Goldman Sachs Large Fund Technical Analysis
| GSLAX Fund | USD 15.43 -0.28 -1.78% |
As of the 13th of March 2026, Goldman Sachs trades at 15.43 per share. Key technical indicators include Downside Deviation of 0.8116, risk adjusted performance of 0.1118, and Market Risk Adjusted Performance of -0.99. The technical model evaluates historical price movement, trading volume, and volatility patterns to quantify trend strength. Current values are evaluated relative to sector peers and historical ranges.
Goldman Sachs Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Goldman, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to GoldmanGoldman |
What if' Analysis
Running a what-if backtest on Goldman Sachs Large gives investors a practical way to test how changes in horizon, position size, or market timing might have affected the result. Used properly, this review helps investors decide whether Goldman Sachs' historical reward profile was stable enough to support the current thesis.
| 12/13/2025 |
| 03/13/2026 |
If you invested 15.29 in Goldman Sachs on December 13, 2025 and closed the position today, you would earn 0.14 in total gains. That corresponds to a 0.92% return on investment in Goldman Sachs overall over 90 days. Goldman Sachs is related to or competes with Nasdaq 100, BBH PARTNER, Shelton Funds, AB SMALL, ULTRAMID-CAP PROFUND, and Barings Active. Peer context helps frame relative positioning. 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 and Downside Indicators Overview
Upside and downside indicators for Goldman Sachs summarize momentum balance and potential range context for the fund. They compare current price to recent trend and sentiment readings.
| Downside Deviation | 0.8116 | |||
| Information Ratio | 0.1503 | |||
| Maximum Drawdown | 17.92 | |||
| Value At Risk | -1.30 | |||
| Potential Upside | 1.29 |
Goldman Sachs Market Risk Indicators Overview
Market risk indicators summarize volatility and return dispersion for Goldman Sachs. The metrics rely on historical prices to describe variability over time.| Risk Adjusted Performance | 0.1118 | |||
| Jensen Alpha | 0.258 | |||
| Total Risk Alpha | 0.3981 | |||
| Sortino Ratio | 0.3927 | |||
| Treynor Ratio | -1.00 |
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.
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 | 0.1118 | |||
| Market Risk Adjusted Performance | -0.99 | |||
| Mean Deviation | 0.8437 | |||
| Semi Deviation | 0.4382 | |||
| Downside Deviation | 0.8116 | |||
| Coefficient Of Variation | 754.55 | |||
| Standard Deviation | 2.12 | |||
| Variance | 4.49 | |||
| Information Ratio | 0.1503 | |||
| Jensen Alpha | 0.258 | |||
| Total Risk Alpha | 0.3981 | |||
| Sortino Ratio | 0.3927 | |||
| Treynor Ratio | -1.00 | |||
| Maximum Drawdown | 17.92 | |||
| Value At Risk | -1.30 | |||
| Potential Upside | 1.29 | |||
| Downside Variance | 0.6587 | |||
| Semi Variance | 0.1921 | |||
| Expected Short fall | -1.02 | |||
| Skewness | 6.6 | |||
| Kurtosis | 49.92 |
Goldman Sachs Large Backtested Returns
Goldman Sachs appears to exhibit a very low volatility profile over the selected 3 months investment horizon. It shows a risk-adjusted return measure of 0.0648, defining risk-normalized returns. We identified twenty-seven technical indicators influencing the company's volatility profile. Please review metrics such as market risk-adjusted performance of -0.99, downside deviation of 0.8116, and risk-adjusted performance of 0.1118 to confirm whether our risk estimates align with your expectations. The fund has a beta of -0.27, which means relatively modest fluctuations relative to the market. As returns on the market increase, returns on Goldman Sachs tend to move in the opposite direction, though by a smaller magnitude. During a bear market, however, Goldman Sachs is likely to outperform the market.
Auto-correlation | -0.01 |
Very weak reverse predictability
Comparing Goldman Sachs's price behavior from 13th of December 2025 to 27th of January 2026 with the period from 27th of January 2026 to 13th of March 2026 produces very weak reverse predictability. The stronger the relationship between the current interval and its lagged values, the more accurately future price behavior of Goldman Sachs Large may be projected. The coefficient of -0.01 links just 1.0% of Goldman Sachs's present price action to its own historical movements. Given that Goldman Sachs Large has negative autocorrelation for the selected time horizon, market participants may evaluate potential contrarian price behavior over comparable future intervals.
| Correlation Coefficient | -0.01 | |
| Spearman Rank Test | 0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Goldman Sachs technical mutual fund analysis uses price and volume transformations to study behavior. Typical tools include moving averages, relative strength index, regressions, and price correlations.
Technical Analysis
The output start index for this execution was twenty-four with a total number of output elements of thirty-seven. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Goldman Sachs Large volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Technical Analysis Methodology & Indicators
Technical analysis of Goldman Sachs focuses on NAV trend behavior and volatility patterns where pricing frequency permits. Trend persistence provides context for directional stability. Certain defensive traits may reduce sensitivity to broader macroeconomic fluctuations.
Unless otherwise specified, data for Goldman Sachs Large is compiled from fund disclosures and market reference feeds and standardized for comparability. Updates may occur throughout the day.
This content is curated and reviewed by:
Ellen Johnson - Member of Macroaxis Editorial BoardGoldman Sachs Technical Indicators
A technical review of Goldman Sachs Large can improve timing discipline by comparing momentum, reversal risk, and confirmation signals across several time horizons. The stronger process confirms one signal with others instead of reacting to one pattern in isolation.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1118 | |||
| Market Risk Adjusted Performance | -0.99 | |||
| Mean Deviation | 0.8437 | |||
| Semi Deviation | 0.4382 | |||
| Downside Deviation | 0.8116 | |||
| Coefficient Of Variation | 754.55 | |||
| Standard Deviation | 2.12 | |||
| Variance | 4.49 | |||
| Information Ratio | 0.1503 | |||
| Jensen Alpha | 0.258 | |||
| Total Risk Alpha | 0.3981 | |||
| Sortino Ratio | 0.3927 | |||
| Treynor Ratio | -1.00 | |||
| Maximum Drawdown | 17.92 | |||
| Value At Risk | -1.30 | |||
| Potential Upside | 1.29 | |||
| Downside Variance | 0.6587 | |||
| Semi Variance | 0.1921 | |||
| Expected Short fall | -1.02 | |||
| Skewness | 6.6 | |||
| Kurtosis | 49.92 |
March 13, 2026 Daily Trend Indicators
A technical review of Goldman Sachs Large can improve timing discipline by comparing momentum, reversal risk, and confirmation signals across several time horizons. The stronger process confirms one signal with others instead of reacting to one pattern in isolation.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | -Huge | ||
| Rate Of Daily Change | 0.98 | ||
| Day Median Price | 15.43 | ||
| Day Typical Price | 15.43 | ||
| Price Action Indicator | -0.14 |