Goldman Stock Performance

GS
 Stock
  

USD 299.23  2.21  0.74%   

The company retains a Market Volatility (i.e., Beta) of 1.1988, 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. Even though it is essential to pay attention to Goldman Sachs Group current price history, it is always good to be careful when utilizing equity current price movements. Our philosophy towards determining any stock's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Goldman Sachs Group exposes twenty-one different technical indicators, which can help you to evaluate its performance. Goldman Sachs Group has an expected return of -0.0972%. Please be advised to check out Goldman Sachs downside deviation, jensen alpha, as well as the relationship between the Jensen Alpha and downside variance to decide if Goldman Sachs Group performance from the past will be repeated at some point in the near future.
  
Refresh
Goldman Performance
0 of 100
Over the last 90 days Goldman Sachs Group has generated negative risk-adjusted returns adding no value to investors with long positions. Even with relatively invariable basic indicators, Goldman Sachs is not utilizing all of its potentials. The latest stock price agitation, may contribute to short-term losses for the retail investors. ...more

Structure and Payout Changes

Forward Annual Dividend Yield
0.0267
Payout Ratio
0.16
Forward Annual Dividend Rate
8.0
Dividend Date
2022-06-29
Ex Dividend Date
2022-05-31

Goldman Price Channel

Quick Ratio1.72
Fifty Two Week Low278.15
Target High Price519.00
Fifty Two Week High426.16
Payout Ratio14.05%
Trailing Annual Dividend Yield1.90%
Target Low Price317.35

Goldman Sachs Relative Risk vs. Return Landscape

If you would invest  32,198  in Goldman Sachs Group on April 5, 2022 and sell it today you would lose (2,275)  from holding Goldman Sachs Group or give up 7.07% of portfolio value over 90 days. Goldman Sachs Group is generating negative expected returns and assumes 2.0609% volatility on return distribution over the 90 days horizon. Put differently, 17% of stocks are less risky than Goldman on the basis of their historical return distribution, and some 99% of all equities are expected to be superior in generating returns on investments over the next 90 days.
 Daily Expected Return (%) 
      Risk (%) 
Allowing for the 90-day total investment horizon Goldman Sachs is expected to generate 1.42 times more return on investment than the market. However, the company is 1.42 times more volatile than its market benchmark. It trades about -0.05 of its potential returns per unit of risk. The DOW is currently generating roughly -0.11 per unit of risk.

Goldman Sachs Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Goldman Sachs' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Goldman Sachs Group, and traders can use it to determine the average amount a Goldman Sachs' price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.

Sharpe Ratio = -0.0472

Best
Portfolio
Best
Equity
Good Returns
Average Returns
Small Returns
CashSmall
Risk
Average
Risk
High
Risk
Huge
Risk
Negative ReturnsGS
Estimated Market Risk
 2.06
  actual daily
 
 17 %
of total potential
 
1717
Expected Return
 -0.1
  actual daily
 
 0 %
of total potential
 
00
Risk-Adjusted Return
 -0.05
  actual daily
 
 0 %
of total potential
 
00
Based on monthly moving average Goldman Sachs is performing at about 0% 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 Goldman Sachs by adding it to a well-diversified portfolio.

About Goldman Sachs Performance

To evaluate Goldman Sachs Group Stock as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when Goldman Sachs generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare Goldman Stock's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand Goldman Sachs Group stock market performance in a much more refined way. At Macroaxis, we take it even further. The Macroaxis performance score is an integer between 0 and 100 that represents Goldman's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.
Last ReportedProjected for 2022
Return on Average Assets 0.015  0.0125 
Return on Average Equity 0.20  0.16 
Return on Invested Capital 0.015  0.0129 
Return on Sales 0.46  0.42 
The Goldman Sachs Group, Inc., a financial institution, provides a range of financial services for corporations, financial institutions, governments, and individuals worldwide. The company was founded in 1869 and is headquartered in New York, New York. Goldman Sachs operates under Capital Markets classification in the United States and is traded on New York Stock Exchange. It employs 45100 people.

Things to note about Goldman Sachs Group

Checking the ongoing alerts about Goldman Sachs for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Goldman Sachs Group help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.

Goldman Sachs Alerts

Equity Alerts and Improvement Suggestions

Goldman Sachs Group generated a negative expected return over the last 90 days
Goldman Sachs Group has a poor financial position based on the latest SEC disclosures
About 72.0% of the company shares are owned by institutional investors
Latest headline from www.marketwatch.com: Bank of America upgrades Goldman Sachs on relative performance to other banks, but cuts earnings view - MarketWatch
Please check Risk vs Return Analysis. 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 Portfolio Anywhere module to track or share privately all of your investments from the convenience of any device.

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.
Probability Of Bankruptcy
Get analysis of equity chance of financial distress in the next 2 years
Go
Content Syndication
Quickly integrate customizable finance content to your own investment portal
Go
Analyst Recommendations
Analyst recommendations and target price estimates broken down by several categories
Go
Pair Correlation
Compare performance and examine fundamental relationship between any two equity instruments
Go
Performance Analysis
Check effects of mean-variance optimization against your current asset allocation
Go
Fundamentals Comparison
Compare fundamentals across multiple equities to find investing opportunities
Go
Aroon Oscillator
Analyze current equity momentum using Aroon Oscillator and other momentum ratios
Go
Bond Analysis
Evaluate and analyze corporate bonds as a potential investment for your portfolios.
Go
Transaction History
View history of all your transactions and understand their impact on performance
Go
Global Markets Map
Get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes
Go
Stock Tickers
Use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites
Go
Shere Portfolio
Track or share privately all of your investments from the convenience of any device
Go
Portfolio Rebalancing
Analyze risk-adjusted returns against different time horizons to find asset-allocation targets
Go
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
-0.42
Market Capitalization
102.8 B
Quarterly Revenue Growth YOY
-0.3
Return On Assets
0.013
Return On Equity
0.17
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.