Goldman Sachs Buy or Sell Recommendation

Macroaxis provides Goldman Sachs Concentrated Growth R6 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 Concentrated Growth R6 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

Execute Advice
Goldman Sachs Concentrated Growth R6 -- USA Fund  

USD 18.46  0.11  0.6%

Assuming 30 trading days horizon, and your above average risk tolerance our recommendation regarding Goldman Sachs Concentrated Growth R6 is 'Hold'.
For the selected time horizon Goldman Sachs Concentrated Growth R6 has a risk adjusted performance of 0.149, jensen alpha of (0.022462), total risk alpha of (0.12), sortino ratio of (0.069625) and treynor ratio of 0.2027
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 check out Goldman Sachs Total Asset to decide if your Goldman Sachs buy or sell deciscion is justified.

Returns Distribution Density

Mean Return0.21Value At Risk0.56
Potential Upside1Standard Deviation0.55
 Return Density 

Goldman Sachs Greeks

Alpha over DOW
Beta against DOW=0.98
Overall volatility
Information ratio =0.05

Goldman Sachs Volatility Alert

Goldman Sachs Concentrated Growth R6 exhibits very low volatility with skewness of 1.36 and kurtosis of 3.39. However, we advise investors to further study Goldman Sachs Concentrated Growth R6 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
Net Asset152.82 M1.37 B
Minimum Initial Investment5 M8.09 M
Cash Position Weight1.88 % 14.48 %
Equity Positions Weight98.12 % 40.68 %


Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Currently Unavailable

Piotroski F Score

Currently Unavailable

Financial Leverage

Risk Adjusted Performance0.149
Market Risk Adjusted Performance0.2127
Mean Deviation0.3914
Downside Deviation0.3946
Coefficient Of Variation265.98
Standard Deviation0.5538
Information Ratio(0.049609)
Jensen Alpha(0.022462)
Total Risk Alpha(0.12)
Sortino Ratio(0.069625)
Treynor Ratio0.2027
Maximum Drawdown2.26
Value At Risk(0.56)
Potential Upside0.9983
Downside Variance0.1557
Semi Variance(0.13)
Expected Short fall(0.53)