Goldman Sachs Hype Analysis, Goldman Sachs Correlation, Portfolio Optimization, Goldman Sachs Volatility as well as analyze Goldman Sachs Alpha and Beta and Goldman Sachs Performance.With this equity back-testing module your can estimate the performance of a buy and hold strategy of Goldman Sachs Blue Chip Fund C and determine expected loss or profit from investing in Goldman Sachs over given investment horizon. Please also check
|Horizon||30 Days Login to change|
Goldman Sachs 'What if' Analysis
July 23, 20190.00
October 21, 20190.00
If you would invest 0.00 in Goldman Sachs on July 23, 2019 and sell it all today you would earn a total of 0.00 from holding Goldman Sachs Blue Chip Fund C or generate 0.0% return on investment in Goldman Sachs over 90 days. Goldman Sachs is related to or competes with Growth Fund, Fidelity Contra, Fidelity Contra, AMCAP Fund, T Rowe, Vanguard Primecap, and Harbor Capital. The fund invests, under normal circumstances, at least 80 percent of its net assets plus any borrowings for investment p...
Goldman Sachs Upside/Downside Indicators
|Value At Risk||(1.89)|
Goldman Sachs Market Premium Indicators
|Risk Adjusted Performance||0.0337|
|Total Risk Alpha||0.0527|
Goldman Sachs Blue Backtested Returns
We consider Goldman Sachs not too volatile. Goldman Sachs Blue holds Efficiency (Sharpe) Ratio of 0.0202 which attests that the entity had 0.0202% of return per unit of risk over the last 3 months. Our philosophy towards determining volatility of a fund is to use all available market data together with fund specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Goldman Sachs Blue which you can use to evaluate future volatility of the entity. Please check out Goldman Sachs Downside Deviation of 1.08, Market Risk Adjusted Performance of
(0.15) and Risk Adjusted Performance of 0.0337 to validate if risk estimate we provide are consistent with the epected return of 0.0194%. The fund retains Market Volatility (i.e. Beta) of -0.1404 which attests that as returns on market increase, returns on owning Goldman Sachs are expected to decrease at a much smaller rate. During bear market, Goldman Sachs is likely to outperform the market. Although it is extremely important to respect Goldman Sachs Blue current price history, it is better to be realistic regarding the information on equity current price movements. The philosophy towards determining future performance of any fund is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By evaluating Goldman Sachs Blue technical indicators you can presently evaluate if the expected return of 0.0194% will be sustainable into the future.
|15 days auto-correlation||0.09|
|Spearman Rank Test||0.14|
Goldman Sachs Blue lagged returns against current returns
Current and Lagged Values
Goldman Sachs regressed lagged prices vs. current prices
Current vs Lagged Prices
Goldman Sachs Lagged Returns
Please also check Goldman Sachs Hype Analysis, Goldman Sachs Correlation, Portfolio Optimization, Goldman Sachs Volatility as well as analyze Goldman Sachs Alpha and Beta and Goldman Sachs Performance. Please also try Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.