Goldman Sachs Activebeta Etf Market Value
| GLOV Etf | USD 58.72 0.07 0.12% |
| Symbol | Goldman |
Investors evaluate Goldman Sachs ActiveBeta 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. Investment professionals apply varied valuation frameworks to compute inherent worth and acquire positions when market prices trade at discounts to calculated value. 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.
| 10/31/2025 |
| 01/29/2026 |
If you would invest 0.00 in Goldman Sachs on October 31, 2025 and sell it all today you would earn a total of 0.00 from holding Goldman Sachs ActiveBeta or generate 0.0% return on investment in Goldman Sachs over 90 days. Goldman Sachs is related to or competes with Goldman Sachs, Goldman Sachs, Schwab International, Global X, IShares MSCI, Goldman Sachs, and IShares MSCI. 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 ActiveBeta upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5106 | |||
| Information Ratio | 0.0163 | |||
| Maximum Drawdown | 2.51 | |||
| Value At Risk | (0.61) | |||
| Potential Upside | 0.7498 |
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 | 0.0976 | |||
| Jensen Alpha | 0.0328 | |||
| Total Risk Alpha | 0.0246 | |||
| Sortino Ratio | 0.0157 | |||
| Treynor Ratio | 0.1146 |
Goldman Sachs January 29, 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 | 0.0976 | |||
| Market Risk Adjusted Performance | 0.1246 | |||
| Mean Deviation | 0.3943 | |||
| Semi Deviation | 0.4013 | |||
| Downside Deviation | 0.5106 | |||
| Coefficient Of Variation | 709.08 | |||
| Standard Deviation | 0.4916 | |||
| Variance | 0.2417 | |||
| Information Ratio | 0.0163 | |||
| Jensen Alpha | 0.0328 | |||
| Total Risk Alpha | 0.0246 | |||
| Sortino Ratio | 0.0157 | |||
| Treynor Ratio | 0.1146 | |||
| Maximum Drawdown | 2.51 | |||
| Value At Risk | (0.61) | |||
| Potential Upside | 0.7498 | |||
| Downside Variance | 0.2607 | |||
| Semi Variance | 0.1611 | |||
| Expected Short fall | (0.42) | |||
| Skewness | (0.44) | |||
| Kurtosis | 0.5232 |
Goldman Sachs ActiveBeta Backtested Returns
At this stage we consider Goldman Etf to be very steady. Goldman Sachs ActiveBeta holds Efficiency (Sharpe) Ratio of 0.14, which attests that the entity had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Goldman Sachs ActiveBeta, which you can use to evaluate the volatility of the entity. Please check out Goldman Sachs' Downside Deviation of 0.5106, market risk adjusted performance of 0.1246, and Risk Adjusted Performance of 0.0976 to validate if the risk estimate we provide is consistent with the expected return of 0.0693%. The etf retains a Market Volatility (i.e., Beta) of 0.52, 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 | 0.64 |
Good predictability
Goldman Sachs ActiveBeta has good predictability. Overlapping area represents the amount of predictability between Goldman Sachs time series from 31st of October 2025 to 15th of December 2025 and 15th of December 2025 to 29th of January 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 ActiveBeta price movement. The serial correlation of 0.64 indicates that roughly 64.0% of current Goldman Sachs price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.64 | |
| Spearman Rank Test | 0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 0.16 |
Thematic Opportunities
Explore Investment Opportunities
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 Bonds Directory module to find actively traded corporate debentures issued by US companies.
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.