| GS Stock | | | MXN 11,786 102.96 0.87% |
Goldman Sachs total-risk-alpha 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 Total Risk Alpha of 0.0179. The total risk alpha measures the performance of an asset by comparing its returns with those of a selected benchmark portfolio.
Total Risk Alpha | = | RFR + (ER[b] - ER[a]) | x | STD[a] / STD[b] |
| = | 0.0179 | |
| ER[a] | = | Expected return on investing in Goldman Sachs |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Goldman Sachs |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Goldman Sachs Total Risk Alpha Peers Comparison
Goldman Total Risk Alpha Relative To Other Indicators
The Goldman Sachs is rated
# 3 in total risk alpha category among its peers. It is rated
# 3 in maximum drawdown category among its peers reporting about
1,002 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for The Goldman Sachs is roughly
1,002 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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