Sp Goldman Sachs Index Price on October 10, 2024
| SPGSCI Index | 546.30 3.13 0.58% |
Below is the normalized historical share price chart for SP Goldman Sachs extending back to January 02, 1970. This chart has been adjusted for all splits and dividends and is plotted against all major global economic recessions. As of today, the current price of SP Goldman stands at 546.30, as last reported on the 15th of December 2024, with the highest price reaching 546.71 and the lowest price hitting 542.88 during the day.
If you're considering investing in SPGSCI Index, it is important to understand the factors that can impact its price. SP Goldman Sachs retains Efficiency (Sharpe Ratio) of 0.0637, which indicates the index had a 0.0637% return per unit of price deviation over the last 3 months. We have found twenty-seven technical indicators for SP Goldman, which you can use to evaluate the volatility of the index. SPGSCI Index price history is provided at the adjusted basis, taking into account all of the recent filings.
Sharpe Ratio = 0.0637
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| Cash | SPGSCI | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 1.11 actual daily | 9 91% of assets are more volatile |
Expected Return
| 0.07 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.06 actual daily | 5 95% of assets perform better |
Based on monthly moving average SP Goldman is performing at about 5% 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 SP Goldman by adding it to a well-diversified portfolio.
SP Goldman Valuation on October 10, 2024
It is possible to determine the worth of SP Goldman on a given historical date. On October 10, 2024 SPGSCI was worth 548.0 at the beginning of the trading date compared to the closed value of 559.25. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of SP Goldman index. Still, in general, we apply an absolute valuation method to find SP Goldman's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of SP Goldman where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against SP Goldman's related companies.
| Open | High | Low | Close | Volume | |
| 551.11 | 554.81 | 541.68 | 547.77 | 1.00 | |
10/10/2024 | 548.00 | 560.24 | 548.00 | 559.25 | 1.00 |
| 559.39 | 562.35 | 555.53 | 559.64 | 1.00 |
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SP Goldman Trading Date Momentum on October 10, 2024
| On October 11 2024 SP Goldman Sachs was traded for 559.64 at the closing time. The highest price during the trading period was 562.35 and the lowest recorded bid was listed for 555.53 . There was no trading activity during the period 1.0. Lack of trading volume on October 11, 2024 contributed to the next trading day price jump. The trading price change to the next closing price was 0.07% . The trading price change to the current price is 4.87% . |
Price Boundaries
SP Goldman Period Price Range
Low | December 15, 2024
| High |
0.00 | 0.00 |
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SP Goldman December 15, 2024 Market Strength
Market strength indicators help investors to evaluate how SP Goldman index reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading SP Goldman shares will generate the highest return on investment. By undertsting and applying SP Goldman index market strength indicators, traders can identify SP Goldman Sachs entry and exit signals to maximize returns
SP Goldman Technical Drivers
SP Goldman December 15, 2024 Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for SP Goldman's price direction in advance. Along with the technical and fundamental analysis of SPGSCI Index historical price patterns, it is also worthwhile for investors to track various predictive indicators of SPGSCI to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | 0.058 | |||
| Mean Deviation | 0.8095 | |||
| Semi Deviation | 1.11 | |||
| Downside Deviation | 1.29 | |||
| Coefficient Of Variation | 1328.69 | |||
| Standard Deviation | 1.11 | |||
| Variance | 1.23 | |||
| Information Ratio | (0.01) | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.01) | |||
| Maximum Drawdown | 5.66 | |||
| Value At Risk | (1.65) | |||
| Potential Upside | 1.66 | |||
| Downside Variance | 1.68 | |||
| Semi Variance | 1.22 | |||
| Expected Short fall | (0.78) | |||
| Skewness | (0.68) | |||
| Kurtosis | 1.18 |
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