Goldman Sachs Etf Market Value
| GSC Etf | USD 59.69 0.70 1.19% |
| Symbol | Goldman |
Investors evaluate Goldman Sachs ETF using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating Goldman Sachs' intrinsic value - the estimated true worth - helps identify when the stock trades at a discount or premium to fair value. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. External factors like market trends, sector rotation, and investor psychology can cause Goldman Sachs' market price to deviate significantly 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. Conversely, Goldman Sachs' market price signifies the transaction level at which participants voluntarily complete trades.
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.
| 11/16/2025 |
| 02/14/2026 |
If you would invest 0.00 in Goldman Sachs on November 16, 2025 and sell it all today you would earn a total of 0.00 from holding Goldman Sachs ETF or generate 0.0% return on investment in Goldman Sachs over 90 days. Goldman Sachs is related to or competes with Zacks Trust, FlexShares Quality, Ultimus Managers, IShares ESG, Principal Value, Invesco MSCI, and ProShares Ultra. The investment seeks to replicates, net of expenses, the SP GSCI Enhanced Commodity Total Return Strategy Index 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 ETF upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.05 | |||
| Information Ratio | 0.0807 | |||
| Maximum Drawdown | 5.39 | |||
| Value At Risk | (1.89) | |||
| Potential Upside | 2.1 |
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 | 0.1153 | |||
| Jensen Alpha | 0.0845 | |||
| Total Risk Alpha | 0.0677 | |||
| Sortino Ratio | 0.0925 | |||
| Treynor Ratio | 0.1296 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Goldman Sachs' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Goldman Sachs February 14, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1153 | |||
| Market Risk Adjusted Performance | 0.1396 | |||
| Mean Deviation | 0.9116 | |||
| Semi Deviation | 0.855 | |||
| Downside Deviation | 1.05 | |||
| Coefficient Of Variation | 720.66 | |||
| Standard Deviation | 1.2 | |||
| Variance | 1.45 | |||
| Information Ratio | 0.0807 | |||
| Jensen Alpha | 0.0845 | |||
| Total Risk Alpha | 0.0677 | |||
| Sortino Ratio | 0.0925 | |||
| Treynor Ratio | 0.1296 | |||
| Maximum Drawdown | 5.39 | |||
| Value At Risk | (1.89) | |||
| Potential Upside | 2.1 | |||
| Downside Variance | 1.1 | |||
| Semi Variance | 0.7311 | |||
| Expected Short fall | (1.10) | |||
| Skewness | 0.2811 | |||
| Kurtosis | 0.3379 |
Goldman Sachs ETF Backtested Returns
Goldman Sachs appears to be very steady, given 3 months investment horizon. Goldman Sachs ETF holds Efficiency (Sharpe) Ratio of 0.23, which attests that the entity had a 0.23 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Goldman Sachs ETF, which you can use to evaluate the volatility of the entity. Please utilize Goldman Sachs' Market Risk Adjusted Performance of 0.1396, downside deviation of 1.05, and Risk Adjusted Performance of 0.1153 to validate if our risk estimates are consistent with your expectations. The etf retains a Market Volatility (i.e., Beta) of 1.21, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Goldman Sachs will likely underperform.
Auto-correlation | 0.77 |
Good predictability
Goldman Sachs ETF has good predictability. Overlapping area represents the amount of predictability between Goldman Sachs time series from 16th of November 2025 to 31st of December 2025 and 31st of December 2025 to 14th 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 ETF price movement. The serial correlation of 0.77 indicates that around 77.0% of current Goldman Sachs price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.77 | |
| Spearman Rank Test | 0.67 | |
| Residual Average | 0.0 | |
| Price Variance | 1.84 |
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 ETF is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Goldman Etf is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Goldman Sachs Etf. Highlighted below are key reports to facilitate an investment decision about Goldman Sachs Etf:Check out Goldman Sachs Correlation, Goldman Sachs Volatility and Goldman Sachs Performance module to complement your research on Goldman Sachs. You can also try the Portfolio Analyzer module to portfolio analysis module that provides access to portfolio diagnostics and optimization engine.
Goldman Sachs technical etf 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, etf market cycles, or different charting patterns.