Goldman Sachs Marketbeta Etf Market Value
| GSID Etf | USD 74.15 1.62 2.23% |
| Symbol | Goldman |
Goldman Sachs MarketBeta'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. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. 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.
| 11/11/2025 |
| 02/09/2026 |
If you would invest 0.00 in Goldman Sachs on November 11, 2025 and sell it all today you would earn a total of 0.00 from holding Goldman Sachs MarketBeta or generate 0.0% return on investment in Goldman Sachs over 90 days. Goldman Sachs is related to or competes with John Hancock, IShares Morningstar, Invesco International, Franklin FTSE, Goldman Sachs, Dimensional International, and IShares MSCI. The fund invests at least 80 percent of its assets in securities included in its underlying index, in depositary receipt... 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 MarketBeta upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.791 | |||
| Information Ratio | 0.0875 | |||
| Maximum Drawdown | 3.01 | |||
| Value At Risk | (1.16) | |||
| Potential Upside | 1.21 |
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 | 0.1641 | |||
| Jensen Alpha | 0.087 | |||
| Total Risk Alpha | 0.0709 | |||
| Sortino Ratio | 0.085 | |||
| Treynor Ratio | 0.1953 |
Goldman Sachs February 9, 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 | 0.1641 | |||
| Market Risk Adjusted Performance | 0.2053 | |||
| Mean Deviation | 0.6058 | |||
| Semi Deviation | 0.579 | |||
| Downside Deviation | 0.791 | |||
| Coefficient Of Variation | 489.52 | |||
| Standard Deviation | 0.768 | |||
| Variance | 0.5897 | |||
| Information Ratio | 0.0875 | |||
| Jensen Alpha | 0.087 | |||
| Total Risk Alpha | 0.0709 | |||
| Sortino Ratio | 0.085 | |||
| Treynor Ratio | 0.1953 | |||
| Maximum Drawdown | 3.01 | |||
| Value At Risk | (1.16) | |||
| Potential Upside | 1.21 | |||
| Downside Variance | 0.6257 | |||
| Semi Variance | 0.3353 | |||
| Expected Short fall | (0.64) | |||
| Skewness | (0.02) | |||
| Kurtosis | (0.11) |
Goldman Sachs MarketBeta Backtested Returns
At this point, Goldman Sachs is very steady. Goldman Sachs MarketBeta holds Efficiency (Sharpe) Ratio of 0.19, which attests that the entity had a 0.19 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Goldman Sachs MarketBeta, which you can use to evaluate the volatility of the entity. Please check out Goldman Sachs' Risk Adjusted Performance of 0.1641, market risk adjusted performance of 0.2053, and Downside Deviation of 0.791 to validate if the risk estimate we provide is consistent with the expected return of 0.14%. The etf retains a Market Volatility (i.e., Beta) of 0.75, 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.
Auto-correlation | 0.54 |
Modest predictability
Goldman Sachs MarketBeta has modest predictability. Overlapping area represents the amount of predictability between Goldman Sachs time series from 11th of November 2025 to 26th of December 2025 and 26th of December 2025 to 9th 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 MarketBeta price movement. The serial correlation of 0.54 indicates that about 54.0% of current Goldman Sachs price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.54 | |
| Spearman Rank Test | 0.71 | |
| Residual Average | 0.0 | |
| Price Variance | 2.01 |
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 MarketBeta 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 Marketbeta Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Goldman Sachs Marketbeta 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 File Import module to quickly import all of your third-party portfolios from your local drive in csv format.
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.