Goldman Sachs Sp Etf Key Fundamental Indicators
| GPIX Etf | 52.33 0.00 0.00% |
As of the 23rd of February, Goldman Sachs retains the Market Risk Adjusted Performance of (0.50), risk adjusted performance of 0.068, and Downside Deviation of 0.6894. Goldman Sachs technical analysis makes it possible for you to employ historical prices and volume momentum with the intention to determine a pattern that calculates the direction of the entity's future prices.
Goldman Sachs' financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing Goldman Sachs' valuation are provided below:Goldman Sachs SP does not presently have any fundamental trends for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. Goldman Sachs SP's market price often diverges from its book value, the accounting figure shown on Goldman's balance sheet. Smart investors calculate Goldman Sachs' intrinsic value - its true economic worth - which may differ significantly from both market price and book value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Since Goldman Sachs' trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental 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 if Goldman Sachs is a good investment 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' etf 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.
| 11/25/2025 |
| 02/23/2026 |
If you would invest 0.00 in Goldman Sachs on November 25, 2025 and sell it all today you would earn a total of 0.00 from holding Goldman Sachs SP or generate 0.0% return on investment in Goldman Sachs over 90 days. Goldman Sachs is related to or competes with IQ 50, Innovator Equity, First Trust, FT Cboe, Global X, IShares Morningstar, and First Trust. 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' etf 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 SP upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6894 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 3.1 | |||
| Value At Risk | (1.12) | |||
| Potential Upside | 0.9666 |
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.| Risk Adjusted Performance | 0.068 | |||
| Jensen Alpha | 0.0523 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | (0.51) |
Goldman Sachs February 23, 2026 Technical Indicators
| Cycle Indicators | ||
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| Overlap Studies | ||
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| Price Transform | ||
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| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.068 | |||
| Market Risk Adjusted Performance | (0.50) | |||
| Mean Deviation | 0.4579 | |||
| Semi Deviation | 0.5946 | |||
| Downside Deviation | 0.6894 | |||
| Coefficient Of Variation | 1102.78 | |||
| Standard Deviation | 0.6229 | |||
| Variance | 0.3881 | |||
| Information Ratio | (0.03) | |||
| Jensen Alpha | 0.0523 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | (0.51) | |||
| Maximum Drawdown | 3.1 | |||
| Value At Risk | (1.12) | |||
| Potential Upside | 0.9666 | |||
| Downside Variance | 0.4753 | |||
| Semi Variance | 0.3536 | |||
| Expected Short fall | (0.48) | |||
| Skewness | (0.35) | |||
| Kurtosis | 1.12 |
Goldman Sachs SP Backtested Returns
At this stage we consider Goldman Etf to be very steady. Goldman Sachs SP holds Efficiency (Sharpe) Ratio of 0.0626, which attests that the entity had a 0.0626 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Goldman Sachs SP, which you can use to evaluate the volatility of the entity. Please check out Goldman Sachs' Market Risk Adjusted Performance of (0.50), downside deviation of 0.6894, and Risk Adjusted Performance of 0.068 to validate if the risk estimate we provide is consistent with the expected return of 0.0358%. The etf retains a Market Volatility (i.e., Beta) of -0.092, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Goldman Sachs are expected to decrease at a much lower rate. During the bear market, Goldman Sachs is likely to outperform the market.
Auto-correlation | -0.25 |
Weak reverse predictability
Goldman Sachs SP has weak reverse predictability. Overlapping area represents the amount of predictability between Goldman Sachs time series from 25th of November 2025 to 9th of January 2026 and 9th of January 2026 to 23rd of February 2026. 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 SP price movement. The serial correlation of -0.25 indicates that over 25.0% of current Goldman Sachs price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.25 | |
| Spearman Rank Test | -0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
Although One Year Fund Return indicator can give a sense of overall fund short-term potential, it is recommended to look at mid and long term return measure before selecting a particular fund or ETF. The great way to validate fund short-term performance is to compare it with other similar funds or ETFs for the same 12 months interval.
| Competition |
Based on the recorded statements, Goldman Sachs SP has an One Year Return of 13.6%. This is much higher than that of the family and significantly higher than that of the Derivative Income category. The one year return for all United States etfs is notably lower than that of the firm.
Goldman One Year Return Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Goldman Sachs' direct or indirect competition against its One Year Return to detect undervalued stocks with similar characteristics or determine the etfs which would be a good addition to a portfolio. Peer analysis of Goldman Sachs could also be used in its relative valuation, which is a method of valuing Goldman Sachs by comparing valuation metrics of similar companies.Goldman Sachs is currently under evaluation in one year return as compared to similar ETFs.
About Goldman Sachs Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Goldman Sachs SP's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Goldman Sachs using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Goldman Sachs SP based on its fundamental data. In general, a quantitative approach, as applied to this etf, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.When determining whether Goldman Sachs SP offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Goldman Sachs' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Goldman Sachs Sp Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Goldman Sachs Sp Etf:Check out You can also try the Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.
Goldman Sachs SP's market price often diverges from its book value, the accounting figure shown on Goldman's balance sheet. Smart investors calculate Goldman Sachs' intrinsic value - its true economic worth - which may differ significantly from both market price and book value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Since Goldman Sachs' trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental 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 if Goldman Sachs is a good investment 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.