Goldman Sachs Competition

GCSAX Fund

USD 25.89 1.19 4.39%

Goldman Sachs Small competes with Fulcrum Diversified, Fidelity Advisor, Allianzgi Diversified, Lord Abbett, and Aqr Diversified; as well as few others. The fund is listed under Small Blend category and is part of Goldman Sachs family. Analyzing Goldman Sachs competition allows you to expand the diversification possibilities of your existing portfolios and to get a better perspective on locking in new positions. Investors sometimes prefer comparable analysis of Goldman Sachs to its intrinsic valuation because they are able to contrast its competitors on a relative basis. Check out Goldman Sachs Correlation with its peers.

You can use the Comparative Equity Analysis module to analyze the advantages of investing in your portfolio's related equities across multiple sectors and thematic ideas. Please use the input box below to enter symbols for particular investments you would like to analyze. With the equity comparison module, you can estimate the relative effect of Goldman Sachs competition on your existing holdings.

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Hype

Prediction

Low	Estimated	High
23.81	25.89	27.97

Details

Intrinsic

Valuation

Low	Real	High
24.56	26.64	28.72

Details

Please note, it is not enough to conduct a financial or market analysis of a single entity such as Goldman Sachs. Your research has to be compared to or analyzed against Goldman Sachs' peers to derive any actionable benefits. When done correctly, Goldman Sachs' competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Goldman Sachs Small.

Goldman Sachs Competition Correlation Matrix

Typically, diversification allows investors to combine positions across different asset classes to reduce overall portfolio risk. Correlation between Goldman Sachs and its competitors represents the degree of relationship between the price movements of corresponding funds. A correlation of about +1.0 implies that the price of Goldman and its corresponding peer move in tandem. A correlation of -1.0 means that prices move in opposite directions. A correlation of close to zero suggests that the price movements of assets are uncorrelated; in other words, the historical price movement of Goldman Sachs Small does not affect the price movement of the other competitor.

	FARIX	FZABX	ACV	LIGFX	QDARX	PQCNX	JPDVX
FARIX		0.01	0.66	0.76	-0.34	-0.16	0.68	FARIX
FZABX	0.01		-0.43	0.09	0.72	0.71	0.46	FZABX
ACV	0.66	-0.43		0.79	-0.7	-0.3	0.55	ACV
LIGFX	0.76	0.09	0.79		-0.33	0.02	0.89	LIGFX
QDARX	-0.34	0.72	-0.7	-0.33		0.5	0.01	QDARX
PQCNX	-0.16	0.71	-0.3	0.02	0.5		0.29	PQCNX
JPDVX	0.68	0.46	0.55	0.89	0.01	0.29		JPDVX
	FARIX	FZABX	ACV	LIGFX	QDARX	PQCNX	JPDVX

Click cells to compare fundamentals

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High positive correlations

JPDVX	+ 0.89	LIGFX
LIGFX	+ 0.79	ACV
LIGFX	+ 0.76	FARIX
QDARX	+ 0.72	FZABX
PQCNX	+ 0.71	FZABX
JPDVX	+ 0.68	FARIX

High negative correlations

QDARX	- 0.7	ACV
ACV	- 0.43	FZABX
QDARX	- 0.34	FARIX
QDARX	- 0.33	LIGFX
PQCNX	- 0.3	ACV
PQCNX	- 0.16	FARIX

Risk-Adjusted Indicators

There is a big difference between Goldman Mutual Fund performing well and Goldman Sachs Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Goldman Sachs' multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
FARIX	0.30	(0.01)	(0.06)	(0.01)	0.34	(0.40)	0.74	(0.62)	2.12
FZABX	0.76	(0.18)	0.00	(0.27)	0.00	0.00	1.18	(1.71)	8.75
ACV	0.71	0.05	0.05	0.09	0.87	(0.78)	1.47	(1.30)	4.72
LIGFX	0.26	(0.03)	0.00	(0.06)	0.00	0.00	0.55	(0.49)	2.09
QDARX	0.13	(0.05)	0.00	(0.75)	0.00	0.00	0.16	(0.33)	1.72
PQCNX	0.24	(0.07)	0.00	(0.97)	0.00	0.00	0.35	(0.70)	1.40
JPDVX	0.42	(0.06)	0.00	(0.08)	0.00	0.00	0.86	(0.80)	3.80

Unable to evaluate fundamental data of [FARIX, FZABX, ACV, LIGFX, QDARX, PQCNX, JPDVX] at this time. Please try again later

All Fundamental Data

Goldman Sachs Competitive Analysis

The better you understand Goldman Sachs competitors, the better chance you have of utilizing it as a position in your portfolios. From an individual investor's perspective, Goldman Sachs' competitive analysis can cover a whole range of metrics. Some of these will be more critical depending on who you are as an investor and how you react to market volatility. However, if you are locking your investment sandscape to a long-term horizon, comparing the fundamental indicator across Goldman Sachs' competition over several years is one of the best ways to analyze its investment potential.

