Goldman Sachs Buy or Sell Recommendation

Macroaxis provides The Goldman Sachs Group Inc buy hold or sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding Goldman Sachs positions. The advice algorithm takes into account all of The Goldman Sachs Group Inc available fundamental, technical, and predictive indicators you will find on this site. The advice is provided from Goldman Sachs buy-and-hold prospective. Please also check Goldman Sachs Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with current analyst consensus

Time Horizon

Risk Tolerance

Symbol
Execute Advice
The Goldman Sachs Group Inc -- USA Stock  

USD 260.09  1.43  0.55%

Allowing for the 30-days total investment horizon, and your above average risk tolerance our recommendation regarding The Goldman Sachs Group Inc is 'Strong Sell'.
For the selected time horizon The Goldman Sachs Group Inc has a mean deviation of 0.9098, semi deviation of 0.9417, standard deviation of 1.14, variance of 1.3, downside variance of 1.1 and semi variance of 0.8868
Macroaxis provides buy, hold, or sell recommendation on Goldman Sachs to complement and cross-verify current analyst consensus on The Goldman Sachs. Our buy or sell recommendations engine determines the entity potential to grow exclusively from the prospective of investors current risk tolerance and investing horizon. To make sure The Goldman Sachs Group Inc is not overpriced, please check out all Goldman Sachs fundamentals including its Shares Owned by Institutions, Debt to Equity, Total Asset, as well as the relationship between Revenue and Earnings Per Share . Given that The Goldman Sachs has Shares Owned by Institutions of 79.27 % , we strongly advise you confirm The Goldman Sachs market performance and probability of bankruptcy to make sure the company can sustain itself in the current economic cycle given your regular risk tolerance and investing horizon.

Returns Distribution Density

Mean Return0.092871Value At Risk1.45
Potential Upside2.11Standard Deviation1.14
 Return Density 
      Distribution 

Goldman Sachs Greeks

α
Alpha over DOW
=0.3
β
Beta against DOW=0.85
σ
Overall volatility
=1.06
Ir
Information ratio =0.15

Goldman Sachs Volatility Alert

The Goldman Sachs Group Inc has relatively low volatility with skewness of 0.47 and kurtosis of -0.41. However, we advise all investors to independently investigate The Goldman Sachs Group Inc to ensure market all accessible information is consistent with the expectations about its upside potential and future risk-adjusted return.
    
 Better Than Average     
    
 Worse Than Average Compare Goldman Sachs to competition
FundamentalsGoldman SachsPeer Average
Return On Equity5.06 % (15.17) %
Return On Asset0.48 % (15.64) %
Profit Margin13.36 % (5.5) %
Operating Margin35.29 % (10.91) %
Current Valuation64.94 B152.14 B
Shares Outstanding377.2 M1.43 B
Shares Owned by Insiders1.86 % 6.91 %
Shares Owned by Institutions79.27 % 18.37 %
Number of Shares Shorted5.93 M3.24 M
Price to Earning28.87 times40.69 times
Price to Book1.45 times14.44 times
Price to Sales3.06 times17.81 times
Revenue32.07 B9.85 B
Gross Profit30.61 B21.75 B
Net Income3.66 B517.71 M
Cash and Equivalents426 B3.89 B
Total Debt389 B7.36 B
Debt to Equity474.3 % 0.72 %
Current Ratio3.07 times3.3 times
Book Value Per Share179.96 times13.64 times
Cash Flow from Operations(8.51 B)1.25 B
Short Ratio2.23 times2.09 times
Earnings Per Share9.01 times2.3 times
Price to Earnings To Growth0.51 times1.22 times
Number of Employees34.9 K10.67 K
Beta1.510.34
Market Capitalization98.11 B29.78 B
Total Asset861.39 B126.86 B
Retained Earnings89.04 B38.24 B
Five Year Return1.29 %
Last Dividend Paid3.0
SellBuy
Strong Sell

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Piotroski F Score

Financial Leverage

   Acquisition by Mark Flaherty of 1993 shares of Goldman Sachs subject to Rule 16b-3 [view details]
Risk Adjusted Performance0.0418
Market Risk Adjusted Performance(0.087875)
Mean Deviation0.9098
Semi Deviation0.9417
Downside Deviation1.05
Coefficient Of Variation1230.05
Standard Deviation1.14
Variance1.3
Information Ratio(0.15)
Jensen Alpha0.296
Total Risk Alpha(0.57)
Sortino Ratio(0.16)
Treynor Ratio(0.097875)
Maximum Drawdown4.15
Value At Risk(1.45)
Potential Upside2.11
Downside Variance1.1
Semi Variance0.8868
Expected Short fall(1)
Skewness0.4667
Kurtosis(0.41)

Current Valuation

Goldman Sachs Current Valuation Analysis
The Goldman Sachs Group Inc is rated # 2 in current valuation category among related companies. After adjusting for long-term liabilities, total market size of Banking industry is currently estimated at about 15.65 Billion. Goldman Sachs totals roughly 64.94 Billion in current valuation claiming about 415% of stocks in Banking industry.