Goldman Sachs Bdc Stock Market Value
| GSBD Stock | USD 12.88 0.13 1.02% |
| Symbol | Goldman |
Goldman Sachs BDC Price To Book Ratio
Is Asset Management & Custody Banks space 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 (0.33) | Dividend Share 1.8 | Earnings Share 0.68 | Revenue Per Share 3.955 | Quarterly Revenue Growth (0.08) |
The market value of Goldman Sachs BDC 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 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' 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.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in Goldman Sachs on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding Goldman Sachs BDC or generate 0.0% return on investment in Goldman Sachs over 30 days. Goldman Sachs is related to or competes with Carlyle Secured, Sixth Street, Golub Capital, Fidus Investment, New Mountain, BlackRock TCP, and Triplepoint Venture. Goldman Sachs BDC, Inc. is a business development company specializing in middle market and mezzanine investment in priv... 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 BDC upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.24) | |||
| Maximum Drawdown | 4.26 | |||
| Value At Risk | (1.68) | |||
| Potential Upside | 1.34 |
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 | (0.09) | |||
| Jensen Alpha | (0.17) | |||
| Total Risk Alpha | (0.23) | |||
| Treynor Ratio | (0.21) |
Goldman Sachs BDC Backtested Returns
Goldman Sachs BDC holds Efficiency (Sharpe) Ratio of -0.11, which attests that the entity had a -0.11% return per unit of risk over the last 3 months. Goldman Sachs BDC exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Goldman Sachs' Risk Adjusted Performance of (0.09), market risk adjusted performance of (0.20), and Standard Deviation of 0.8777 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.54, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Goldman Sachs' returns are expected to increase less than the market. However, during the bear market, the loss of holding Goldman Sachs is expected to be smaller as well. At this point, Goldman Sachs BDC has a negative expected return of -0.0958%. Please make sure to check out Goldman Sachs' total risk alpha, accumulation distribution, period momentum indicator, as well as the relationship between the potential upside and day median price , to decide if Goldman Sachs BDC performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.07 |
Virtually no predictability
Goldman Sachs BDC has virtually no predictability. Overlapping area represents the amount of predictability between Goldman Sachs time series from 23rd of October 2024 to 7th of November 2024 and 7th of November 2024 to 22nd of November 2024. 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 BDC price movement. The serial correlation of 0.07 indicates that barely 7.0% of current Goldman Sachs price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.07 | |
| Spearman Rank Test | -0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Goldman Sachs BDC 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 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 price movement to match the lagging time series.
Current and Lagged Values |
| 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 |
| 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 BDC.
Regressed Prices |
| Timeline |
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 BDC is a strong investment it is important to analyze Goldman Sachs' competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Goldman Sachs' future performance. For an informed investment choice regarding Goldman Stock, refer to the following important reports:Check out Goldman Sachs Correlation, Goldman Sachs Volatility and Goldman Sachs Alpha and Beta module to complement your research on Goldman Sachs. You can also try the Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
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.