Goldman Sachs Alpha and Beta Analysis Overview |
| GDCCX -- USA Fund | USD 6.34 0.00 0.00% |
This module allows you to check different measures of market premium for Goldman Sachs Dynamic Cmdty Strat C as well as systematic risk associated with investing in Goldman Sachs over a specified time horizon. Please also check Goldman Sachs Backtesting, Portfolio Optimization, Goldman Sachs Correlation, Goldman Sachs Hype Analysis, Goldman Sachs Volatility, Goldman Sachs History and analyze Goldman Sachs Performance.
| Horizon | 30 Days Login to change |
| Symbol | Run Premiums |
Goldman Sachs Market Premiums
| α | 0.00 | β | 0.00 |
30 days against DJI
Risk Adjusted Performance 0.0 | Jensen Alpha 0.0 | Total Risk Alpha 0.0 | Sortino Ratio 0.0 | Treynor Ratio 0.0 |
Goldman Sachs expected buy-and-hold returns
Goldman Sachs Market Price Analysis
Goldman Sachs Return and Market Media
The median price of Goldman Sachs for the period between Sat, Aug 25, 2018 and Mon, Sep 24, 2018 is 6.34 with a coefficient of variation of 40.67. The daily time series for the period is distributed with a sample standard deviation of 2.23, arithmetic mean of 5.48, and mean deviation of 1.49. The Fund did not receive any noticable media coverage during the period.Build Diversified Portfolios
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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Please also check Goldman Sachs Backtesting, Portfolio Optimization, Goldman Sachs Correlation, Goldman Sachs Hype Analysis, Goldman Sachs Volatility, Goldman Sachs History and analyze Goldman Sachs Performance. Please also try Portfolio Anywhere module to track or share privately all of your investments from the convenience of any device.
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