Better Than Average

Worse Than Peers

View Performance Chart

	GCSAX	FARIX	FZABX	ACV	LIGFX	QDARX	PQCNX	JPDVX
	4.39 25.89 Goldman	0.21 9.36 Fulcrum	0.16 25.36 Fidelity	1.04 21.88 Allianzgi	0.31 16.06 Lord	1.39 12.05 Aqr	0.70 8.51 Prudential	0.38 15.63 Jpmorgan
Market Volatility (90 Days Market Risk)	Very steady	Very steady	Very steady	Very steady	Very steady	Very steady	Very steady	Very steady
Market Performance (90 Days Performance)	Very Weak	Very Weak	Very Weak	OK	Very Weak	Very Weak	Very Weak	Very Weak
Odds of Financial Distress (Probability Of Bankruptcy)	Low	Low	Low	Low	Low	Low	Low	Low
Current Valuation (Equity Enterprise Value)	Under Valued	Fairly Valued	Under Valued	Fairly Valued	Fairly Valued	Fairly Valued	Fairly Valued	Fairly Valued
Buy or Sell Advice (Average Analysts Consensus)	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available
Trade Advice (90 Days Macroaxis Advice)	Hold	Cautious Hold	Strong Hold	Buy	Hold	Cautious Hold	Cautious Hold	Strong Hold
Net Asset	379.77 M	262.79 M	2.09 B	N/A	1.56 B	467.83 M	38.96 M	1.07 B
Price To Book	1.81 X	N/A	2.30 X	N/A	1.53 X	2.05 X	N/A	1.93 X
Five Year Return	9.50 %	5.16 %	6.45 %	12.87 %	5.43 %	6.91 %	(0.57) %	8.16 %
One Year Return	28.62 %	9.73 %	12.96 %	24.75 %	13.61 %	3.61 %	3.41 %	15.34 %
Last Dividend Paid	N/A	0.41	0.04	2.16	0.02	0.18	0.02	0.08
Price To Earning	18.78 X	N/A	17.28 X	N/A	15.43 X	20.89 X	N/A	16.68 X
Beta	N/A	N/A	N/A	1.54	N/A	N/A	N/A	N/A
Price To Sales	0.97 X	N/A	1.60 X	N/A	1.27 X	1.20 X	N/A	1.43 X
Cash Position Weight	(0.27) %	6.00 %	2.52 %	N/A	1.24 %	24.27 %	0.15 %	10.05 %
Equity Positions Weight	100.27 %	35.84 %	97.02 %	N/A	50.24 %	15.63 %	N/A	56.21 %
Three Year Return	7.03 %	3.95 %	0.28 %	2.13 %	2.04 %	1.39 %	(2.52) %	3.83 %
Annual Yield	0 %	0.01 %	0.01 %	0.01 %	0.03 %	0.03 %	0 %	0.02 %
Year To Date Return	24.55 %	8.64 %	10.32 %	21.60 %	11.89 %	2.69 %	2.17 %	13.31 %
Bond Positions Weight	N/A	(27.29) %	N/A	N/A	46.58 %	0.19 %	94.37 %	2.13 %
Ten Year Return	8.63 %	N/A	7.74 %	N/A	5.79 %	2.23 %	N/A	8.02 %
Day Typical Price	25.89	9.36	25.36	21.99	16.06	12.05	8.51	15.63
Accumulation Distribution	N/A	N/A	N/A	694.04	N/A	N/A	N/A	N/A
Daily Balance Of Power	(9,223,372,036,855)	(9,223,372,036,855)	(9,223,372,036,855)	(0.70)	(9,223,372,036,855)	(9,223,372,036,855)	(9,223,372,036,855)	(9,223,372,036,855)
Period Momentum Indicator	(1.19)	(0.02)	(0.04)	(0.23)	(0.05)	(0.17)	(0.06)	(0.06)
Rate Of Daily Change	0.96	1.0	1.0	0.99	1.0	0.99	0.99	1.0
Day Median Price	25.89	9.36	25.36	22.05	16.06	12.05	8.51	15.63
Price Action Indicator	(0.59)	(0.01)	(0.02)	(0.28)	(0.03)	(0.09)	(0.03)	(0.03)
Coefficient Of Variation	(1,428)	4454.37	(743.26)	1136.74	(3,251)	(639.49)	(553.72)	(1,639)
Mean Deviation	1.09	0.2956	0.7571	0.7145	0.2629	0.1303	0.2418	0.4223
Jensen Alpha	(0.16)	(0.01)	(0.18)	0.0536	(0.03)	(0.05)	(0.07)	(0.06)
Total Risk Alpha	(0.21)	(0.01)	(0.20)	0.0443	(0.03)	(0.05)	(0.08)	(0.06)
Sortino Ratio	N/A	(0.06)	N/A	0.0494	N/A	N/A	N/A	N/A
Downside Variance	N/A	0.1731	N/A	0.9564	N/A	N/A	N/A	N/A
Standard Deviation	2.05	0.3959	1.14	0.9288	0.3473	0.221	0.3257	0.5841
Kurtosis	17.89	0.7972	11.66	0.056	2.79	21.48	1.06	3.61
Potential Upside	2.25	0.7415	1.18	1.47	0.5518	0.1641	0.3505	0.8647
Treynor Ratio	(0.38)	(0.01)	(0.27)	0.093	(0.06)	(0.75)	(0.97)	(0.08)
Maximum Drawdown	18.21	2.12	8.75	4.72	2.09	1.72	1.4	3.8
Variance	4.22	0.1567	1.3	0.8626	0.1206	0.0488	0.1061	0.3412
Market Risk Adjusted Performance	(0.37)	0.0036	(0.26)	0.103	(0.05)	(0.74)	(0.96)	(0.07)
Risk Adjusted Performance	(0.05)	0.0078	(0.10)	0.0713	(0.04)	(0.15)	(0.16)	(0.05)
Skewness	(2.59)	(0.22)	(2.17)	(0.19)	(0.81)	(3.69)	0.0387	(0.98)
Semi Deviation	N/A	0.3411	N/A	0.8652	N/A	N/A	N/A	N/A
Information Ratio	(0.09)	(0.06)	(0.16)	0.052	(0.13)	(0.31)	(0.28)	(0.12)
Value At Risk	(1.74)	(0.62)	(1.71)	(1.30)	(0.49)	(0.33)	(0.70)	(0.80)
Expected Short fall	N/A	(0.40)	N/A	(0.78)	N/A	N/A	N/A	N/A
Downside Deviation	N/A	0.416	N/A	0.9779	N/A	N/A	N/A	N/A
Semi Variance	N/A	0.1164	N/A	0.7486	N/A	N/A	N/A	N/A

