Goldman Sachs Value At Risk
| GSSQX Fund | | | USD 61.62 -0.97 -1.55% |
This technical indicator view for Value At Risk organizes signals for Goldman Sachs Equity and comparable instruments. Coverage depends on data availability and normalization;
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Risk vs Return Analysis to understand diversified portfolio construction. Clearer exposure analysis supports long-term portfolio balance. This suggests a position in Goldman Sachs Equity in the portfolio view. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as
signals in producer price index.
Goldman Sachs Equity has current Value At Risk of
-1.36. 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)) |
| = | -1.36 | |
| 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 |
Goldman Sachs Value At Risk Peers Comparison
Goldman Value At Risk Relative To Other Indicators
Goldman Sachs Equity is rated
fourth in value at risk among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
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.
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