Goldman Sachs Alpha and Beta Analysis

GDEUX -- USA Fund  

USD 13.88  0.04  0.29%

This module allows you to check different measures of market premium for Goldman Sachs Blue Chip Fund 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
Run Premiums

Goldman Sachs Market Premiums

α0.004004   β0.14
30 days against DJI

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 Thu, Jul 25, 2019 and Wed, Oct 23, 2019 is 13.8 with a coefficient of variation of 1.3. The daily time series for the period is distributed with a sample standard deviation of 0.18, arithmetic mean of 13.76, and mean deviation of 0.15. The Fund received substential amount of media coverage during this period.
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