Goldman Sachs Hedge Etf Market Value
| GVIP Etf | USD 161.76 2.86 1.80% |
| Symbol | Goldman |
Goldman Sachs Hedge's market price often diverges from its book value, the accounting figure shown on Goldman's balance sheet. Smart investors calculate Goldman Sachs' intrinsic value - its true economic worth - which may differ significantly from both market price and book value. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. Since Goldman Sachs' trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental value.
Please note, there is a significant difference between Goldman Sachs' value and its price as these two are different measures arrived at by different means. Investors typically determine if Goldman Sachs is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Goldman Sachs' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
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' etf 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.
| 11/06/2025 |
| 02/04/2026 |
If you would invest 0.00 in Goldman Sachs on November 6, 2025 and sell it all today you would earn a total of 0.00 from holding Goldman Sachs Hedge or generate 0.0% return on investment in Goldman Sachs over 90 days. Goldman Sachs is related to or competes with Goldman Sachs, Nuveen ESG, EMQQ Emerging, Xtrackers MSCI, First Trust, VictoryShares 500, and Goldman Sachs. The fund seeks to achieve its investment objective by investing at least 80 percent of its assets in securities included... 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' etf 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 Hedge upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.21 | |||
| Information Ratio | 0.0174 | |||
| Maximum Drawdown | 5.02 | |||
| Value At Risk | (1.78) | |||
| Potential Upside | 1.87 |
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 | 0.0513 | |||
| Jensen Alpha | 0.0618 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | 0.0158 | |||
| Treynor Ratio | 7.59 |
Goldman Sachs February 4, 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 | 0.0513 | |||
| Market Risk Adjusted Performance | 7.6 | |||
| Mean Deviation | 0.8511 | |||
| Semi Deviation | 1.12 | |||
| Downside Deviation | 1.21 | |||
| Coefficient Of Variation | 1531.62 | |||
| Standard Deviation | 1.11 | |||
| Variance | 1.22 | |||
| Information Ratio | 0.0174 | |||
| Jensen Alpha | 0.0618 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | 0.0158 | |||
| Treynor Ratio | 7.59 | |||
| Maximum Drawdown | 5.02 | |||
| Value At Risk | (1.78) | |||
| Potential Upside | 1.87 | |||
| Downside Variance | 1.47 | |||
| Semi Variance | 1.25 | |||
| Expected Short fall | (0.83) | |||
| Skewness | (0.31) | |||
| Kurtosis | 0.4231 |
Goldman Sachs Hedge Backtested Returns
Currently, Goldman Sachs Hedge is very steady. Goldman Sachs Hedge holds Efficiency (Sharpe) Ratio of 0.11, which attests that the entity had a 0.11 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Goldman Sachs Hedge, which you can use to evaluate the volatility of the entity. Please check out Goldman Sachs' Market Risk Adjusted Performance of 7.6, downside deviation of 1.21, and Risk Adjusted Performance of 0.0513 to validate if the risk estimate we provide is consistent with the expected return of 0.12%. The etf retains a Market Volatility (i.e., Beta) of 0.0082, which attests to not very significant fluctuations relative to the market. 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 | 0.33 |
Below average predictability
Goldman Sachs Hedge has below average predictability. Overlapping area represents the amount of predictability between Goldman Sachs time series from 6th of November 2025 to 21st of December 2025 and 21st of December 2025 to 4th 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 Hedge price movement. The serial correlation of 0.33 indicates that nearly 33.0% of current Goldman Sachs price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.33 | |
| Spearman Rank Test | 0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 4.13 |
Pair Trading with Goldman Sachs
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Goldman Sachs position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Goldman Sachs will appreciate offsetting losses from the drop in the long position's value.Moving together with Goldman Etf
The ability to find closely correlated positions to Goldman Sachs could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Goldman Sachs when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Goldman Sachs - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Goldman Sachs Hedge to buy it.
The correlation of Goldman Sachs is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Goldman Sachs moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Goldman Sachs Hedge moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Goldman Sachs can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out Goldman Sachs Correlation, Goldman Sachs Volatility and Goldman Sachs Performance module to complement your research on Goldman Sachs. You can also try the Bonds Directory module to find actively traded corporate debentures issued by US companies.
Goldman Sachs technical etf 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, etf market cycles, or different charting patterns.