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

Execute Advice
The Goldman Sachs Group Inc -- USA Stock  

USD 263.76  1.23  0.47%

Allowing for the 30-days total investment horizon, and your above average risk tolerance our recommendation regarding The Goldman Sachs Group Inc is 'Cautious Hold'.
For the selected time horizon The Goldman Sachs Group Inc has a mean deviation of 1.16, semi deviation of 0.0, standard deviation of 1.37, variance of 1.88, downside variance of 0.0 and semi variance of 0.0
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 Number of Shares Shorted, Current Ratio, Retained Earnings, as well as the relationship between Gross Profit and Price to Earnings To Growth . Given that The Goldman Sachs has Number of Shares Shorted of 5.93 M, 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 Return0.08Value At Risk1.89
Potential Upside1.94Standard Deviation1.37
 Return Density 

Goldman Sachs Greeks

Alpha over DOW
Beta against DOW=0.2
Overall volatility
Information ratio =0.01

Goldman Sachs Volatility Alert

The Goldman Sachs Group Inc exhibits very low volatility with skewness of 0.01 and kurtosis of -1.22. However, we advise investors to further study The Goldman Sachs Group Inc technical indicators to make sure all market info is available and is reliable.
 Better Than Average     
 Worse Than Average Compare Goldman Sachs to competition
FundamentalsGoldman SachsPeer Average
Return On Equity5.04 % (15.17) %
Return On Asset0.48 % (15.64) %
Profit Margin13.36 % (5.50) %
Current Valuation(206.3 B)152.14 B
Shares Outstanding374.81 M1.43 B
Shares Owned by Insiders1.85 % 6.91 %
Shares Owned by Institutions79.00 % 18.37 %
Number of Shares Shorted5.93 M3.24 M
Price to Earning29.60 times40.69 times
Price to Book1.47 times14.44 times
Price to Sales3.12 times17.81 times
Revenue32.07 B9.85 B
Gross Profit32.07 B21.75 B
Net Income3.66 B517.71 M
Cash and Equivalents737.71 B3.89 B
Total Debt428.56 B7.36 B
Debt to Equity517.60 % 0.72 %
Current Ratio1.81 times3.30 times
Book Value Per Share180.96 times13.64 times
Cash Flow from Operations(17.74 B)1.25 B
Short Ratio2.23 times2.09 times
Earnings Per Share9.01 times2.30 times
Price to Earnings To Growth0.51 times1.22 times
Number of Employees36.6 K10.67 K
Market Capitalization99.93 B29.78 B
Total Asset861.39 B126.86 B
Retained Earnings89.04 B38.24 B
Five Year Return1.29 %
Last Dividend Paid3.0
Cautious Hold


Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Piotroski F Score

Financial Leverage

   Sale by Nora Johnson Suzanne M of 300 shares of Goldman Sachs [view details]
Risk Adjusted Performance0.062926
Market Risk Adjusted Performance0.4554
Mean Deviation1.16
Coefficient Of Variation1,728
Standard Deviation1.37
Information Ratio0.014257
Jensen Alpha0.10
Total Risk Alpha0.00388
Treynor Ratio0.4454
Maximum Drawdown4.38
Value At Risk1.89
Potential Upside1.94

Current Valuation

Goldman Sachs Current Valuation Analysis
The Goldman Sachs Group Inc is rated below average in current valuation category among related companies. After adjusting for long-term liabilities, total market size of Banking industry is currently estimated at about (454.21 Billion). Goldman Sachs has negative current valuation of (206.3 Billion) contributing nothing to the industry.