Goldman Sachs Just Etf Market Value
| JUST Etf | USD 96.62 0.02 0.02% |
| Symbol | Goldman |
Investors evaluate Goldman Sachs JUST 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. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. External factors like market trends, sector rotation, and investor psychology can cause Goldman Sachs' market price to deviate significantly from intrinsic value.
Understanding that Goldman Sachs' value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether Goldman Sachs represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. 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 JUST or generate 0.0% return on investment in Goldman Sachs over 90 days. Goldman Sachs is related to or competes with Harbor ETF, Goldman Sachs, Pacer Funds, Swan Hedged, First Trust, Franklin FTSE, and JPMorgan Diversified. The fund seeks to achieve its investment objective by investing at least 80 percent of its assets in securities included... 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 JUST upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7994 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 3.65 | |||
| Value At Risk | (1.28) | |||
| Potential Upside | 1.04 |
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 | 0.0522 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.0573 |
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 | 0.0522 | |||
| Market Risk Adjusted Performance | 0.0673 | |||
| Mean Deviation | 0.5558 | |||
| Semi Deviation | 0.7095 | |||
| Downside Deviation | 0.7994 | |||
| Coefficient Of Variation | 1519.32 | |||
| Standard Deviation | 0.742 | |||
| Variance | 0.5506 | |||
| Information Ratio | (0.03) | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.0573 | |||
| Maximum Drawdown | 3.65 | |||
| Value At Risk | (1.28) | |||
| Potential Upside | 1.04 | |||
| Downside Variance | 0.639 | |||
| Semi Variance | 0.5034 | |||
| Expected Short fall | (0.58) | |||
| Skewness | (0.38) | |||
| Kurtosis | 0.9964 |
Goldman Sachs JUST Backtested Returns
Currently, Goldman Sachs JUST is very steady. Goldman Sachs JUST holds Efficiency (Sharpe) Ratio of 0.0658, which attests that the entity had a 0.0658 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Goldman Sachs JUST, which you can use to evaluate the volatility of the entity. Please check out Goldman Sachs' Risk Adjusted Performance of 0.0522, market risk adjusted performance of 0.0673, and Downside Deviation of 0.7994 to validate if the risk estimate we provide is consistent with the expected return of 0.0488%. The etf retains a Market Volatility (i.e., Beta) of 0.68, 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 | 0.06 |
Virtually no predictability
Goldman Sachs JUST has virtually no 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 JUST price movement. The serial correlation of 0.06 indicates that barely 6.0% of current Goldman Sachs price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.06 | |
| Spearman Rank Test | -0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.56 |
Thematic Opportunities
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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 Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
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.