Goldman Sachs Centrated Fund Alpha and Beta Analysis

GCGAX Fund  USD 21.93  0.15  0.69%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Goldman Sachs Centrated. It also helps investors analyze the systematic and unsystematic risks associated with investing in Goldman Sachs over a specified time horizon. Remember, high Goldman Sachs' alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Goldman Sachs' market risk premium analysis include:
Beta
0.11
Alpha
0.14
Risk
0.94
Sharpe Ratio
0.21
Expected Return
0.19
Please note that although Goldman Sachs alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., NYSE Composite index.) So in this particular case, Goldman Sachs did 0.14  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Goldman Sachs Centrated fund's relative risk over its benchmark. Goldman Sachs Centrated has a beta of 0.11  . As returns on the market increase, Goldman Sachs' returns are expected to increase less than the market. However, during the bear market, the loss of holding Goldman Sachs is expected to be smaller as well. .
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
  
Check out Goldman Sachs Backtesting, Portfolio Optimization, Goldman Sachs Correlation, Goldman Sachs Hype Analysis, Goldman Sachs Volatility, Goldman Sachs History and analyze Goldman Sachs Performance.

Goldman Sachs Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Goldman Sachs market risk premium is the additional return an investor will receive from holding Goldman Sachs long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Goldman Sachs. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Goldman Sachs' performance over market.
α0.14   β0.11

Goldman Sachs expected buy-and-hold returns

Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Goldman Sachs' Buy-and-hold return. Our buy-and-hold chart shows how Goldman Sachs performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Goldman Sachs Market Price Analysis

Market price analysis indicators help investors to evaluate how Goldman Sachs mutual fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Goldman Sachs shares will generate the highest return on investment. By understating and applying Goldman Sachs mutual fund market price indicators, traders can identify Goldman Sachs position entry and exit signals to maximize returns.

Goldman Sachs Return and Market Media

The median price of Goldman Sachs for the period between Sat, Dec 30, 2023 and Fri, Mar 29, 2024 is 21.03 with a coefficient of variation of 4.06. The daily time series for the period is distributed with a sample standard deviation of 0.85, arithmetic mean of 20.9, and mean deviation of 0.75. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  

About Goldman Sachs Beta and Alpha

For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Goldman or other funds. Alpha measures the amount that position in Goldman Sachs Centrated has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Goldman Sachs in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Goldman Sachs' short interest history, or implied volatility extrapolated from Goldman Sachs options trading.

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Check out Goldman Sachs Backtesting, Portfolio Optimization, Goldman Sachs Correlation, Goldman Sachs Hype Analysis, Goldman Sachs Volatility, Goldman Sachs History and analyze Goldman Sachs Performance.
Note that the Goldman Sachs Centrated information on this page should be used as a complementary analysis to other Goldman Sachs' statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Top Crypto Exchanges module to search and analyze digital assets across top global cryptocurrency exchanges.

Complementary Tools for Goldman Mutual Fund analysis

When running Goldman Sachs' price analysis, check to measure Goldman Sachs' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Goldman Sachs is operating at the current time. Most of Goldman Sachs' value examination focuses on studying past and present price action to predict the probability of Goldman Sachs' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Goldman Sachs' price. Additionally, you may evaluate how the addition of Goldman Sachs to your portfolios can decrease your overall portfolio volatility.
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Goldman Sachs technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.
A focus of Goldman Sachs technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Goldman Sachs trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...