Goldman Sachs Large Fund Market Value
| GCVIX Fund | USD 26.37 0.08 0.30% |
| 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.
| 11/14/2025 |
| 02/12/2026 |
If you would invest 0.00 in Goldman Sachs on November 14, 2025 and sell it all today you would earn a total of 0.00 from holding Goldman Sachs Large or generate 0.0% return on investment in Goldman Sachs over 90 days. Goldman Sachs is related to or competes with Sa Us, Fidelity Advisor, Blackrock Debt, The Disciplined, Partners Value, Federated Mdt, and RiverNorthDoubleLine. The fund invests at least 80 percent of its net assets plus any borrowings for investment purposes in a diversified port... 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 Large upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6907 | |||
| Information Ratio | 0.1632 | |||
| Maximum Drawdown | 8.93 | |||
| Value At Risk | (1.04) | |||
| Potential Upside | 1.43 |
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 | 0.1929 | |||
| Jensen Alpha | 0.259 | |||
| Total Risk Alpha | 0.1574 | |||
| Sortino Ratio | 0.2692 | |||
| Treynor Ratio | (7.83) |
Goldman Sachs February 12, 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 | 0.1929 | |||
| Market Risk Adjusted Performance | (7.82) | |||
| Mean Deviation | 0.6586 | |||
| Semi Deviation | 0.1229 | |||
| Downside Deviation | 0.6907 | |||
| Coefficient Of Variation | 427.32 | |||
| Standard Deviation | 1.14 | |||
| Variance | 1.3 | |||
| Information Ratio | 0.1632 | |||
| Jensen Alpha | 0.259 | |||
| Total Risk Alpha | 0.1574 | |||
| Sortino Ratio | 0.2692 | |||
| Treynor Ratio | (7.83) | |||
| Maximum Drawdown | 8.93 | |||
| Value At Risk | (1.04) | |||
| Potential Upside | 1.43 | |||
| Downside Variance | 0.4771 | |||
| Semi Variance | 0.0151 | |||
| Expected Short fall | (0.86) | |||
| Skewness | 4.06 | |||
| Kurtosis | 25.82 |
Goldman Sachs Large Backtested Returns
Goldman Sachs appears to be very steady, given 3 months investment horizon. Goldman Sachs Large holds Efficiency (Sharpe) Ratio of 0.24, which attests that the entity had a 0.24 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Goldman Sachs Large, which you can use to evaluate the volatility of the entity. Please utilize Goldman Sachs' Risk Adjusted Performance of 0.1929, market risk adjusted performance of (7.82), and Downside Deviation of 0.6907 to validate if our risk estimates are consistent with your expectations. The fund retains a Market Volatility (i.e., Beta) of -0.0328, 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 | 0.82 |
Very good predictability
Goldman Sachs Large has very good predictability. Overlapping area represents the amount of predictability between Goldman Sachs time series from 14th of November 2025 to 29th of December 2025 and 29th of December 2025 to 12th 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 Large price movement. The serial correlation of 0.82 indicates that around 82.0% of current Goldman Sachs price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.82 | |
| Spearman Rank Test | 0.86 | |
| Residual Average | 0.0 | |
| Price Variance | 0.15 |
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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