GOLDMAN SACHS GROUP Performance
| 38141EM71 | 104.29 0.22 0.21% |
The bond retains a Market Volatility (i.e., Beta) of -0.46, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning GOLDMAN are expected to decrease at a much lower rate. During the bear market, GOLDMAN is likely to outperform the market.
Risk-Adjusted Performance
Fair
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in GOLDMAN SACHS GROUP are ranked lower than 9 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, GOLDMAN may actually be approaching a critical reversion point that can send shares even higher in September 2025. ...more
| Yield To Maturity | 5.403 |
GOLDMAN |
GOLDMAN Relative Risk vs. Return Landscape
If you would invest 10,279 in GOLDMAN SACHS GROUP on May 10, 2025 and sell it today you would earn a total of 478.00 from holding GOLDMAN SACHS GROUP or generate 4.65% return on investment over 90 days. GOLDMAN SACHS GROUP is generating 0.179% of daily returns and assumes 1.4786% volatility on return distribution over the 90 days horizon. Simply put, 13% of bonds are less volatile than GOLDMAN, and 97% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
GOLDMAN Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for GOLDMAN's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as GOLDMAN SACHS GROUP, and traders can use it to determine the average amount a GOLDMAN's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.121
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 1.48 actual daily | 13 87% of assets are more volatile |
Expected Return
| 0.18 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.12 actual daily | 9 91% of assets perform better |
Based on monthly moving average GOLDMAN is performing at about 9% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of GOLDMAN by adding it to a well-diversified portfolio.
About GOLDMAN Performance
By analyzing GOLDMAN's fundamental ratios, stakeholders can gain valuable insights into GOLDMAN's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if GOLDMAN has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if GOLDMAN has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.