Goldman Stock Market Value

GS
 Stock
  

USD 353.82  2.14  0.61%   

Goldman Sachs' market value is the price at which a share of Goldman Sachs stock trades on a public exchange. It measures the collective expectations of Goldman Sachs Group investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Goldman Sachs Group and determine expected loss or profit from investing in Goldman Sachs over a given investment horizon. Please check Goldman Sachs Hype Analysis, Goldman Sachs Correlation, Goldman Sachs Valuation, Goldman Sachs Volatility, as well as analyze Goldman Sachs Alpha and Beta and Goldman Sachs Performance.
Symbol


Is Goldman Sachs' industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Goldman Sachs. If investors know Goldman will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Goldman Sachs listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth YOY
-0.48
Market Capitalization
120 B
Quarterly Revenue Growth YOY
-0.28
Return On Assets
0.0108
Return On Equity
0.15
The market value of Goldman Sachs Group is measured differently than its book value, which is the value of Goldman that is recorded on the company's balance sheet. Investors also form their own opinion of Goldman Sachs' value that differs from its market value or its book value, called intrinsic value, which is Goldman Sachs' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Goldman Sachs' market value can be influenced by many factors that don't directly affect Goldman Sachs' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Goldman Sachs' value and its price as these two are different measures arrived at by different means. Investors typically determine Goldman Sachs value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Goldman Sachs' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Goldman Sachs 'What if' Analysis

In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Goldman Sachs' stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Goldman Sachs.
0.00
07/14/2022
No Change 0.00  0.0 
In 31 days
08/13/2022
0.00
If you would invest  0.00  in Goldman Sachs on July 14, 2022 and sell it all today you would earn a total of 0.00 from holding Goldman Sachs Group or generate 0.0% return on investment in Goldman Sachs over 30 days. Goldman Sachs is related to or competes with Charles Schwab, and Alphabet. The Goldman Sachs Group, Inc., a financial institution, provides a range of financial services for corporations, financi...More

Goldman Sachs Upside/Downside Indicators

Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Goldman Sachs' stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Goldman Sachs Group upside and downside potential and time the market with a certain degree of confidence.

Goldman Sachs Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Goldman Sachs' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Goldman Sachs' standard deviation. In reality, there are many statistical measures that can use Goldman Sachs historical prices to predict the future Goldman Sachs' volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Goldman Sachs' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy. Please use the tools below to analyze the current value of Goldman Sachs in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
350.01352.03354.05
Details
Intrinsic
Valuation
LowReal ValueHigh
318.44429.35431.37
Details
Naive
Forecast
LowNext ValueHigh
359.24361.26363.28
Details
16 Analysts
Consensus
LowTarget PriceHigh
390.00463.56598.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Goldman Sachs. Your research has to be compared to or analyzed against Goldman Sachs' peers to derive any actionable benefits. When done correctly, Goldman Sachs' competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Goldman Sachs Group.

Goldman Sachs Group Backtested Returns

Goldman Sachs appears to be very steady, given 3 months investment horizon. Goldman Sachs Group holds Efficiency (Sharpe) Ratio of 0.14, which attests that the entity had 0.14% of return per unit of risk over the last 3 months. Our standpoint towards determining the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-eight technical indicators for Goldman Sachs Group, which you can use to evaluate the future volatility of the firm. Please utilize Goldman Sachs' Market Risk Adjusted Performance of 0.1958, downside deviation of 1.75, and Risk Adjusted Performance of 0.1629 to validate if our risk estimates are consistent with your expectations.
On a scale of 0 to 100, Goldman Sachs holds a performance score of 10. The company retains a Market Volatility (i.e., Beta) of 1.3119, which attests to a somewhat significant risk relative to the market. Let's try to break down what Goldman's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Goldman Sachs will likely underperform. Although it is vital to follow Goldman Sachs Group current price history, it is good to be conservative about what you can do with the information regarding equity current price movements. The philosophy towards determining future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By evaluating Goldman Sachs Group technical indicators, you can presently evaluate if the expected return of 0.27% will be sustainable into the future. Please utilizes Goldman Sachs downside variance, and the relationship between the sortino ratio and accumulation distribution to make a quick decision on whether Goldman Sachs Group current trending patterns will revert.

Auto-correlation

    
  0.57  

Modest predictability

Goldman Sachs Group has modest predictability. Overlapping area represents the amount of predictability between Goldman Sachs time series from 14th of July 2022 to 29th of July 2022 and 29th of July 2022 to 13th of August 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Goldman Sachs Group price movement. The serial correlation of 0.57 indicates that roughly 57.0% of current Goldman Sachs price fluctuation can be explain by its past prices.
Correlation Coefficient0.57
Spearman Rank Test0.66
Residual Average0.0
Price Variance84.11

Goldman Sachs Group lagged returns against current returns

Autocorrelation, which is Goldman Sachs stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Goldman Sachs' stock expected returns. We can calculate the autocorrelation of Goldman Sachs returns to help us make a trade decision. For example, suppose you find that Goldman Sachs stock has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the stock movement to match the lagging time series.
   Current and Lagged Values   
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       Timeline  

Goldman Sachs regressed lagged prices vs. current prices

Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Goldman Sachs stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Goldman Sachs stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Goldman Sachs stock over time.
   Current vs Lagged Prices   
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       Timeline  

Goldman Sachs Lagged Returns

When evaluating Goldman Sachs' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Goldman Sachs stock have on its future price. Goldman Sachs autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Goldman Sachs autocorrelation shows the relationship between Goldman Sachs stock current value and its past values and can show if there is a momentum factor associated with investing in Goldman Sachs Group.
   Regressed Prices   
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       Timeline  

Goldman Sachs Investors Sentiment

The influence of Goldman Sachs' investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Goldman. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.
Investor biases related to Goldman Sachs' public news can be used to forecast risks associated with investment in Goldman. The trend in average sentiment can be used to explain how an investor holding Goldman can time the market purely based on public headlines and social activities around Goldman Sachs Group. Please note that most equiteis that are difficult to arbitrage are affected by market sentiment the most.
Goldman Sachs' market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Goldman Sachs' and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Goldman Sachs' news discussions. The higher the estimate score, the more favorable is the investor's outlook on Goldman Sachs.

Goldman Sachs Implied Volatility

    
  31.32  
Goldman Sachs' implied volatility exposes the market's sentiment of Goldman Sachs Group stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Goldman Sachs' implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that Goldman Sachs stock will not fluctuate a lot when Goldman Sachs' options are near their expiration.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Goldman Sachs in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Goldman Sachs' short interest history, or implied volatility extrapolated from Goldman Sachs options trading.

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Please check Goldman Sachs Hype Analysis, Goldman Sachs Correlation, Goldman Sachs Valuation, Goldman Sachs Volatility, as well as analyze Goldman Sachs Alpha and Beta and Goldman Sachs Performance. Note that the Goldman Sachs Group information on this page should be used as a complementary analysis to other Goldman Sachs' statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Theme Ratings module to determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance.

Complementary Tools for Goldman Stock analysis

When running Goldman Sachs Group price analysis, check to measure Goldman Sachs' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Goldman Sachs is operating at the current time. Most of Goldman Sachs' value examination focuses on studying past and present price action to predict the probability of Goldman Sachs' future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Goldman Sachs' price. Additionally, you may evaluate how the addition of Goldman Sachs to your portfolios can decrease your overall portfolio volatility.
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Goldman Sachs technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
A focus of Goldman Sachs technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Goldman Sachs trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...