| GS Stock | | | MXN 11,786 102.96 0.87% |
Goldman Sachs market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for The Goldman Sachs or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also
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The Goldman Sachs has current Market Risk Adjusted Performance of 1.12.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 1.12 | |
| ER[a] | = | Expected return on investing in Goldman Sachs |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Goldman Sachs Market Risk Adjusted Performance Peers Comparison
Goldman Market Risk Adjusted Performance Relative To Other Indicators
The Goldman Sachs is rated
# 2 in market risk adjusted performance category among its peers. It is rated
# 3 in maximum drawdown category among its peers reporting about
16.00 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for The Goldman Sachs is roughly
16.00
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