Goldman Sachs Group Stock Alpha and Beta Analysis
| GS Stock | USD 565.14 2.46 0.44% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Goldman Sachs Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Goldman Sachs over a specified time horizon. Remember, high Goldman Sachs' alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Goldman Sachs' market risk premium analysis include:
Beta (0.01) | Alpha (0.04) | Risk 1.91 | Sharpe Ratio (0.01) | Expected Return (0.02) |
Goldman Sachs Quarterly Cash And Equivalents |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Goldman |
Goldman Sachs Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Goldman Sachs market risk premium is the additional return an investor will receive from holding Goldman Sachs long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Goldman Sachs. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Goldman Sachs' performance over market.| α | -0.04 | β | -0.01 |
Goldman Sachs expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Goldman Sachs' Buy-and-hold return. Our buy-and-hold chart shows how Goldman Sachs performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Goldman Sachs Market Price Analysis
Market price analysis indicators help investors to evaluate how Goldman Sachs stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Goldman Sachs shares will generate the highest return on investment. By understating and applying Goldman Sachs stock market price indicators, traders can identify Goldman Sachs position entry and exit signals to maximize returns.
Goldman Sachs Return and Market Media
The median price of Goldman Sachs for the period between Wed, Dec 25, 2024 and Tue, Mar 25, 2025 is 593.07 with a coefficient of variation of 6.52. The daily time series for the period is distributed with a sample standard deviation of 38.96, arithmetic mean of 597.56, and mean deviation of 34.9. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Goldman Sachs dividend paid on 30th of December 2024 | 12/30/2024 |
1 | Letting It Rip | 01/14/2025 |
2 | Disposition of 195 shares by Carey Halio of Goldman Sachs at 628.87 subject to Rule 16b-3 | 01/23/2025 |
3 | Disposition of 693 shares by Carey Halio of Goldman Sachs at 639.16 subject to Rule 16b-3 | 01/24/2025 |
4 | Ryder System, Inc. Declares Quarterly Dividend of 0.81 | 02/07/2025 |
5 | What does Jack Mas return to the spotlight in China mean | 02/20/2025 |
6 | Goldman Sachs vs. the Reserve Bank of Australia | 03/03/2025 |
7 | Insider Selling Lantheus Holdings, Inc. Director Sells 53,107 Shares of Stock | 03/05/2025 |
8 | GeneDx Holdings Corp. CEO Katherine Stueland Sells 2,731 Shares | 03/11/2025 |
9 | Disposition of 1408 shares by Golten Alex S of Goldman Sachs at 635.64 subject to Rule 16b-3 | 03/14/2025 |
10 | Chinese depression rolls on | 03/17/2025 |
11 | thyssenkrupp Sets New 12-Month High Heres What Happened | 03/20/2025 |
About Goldman Sachs Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Goldman or other stocks. Alpha measures the amount that position in Goldman Sachs Group has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2022 | 2023 | 2024 | 2025 (projected) | |
| Dividend Yield | 0.0305 | 0.0319 | 0.0239 | 0.0143 |
| Price To Sales Ratio | 2.55 | 2.84 | 3.51 | 2.01 |
Goldman Sachs Upcoming Company Events
As portrayed in its financial statements, the presentation of Goldman Sachs' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Goldman Sachs' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Goldman Sachs' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Goldman Sachs. Please utilize our Beneish M Score to check the likelihood of Goldman Sachs' management manipulating its earnings.
| 16th of April 2024 Upcoming Quarterly Report | View | |
| 17th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 21st of January 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
Build Portfolio with Goldman Sachs
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Additional Tools for Goldman Stock Analysis
When running Goldman Sachs' price analysis, check to measure Goldman Sachs' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Goldman Sachs is operating at the current time. Most of Goldman Sachs' value examination focuses on studying past and present price action to predict the probability of Goldman Sachs' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Goldman Sachs' price. Additionally, you may evaluate how the addition of Goldman Sachs to your portfolios can decrease your overall portfolio volatility.