Gold Fields (Germany) Market Value
| EDGA Stock | EUR 49.60 0.10 0.20% |
| Symbol | Gold |
Gold Fields 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Gold Fields' stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Gold Fields.
| 12/03/2025 |
| 03/03/2026 |
If you would invest 0.00 in Gold Fields on December 3, 2025 and sell it all today you would earn a total of 0.00 from holding Gold Fields Limited or generate 0.0% return on investment in Gold Fields over 90 days. Gold Fields is related to or competes with ROCHE HLDG, Abbott Laboratories, DANAHER (DAPSG), QUALCOMM, Merck, NOVARTIS N, and NOVARTIS N. Gold Fields Limited operates as a gold producer with reserves and resources in South Africa, Ghana, Australia, and Peru More
Gold Fields Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Gold Fields' stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Gold Fields Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.29 | |||
| Information Ratio | 0.1517 | |||
| Maximum Drawdown | 22.98 | |||
| Value At Risk | (5.08) | |||
| Potential Upside | 6.63 |
Gold Fields Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gold Fields' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gold Fields' standard deviation. In reality, there are many statistical measures that can use Gold Fields historical prices to predict the future Gold Fields' volatility.| Risk Adjusted Performance | 0.1401 | |||
| Jensen Alpha | 0.6004 | |||
| Total Risk Alpha | 0.2987 | |||
| Sortino Ratio | 0.1369 | |||
| Treynor Ratio | 0.8145 |
Gold Fields March 3, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1401 | |||
| Market Risk Adjusted Performance | 0.8245 | |||
| Mean Deviation | 2.82 | |||
| Semi Deviation | 3.54 | |||
| Downside Deviation | 4.29 | |||
| Coefficient Of Variation | 579.1 | |||
| Standard Deviation | 3.87 | |||
| Variance | 14.95 | |||
| Information Ratio | 0.1517 | |||
| Jensen Alpha | 0.6004 | |||
| Total Risk Alpha | 0.2987 | |||
| Sortino Ratio | 0.1369 | |||
| Treynor Ratio | 0.8145 | |||
| Maximum Drawdown | 22.98 | |||
| Value At Risk | (5.08) | |||
| Potential Upside | 6.63 | |||
| Downside Variance | 18.37 | |||
| Semi Variance | 12.55 | |||
| Expected Short fall | (3.09) | |||
| Skewness | (0.55) | |||
| Kurtosis | 1.94 |
Gold Fields Limited Backtested Returns
Gold Fields appears to be not too volatile, given 3 months investment horizon. Gold Fields Limited holds Efficiency (Sharpe) Ratio of 0.16, which attests that the entity had a 0.16 % return per unit of risk over the last 3 months. By evaluating Gold Fields' technical indicators, you can evaluate if the expected return of 0.64% is justified by implied risk. Please utilize Gold Fields' Risk Adjusted Performance of 0.1401, downside deviation of 4.29, and Market Risk Adjusted Performance of 0.8245 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Gold Fields holds a performance score of 12. The company retains a Market Volatility (i.e., Beta) of 0.81, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Gold Fields' returns are expected to increase less than the market. However, during the bear market, the loss of holding Gold Fields is expected to be smaller as well. Please check Gold Fields' coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the standard deviation and total risk alpha , to make a quick decision on whether Gold Fields' current trending patterns will revert.
Auto-correlation | 0.34 |
Below average predictability
Gold Fields Limited has below average predictability. Overlapping area represents the amount of predictability between Gold Fields time series from 3rd of December 2025 to 17th of January 2026 and 17th of January 2026 to 3rd of March 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Gold Fields Limited price movement. The serial correlation of 0.34 indicates that nearly 34.0% of current Gold Fields price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.34 | |
| Spearman Rank Test | 0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 4.68 |
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Other Information on Investing in Gold Stock
Gold Fields financial ratios help investors to determine whether Gold Stock 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 Gold with respect to the benefits of owning Gold Fields security.