Goldman Sachs Equity Fund Market Value
| GSPKX Fund | USD 18.27 0.08 0.44% |
| 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.
| 10/24/2025 |
| 01/22/2026 |
If you would invest 0.00 in Goldman Sachs on October 24, 2025 and sell it all today you would earn a total of 0.00 from holding Goldman Sachs Equity or generate 0.0% return on investment in Goldman Sachs over 90 days. Goldman Sachs is related to or competes with Aqr Sustainable, Franklin Federal, Dreyfus Short, Cmg Ultra, Siit Ultra, Metropolitan West, and Angel Oak. The fund invests at least 80 percent of its net assets plus any borrowings for investment purposes in dividend-paying eq... 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 Equity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.733 | |||
| Information Ratio | 0.0351 | |||
| Maximum Drawdown | 7.44 | |||
| Value At Risk | (1.00) | |||
| Potential Upside | 0.9124 |
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 | 0.1097 | |||
| Jensen Alpha | 0.0538 | |||
| Total Risk Alpha | 0.0073 | |||
| Sortino Ratio | 0.045 | |||
| Treynor Ratio | 0.1631 |
Goldman Sachs January 22, 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 | 0.1097 | |||
| Market Risk Adjusted Performance | 0.1731 | |||
| Mean Deviation | 0.5213 | |||
| Semi Deviation | 0.4859 | |||
| Downside Deviation | 0.733 | |||
| Coefficient Of Variation | 686.26 | |||
| Standard Deviation | 0.94 | |||
| Variance | 0.8837 | |||
| Information Ratio | 0.0351 | |||
| Jensen Alpha | 0.0538 | |||
| Total Risk Alpha | 0.0073 | |||
| Sortino Ratio | 0.045 | |||
| Treynor Ratio | 0.1631 | |||
| Maximum Drawdown | 7.44 | |||
| Value At Risk | (1.00) | |||
| Potential Upside | 0.9124 | |||
| Downside Variance | 0.5374 | |||
| Semi Variance | 0.2361 | |||
| Expected Short fall | (0.60) | |||
| Skewness | 3.39 | |||
| Kurtosis | 20.9 |
Goldman Sachs Equity Backtested Returns
At this stage we consider Goldman Mutual Fund to be very steady. Goldman Sachs Equity holds Efficiency (Sharpe) Ratio of 0.15, which attests that the entity had a 0.15 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Goldman Sachs Equity, which you can use to evaluate the volatility of the entity. Please check out Goldman Sachs' Downside Deviation of 0.733, market risk adjusted performance of 0.1731, and Risk Adjusted Performance of 0.1097 to validate if the risk estimate we provide is consistent with the expected return of 0.14%. The fund retains a Market Volatility (i.e., Beta) of 0.78, which attests to possible diversification benefits within a given portfolio. 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.
Auto-correlation | -0.06 |
Very weak reverse predictability
Goldman Sachs Equity has very weak reverse predictability. Overlapping area represents the amount of predictability between Goldman Sachs time series from 24th of October 2025 to 8th of December 2025 and 8th of December 2025 to 22nd of January 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 Equity price movement. The serial correlation of -0.06 indicates that barely 6.0% of current Goldman Sachs price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.06 | |
| Spearman Rank Test | 0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
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.
| Economic Indicators Top statistical indicators that provide insights into how an economy is performing | |
| Analyst Advice Analyst recommendations and target price estimates broken down by several categories | |
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation |