Goldman Sachs Etf Performance
| GCAL Etf | 50.30 0.05 0.1% |
The etf retains a Market Volatility (i.e., Beta) of 0.054, which attests to not very significant fluctuations relative to the market. 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.
Risk-Adjusted Performance
Weak
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in Goldman Sachs ETF are ranked lower than 1 (%) of all global equities and portfolios over the last 90 days. Despite quite persistent basic indicators, Goldman Sachs is not utilizing all of its potentials. The latest stock price mess, may contribute to short-term losses for the institutional investors. ...more
Goldman |
Goldman Sachs Relative Risk vs. Return Landscape
If you would invest 5,021 in Goldman Sachs ETF on December 14, 2024 and sell it today you would earn a total of 9.00 from holding Goldman Sachs ETF or generate 0.18% return on investment over 90 days. Goldman Sachs ETF is currently generating 0.0033% in daily expected returns and assumes 0.2497% risk (volatility on return distribution) over the 90 days horizon. In different words, 2% of etfs are less volatile than Goldman, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
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Goldman Sachs Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Goldman Sachs' investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as Goldman Sachs ETF, and traders can use it to determine the average amount a Goldman Sachs' price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.0132
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | GCAL |
Estimated Market Risk
| 0.25 actual daily | 2 98% of assets are more volatile |
Expected Return
| 0.0 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.01 actual daily | 1 99% of assets perform better |
Based on monthly moving average Goldman Sachs is performing at about 1% 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.
About Goldman Sachs Performance
By examining Goldman Sachs' fundamental ratios, stakeholders can obtain critical insights into Goldman Sachs' financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that Goldman Sachs is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.