Goldman Sachs Manager Performance Evaluation

GDEUX -- USA Fund  

USD 14.37  0.13  0.91%

The fund retains Market Volatility (i.e. Beta) of 0.9016 which attests that Goldman Sachs returns are very sensitive to returns on the market. as market goes up or down, Goldman Sachs is expected to follow. 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 0.0713% will be sustainable into the future.
66

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Goldman Sachs Blue Chip Fund C are ranked lower than 6 (%) of all funds and portfolios of funds over the last 30 days. Inspite fairly strong basic indicators, Goldman Sachs is not utilizing all of its potentials. The current stock price disturbance, may contribute to short term losses for the investors.
Fifty Two Week Low10.69
Fifty Two Week High14.37
Annual Report Expense Ratio0.66%
Horizon     30 Days    Login   to change

Goldman Sachs Blue Relative Risk vs. Return Landscape

If you would invest  1,374  in Goldman Sachs Blue Chip Fund C on October 18, 2019 and sell it today you would earn a total of  63.00  from holding Goldman Sachs Blue Chip Fund C or generate 4.59% return on investment over 30 days. Goldman Sachs Blue Chip Fund C is currently producing 0.0713% returns and takes up 0.691% volatility of returns over 30 trading days. Put another way, 6% of traded equities are less volatile than the company and 99% of traded equity instruments are likely to generate higher returns over the next 30 trading days.
 Daily Expected Return (%) 
      Risk (%) 
Assuming 30 trading days horizon, Goldman Sachs is expected to generate 1.5 times less return on investment than the market. But when comparing it to its historical volatility, the company is 1.04 times less risky than the market. It trades about 0.1 of its potential returns per unit of risk. The DOW is currently generating roughly 0.15 of returns per unit of risk over similar time horizon.

Goldman Sachs Current Valuation

Fairly Valued
November 17, 2019
14.37
Market Value
14.25
Real Value
16.32
Upside
Goldman Sachs is not too volatile asset. Goldman Sachs Blue retains regular Real Value of $14.25 per share. The prevalent price of the fund is $14.37. At this time the entity appears to be fairly valued. We determine the value of Goldman Sachs Blue from evaluating fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we encourage to acquire undervalued assets and to sell overvalued assets since at some point stocks prices and their ongoing real values will come together.

Goldman Sachs Market Risk Analysis

Sharpe Ratio = 0.1032
Best
Portfolio
Best
Equity
Good Returns
Average Returns
Small Returns
CashGDEUXAverage
Risk
High
Risk
Huge
Risk
Negative Returns

Goldman Sachs Relative Performance Indicators

Estimated Market Risk
 0.69
  actual daily
 
 6 %
of total potential
 
66
Expected Return
 0.07
  actual daily
 
 1 %
of total potential
 
11
Risk-Adjusted Return
 0.1
  actual daily
 
 6 %
of total potential
 
66
Based on monthly moving average Goldman Sachs is performing at about 6% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Goldman Sachs by adding it to a well-diversified portfolio.

Goldman Sachs Alerts

Equity Alerts and Improvement Suggestions

Latest headline from www.nasdaq.com: Swiss franc climbs to 1-month high vs euro as hedge funds cut bets - Nasdaq
The fund retains 95.53% of its assets under management (AUM) in equities
Please also check Risk vs Return Analysis. Please also try Global Markets Map module to get a quick overview of global market snapshot using zoomable world map. drill down to check world indexes.
Search macroaxis.com