Goldman Sachs Buy or Sell Recommendation

Macroaxis provides Goldman Sachs Large Cap Gr Insghts Instl 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 Large Cap Gr Insghts Instl 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 Large Cap Gr Insghts Instl -- USA Fund  

USD 32.7  0.19  0.58%

Assuming 30 trading days horizon, and your above average risk tolerance our recommendation regarding Goldman Sachs Large Cap Gr Insghts Instl is 'Hold'.
For the selected time horizon Goldman Sachs Large Cap Gr Insghts Instl has a risk adjusted performance of 0.191, jensen alpha of (0.007992), total risk alpha of (0.046622), sortino ratio of (0.008925) and treynor ratio of 0.2121
Macroaxis buy, hold, or sell recommendation module can be used to complement Goldman Sachs Large Cap Gr Insghts Instl buy or sell recommendations provided by average analyst sentiment. It analyzes the entity potential to grow using fundamental, technical, data market data available at the time. Use Goldman Sachs Total Asset and Net Asset to make sure your buy or sell decision on Goldman Sachs Large is adequate.

Returns Distribution Density

Mean Return0.23Value At Risk0.4
Potential Upside1.1Standard Deviation0.53
 Return Density 
      Distribution 

Goldman Sachs Greeks

α
Alpha over DOW
=0.007992
β
Beta against DOW=1.02
σ
Overall volatility
=0.53
Ir
Information ratio =0.0059

Goldman Sachs Volatility Alert

Goldman Sachs Large Cap Gr Insghts Instl exhibits very low volatility with skewness of 0.31 and kurtosis of -0.93. However, we advise investors to further study Goldman Sachs Large Cap Gr Insghts Instl 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 Earning18.88 times7.6 times
Price to Book3.35 times1.04 times
Price to Sales1.57 times1.03 times
One Year Return7.18 % 2.3 %
Three Year Return19.79 % 3.97 %
Five Year Return(0.57) % 1.27 %
Ten Year Return2.11 % 1.17 %
Net Asset1.97 B1.37 B
Minimum Initial Investment1000 K8.09 M
Last Dividend Paid0.191.05
Cash Position Weight1.6 % 14.48 %
Equity Positions Weight98.4 % 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 Performance0.191
Market Risk Adjusted Performance0.2221
Mean Deviation0.4347
Downside Deviation0.3484
Coefficient Of Variation233.55
Standard Deviation0.5297
Variance0.2806
Information Ratio(0.00587)
Jensen Alpha(0.007992)
Total Risk Alpha(0.046622)
Sortino Ratio(0.008925)
Treynor Ratio0.2121
Maximum Drawdown1.5
Value At Risk(0.4)
Potential Upside1.1
Downside Variance0.1214
Semi Variance(0.15)
Expected Short fall(0.62)
Skewness0.312
Kurtosis(0.93)