman Sachs Local can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.
Goldman Sachs Local generates negative expected return over the last 90 days
Goldman Sachs Local is unlikely to experience financial distress in the next 2 years
The fund generated three year return of -1.0%
Goldman Sachs Local retains about 18.97% of its assets under management (AUM) in cash

Goldman Sachs Technical Analysis

Goldman Sachs' future price can be derived by breaking down and analyzing its technical indicators over time. Goldman Mutual Fund technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Goldman Sachs Local. In general, you should focus on analyzing Goldman Mutual Fund price patterns and their correlations with different microeconomic environments and drivers.

Goldman Sachs Predictive Forecast Models

Goldman Sachs time-series forecasting models is one of many Goldman Sachs' mutual fund analysis techniquest aimed to predict future share value based on previously observed values. Time-series forecasting models ae widely used for non-stationary data. Non-stationary data are called the data whose statistical properties e.g. the mean and standard deviation are not constant over time but instead, these metrics vary over time. These non-stationary Goldman Sachs' historical data is usually called time-series. Some empirical experimentation suggests that the statistical forecasting models outperform the models based exclusively on fundamental analysis to predict the direction of the stock market movement and maximize returns from investment trading.

Things to note about Goldman Sachs Local

Checking the ongoing alerts about Goldman Sachs for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Goldman Sachs Local help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.

Goldman Sachs Alerts

Goldman Sachs Alerts and Suggestions

Goldman Sachs Local generates negative expected return over the last 90 days
Goldman Sachs Local is unlikely to experience financial distress in the next 2 years
The fund generated three year return of -1.0%
Goldman Sachs Local retains about 18.97% of its assets under management (AUM) in cash
Please check Goldman Sachs Backtesting, Portfolio Optimization, Goldman Sachs Correlation, Goldman Sachs Hype Analysis, Goldman Sachs Volatility, Goldman Sachs History as well as Goldman Sachs Performance. Note that the Goldman Sachs Local information on this page should be used as a complementary analysis to other Goldman Sachs' statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Premium Stories module to follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope.

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When running Goldman Sachs Local price analysis, check to measure Goldman Sachs' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Goldman Sachs is operating at the current time. Most of Goldman Sachs' value examination focuses on studying past and present price action to predict the probability of Goldman Sachs' future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Goldman Sachs' price. Additionally, you may evaluate how the addition of Goldman Sachs to your portfolios can decrease your overall portfolio volatility.
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Please note, there is a significant difference between Goldman Sachs' value and its price as these two are different measures arrived at by different means. Investors typically determine Goldman Sachs value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Goldman Sachs' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.