Goldman Sachs Capital Stock Alpha and Beta Analysis
| JBK Stock | USD 26.50 0.15 0.57% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Goldman Sachs Capital. 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 0.0638 | Alpha 0.006525 | Risk 0.88 | Sharpe Ratio 0.0279 | Expected Return 0.0246 |
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.
Goldman |
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.| α | 0.01 | β | 0.06 |
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 stock 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 stock 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 Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 26.39 with a coefficient of variation of 1.13. The daily time series for the period is distributed with a sample standard deviation of 0.3, arithmetic mean of 26.34, and mean deviation of 0.24. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Goldman Sachs profit beats estimates as bond sales boost investment banking - Reuters | 10/15/2024 |
2 | EXCLUSIVE How Goldman Sachs turns founder equity into private jets, yachts, and more private equity - Fortune | 11/12/2024 |
3 | Nifty 50 likely to hit 27,000 by end of 2025, says Goldman Sachs - Business Standard | 11/21/2024 |
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 stocks. Alpha measures the amount that position in Goldman Sachs Capital 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.
Build Portfolio with Goldman Sachs
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Goldman Sachs Backtesting, Goldman Sachs Valuation, Goldman Sachs Correlation, Goldman Sachs Hype Analysis, Goldman Sachs Volatility, Goldman Sachs History and analyze Goldman Sachs Performance. You can also try the Portfolio Holdings module to check your current holdings and cash postion to detemine if your portfolio needs rebalancing.
Goldman Sachs technical stock 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, stock market cycles, or different charting patterns.