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

α0.00β0.00
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.
 Price Growth (%)  
      Timeline 

Current Sentiment - GDCCX

Goldman Sachs Dynamic Investor Sentiment

Macroaxis portfolio users are indifferent in their judgment towards investing in Goldman Sachs Dynamic Cmdty Strat C. What is your judgment towards investing in Goldman Sachs Dynamic Cmdty Strat C? Are you bullish or bearish?
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