Goldman Sachs Buy or Sell Recommendation

Macroaxis provides Goldman Sachs Core Fixed Income 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 Core Fixed Income 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

Time Horizon

Risk Tolerance

Symbol
Execute Advice
Goldman Sachs Core Fixed Income A -- USA Fund  

USD 10.20  0.00  0.00%

Assuming 30 trading days horizon, and your above average risk tolerance our recommendation regarding Goldman Sachs Core Fixed Income A is 'Hold'.
For the selected time horizon Goldman Sachs Core Fixed Income A has a risk adjusted performance of 0.95, jensen alpha of 0.11, total risk alpha of 0.091548, sortino ratio of 0.0 and treynor ratio of 2.6
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 Core Fixed Income A Five Year Return and Cash Position Weight to make buy, hold, or sell decision on Goldman Sachs.

Returns Distribution Density

Mean Return0.1Value At Risk0.39
Potential Upside0.19Standard Deviation0.19
 Return Density 
      Distribution 

Goldman Sachs Greeks

α
Alpha over DOW
=0.11
β
Beta against DOW=0.04
σ
Overall volatility
=0.21
Ir
Information ratio =0.16

Goldman Sachs Volatility Alert

Goldman Sachs Core Fixed Income A exhibits very low volatility with skewness of 0.33 and kurtosis of -0.4. However, we advise investors to further study Goldman Sachs Core Fixed Income 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
One Year Return3.81 % 2.30 %
Three Year Return9.18 % 3.97 %
Five Year Return4.18 % 1.27 %
Ten Year Return4.47 % 1.17 %
Net Asset1.03 B1.37 B
Minimum Initial Investment1 K8.09 M
Last Dividend Paid0.021.05
Cash Position Weight4.42 % 14.48 %
Bond Positions Weight93.17 % 14.72 %
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 Performance0.95
Market Risk Adjusted Performance2.61
Mean Deviation0.1497
Coefficient Of Variation195.41
Standard Deviation0.1891
Variance0.0358
Information Ratio0.1621
Jensen Alpha0.11
Total Risk Alpha0.091548
Treynor Ratio2.6
Maximum Drawdown0.6775
Value At Risk0.39
Potential Upside0.1946
Skewness0.327
Kurtosis0.40