GOLDMAN SACHS Value At Risk
| GSSSX Fund | | | USD 29.13 -0.36 -1.22% |
The Value At Risk reading for Goldman Sachs Small is computed from historical trading observations. Broader indicator relationships are reflected within
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Risk vs Return Analysis to understand diversified portfolio construction. Diversified allocation aims to distribute exposure across multiple positions. Monitoring Goldman Sachs Small within a portfolio highlights how it interacts with other holdings. Allocation models determine the relative weighting of each position in the portfolio. Broader economic conditions can influence Goldman Sachs Small's mutual fund valuation — related indicators include
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Goldman Sachs Small has current Value At Risk of
-1.91. 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)) |
| = | -1.91 | |
| 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 Small is rated
below average 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.
Compare GOLDMAN SACHS to Peers
Other Technical Indicators