Goldman Sachs Absolute Fund Market Value
| GARTX Fund | USD 10.37 0.07 0.67% |
| Symbol | Goldman |
Goldman Sachs '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 Goldman Sachs' mutual fund 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 Goldman Sachs.
| 11/16/2025 |
| 02/14/2026 |
If you would invest 0.00 in Goldman Sachs on November 16, 2025 and sell it all today you would earn a total of 0.00 from holding Goldman Sachs Absolute or generate 0.0% return on investment in Goldman Sachs over 90 days. Goldman Sachs is related to or competes with Goldman Sachs, Goldman Sachs, Goldman Sachs, Goldman Sachs, Goldman Sachs, Goldman Sachs, and Goldman Sachs. The funds Investment Adviser believes that hedge funds derive a large portion of their returns from exposure to sources ... More
Goldman Sachs 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 Goldman Sachs' mutual fund 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 Goldman Sachs Absolute upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3964 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 2.86 | |||
| Value At Risk | (0.67) | |||
| Potential Upside | 0.6098 |
Goldman Sachs Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Goldman Sachs' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Goldman Sachs' standard deviation. In reality, there are many statistical measures that can use Goldman Sachs historical prices to predict the future Goldman Sachs' volatility.| Risk Adjusted Performance | 0.1098 | |||
| Jensen Alpha | 0.0547 | |||
| Total Risk Alpha | 0.0214 | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | (2.90) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Goldman Sachs' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Goldman Sachs February 14, 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 | 0.1098 | |||
| Market Risk Adjusted Performance | (2.89) | |||
| Mean Deviation | 0.3031 | |||
| Semi Deviation | 0.2554 | |||
| Downside Deviation | 0.3964 | |||
| Coefficient Of Variation | 681.54 | |||
| Standard Deviation | 0.4334 | |||
| Variance | 0.1878 | |||
| Information Ratio | (0.01) | |||
| Jensen Alpha | 0.0547 | |||
| Total Risk Alpha | 0.0214 | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | (2.90) | |||
| Maximum Drawdown | 2.86 | |||
| Value At Risk | (0.67) | |||
| Potential Upside | 0.6098 | |||
| Downside Variance | 0.1571 | |||
| Semi Variance | 0.0653 | |||
| Expected Short fall | (0.35) | |||
| Skewness | 1.16 | |||
| Kurtosis | 5.33 |
Goldman Sachs Absolute Backtested Returns
At this stage we consider Goldman Mutual Fund to be very steady. Goldman Sachs Absolute holds Efficiency (Sharpe) Ratio of 0.18, which attests that the entity had a 0.18 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Goldman Sachs Absolute, which you can use to evaluate the volatility of the entity. Please check out Goldman Sachs' Downside Deviation of 0.3964, risk adjusted performance of 0.1098, and Market Risk Adjusted Performance of (2.89) to validate if the risk estimate we provide is consistent with the expected return of 0.0757%. The fund retains a Market Volatility (i.e., Beta) of -0.0185, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Goldman Sachs are expected to decrease at a much lower rate. During the bear market, Goldman Sachs is likely to outperform the market.
Auto-correlation | 0.61 |
Good predictability
Goldman Sachs Absolute has good predictability. Overlapping area represents the amount of predictability between Goldman Sachs time series from 16th of November 2025 to 31st of December 2025 and 31st of December 2025 to 14th of February 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 Goldman Sachs Absolute price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current Goldman Sachs price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.61 | |
| Spearman Rank Test | 0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Goldman Mutual Fund
Goldman Sachs financial ratios help investors to determine whether Goldman Mutual Fund 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 Goldman with respect to the benefits of owning Goldman Sachs security.
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