Goldman Sachs Competition Performance Charts

Five steps to successful analysis of Goldman Sachs Competition

Goldman Sachs' competitive analysis is the process of researching and evaluating its competitive landscape. It provides an understanding of the strengths, weaknesses, opportunities, and threats (SWOT) faced by Goldman Sachs Small in relation to its competition. Goldman Sachs' competition analysis typically involves several steps, including:

Identifying the key players in the market: This involves identifying the major competitors of Goldman Sachs in the market, both direct and indirect, as well as new entrants and disruptive technologies.
Assessing the strengths and weaknesses of each competitor: This involves evaluating each competitor's strengths and weaknesses in areas such as product offerings, market share, brand recognition, financial performance, and distribution channels.
Understanding the competitive environment: This involves evaluating the regulatory environment, economic conditions, and other factors that may impact Goldman Sachs' competitive landscape.
Identifying opportunities and threats: This involves using the information gathered during the analysis to identify opportunities and threats to Goldman Sachs Small, and developing a strategy to address them.
Evaluating the competitive landscape: This involves understanding the competitive dynamics of the market, such as pricing, marketing, and distribution strategies, as well as analyzing the competitive advantage of each competitor.

Competitive analysis is an essential tool for businesses to stay ahead of the competition and can be used to inform decision-making and strategy development. By understanding the competitive landscape and staying informed about the activities of competitors, a company can make more informed decisions and improve its overall performance.

Complement your Goldman Sachs position

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Other Information on Investing in Goldman Mutual Fund

Goldman Sachs financial ratios help investors to determine whether Goldman Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Goldman with respect to the benefits of owning Goldman Sachs security.

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