Goldman Sachs Value At Risk
| GEM Etf | | | USD 43.56 0.64 1.49% |
This dataset for Goldman Sachs ActiveBeta reflects inputs used in the Value At Risk calculation. All values reflect available price and volume data across reporting intervals. Goldman Sachs has operating margin of 20.65%, current ratio of 2.33.
Risk vs Return Analysis can help frame allocation decisions. Goldman Sachs ActiveBeta can be included in a portfolio to evaluate diversification impact. Weighting is typically determined by the allocation framework in use. Broader economic conditions can influence Goldman Sachs ActiveBeta's etf valuation — related indicators include
signals in median.
Goldman Sachs ActiveBeta has current Value At Risk of
-2.21. Value At Risk (or VAR) is a statistical technique used to measure the level of financial risk of investment instrument over a specific time frame. It is a widely used measure of the risk of loss on a specific investing instrument.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -2.21 | |
| ER[a] | = | Expected return on investing in Goldman Sachs |
| STD | = | Standard Deviation of Goldman Sachs |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Value At Risk Peers Comparison
Value At Risk Relative To Other Indicators
Goldman Sachs ActiveBeta is rated
below average in value at risk against similar ETFs. It is currently under evaluation in maximum drawdown against similar ETFs .
Value At Risk is used by risk managers in order to measure and control the level of risk which the firm undertakes. The risk manager job is to ensure that risks are not taken beyond the level at which the firm can absorb the losses of a probable worst outcome. VAR can be defined as the loss level that will not be exceeded with a certain confidence level during a certain period of time.
Compare Goldman Sachs to Peers
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