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

Investment Horizon

  

Risk Tolerance

  
Symbol
Execute Advice
Goldman Sachs Concentrated Growth R6 -- USA Fund  

USD 19.45  0.19  0.99%

Assuming 30 trading days horizon, and your above average risk tolerance our recommendation regarding Goldman Sachs Concentrated Growth R6 is 'Strong Hold'.
For the selected time horizon Goldman Sachs Concentrated Growth R6 has a risk adjusted performance of 0.0785, jensen alpha of 0.0561, total risk alpha of 0.0273, sortino ratio of 0.1147 and treynor ratio of 0.1158
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 Return0.11Value At Risk0.57
Potential Upside0.99Standard Deviation0.53
 Return Density 
      Distribution 

Goldman Sachs Greeks

α
Alpha over DOW
=0.056146
βBeta against DOW=0.84
σ
Overall volatility
=0.52
 IrInformation ratio =0.0909

Goldman Sachs Volatility Alert

Goldman Sachs Concentrated Growth R6 exhibits very low volatility with skewness of 1.55 and kurtosis of 4.04. 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 Asset154.8 M1.37 B
Cash Position Weight1.88 % 14.48 %
Equity Positions Weight98.12 % 40.68 %
SellBuy
Strong 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 Performance0.0785
Market Risk Adjusted Performance0.1258
Mean Deviation0.3455
Downside Deviation0.4224
Coefficient Of Variation494.46
Standard Deviation0.5331
Variance0.2841
Information Ratio0.0909
Jensen Alpha0.0561
Total Risk Alpha0.0273
Sortino Ratio0.1147
Treynor Ratio0.1158
Maximum Drawdown2.36
Value At Risk(0.57)
Potential Upside0.9865
Downside Variance0.1784
Semi Variance(0.017977)
Expected Short fall(0.41)
Skewness1.55
Kurtosis4.04