Goldman Sachs Group, Inc. company logo

# RNN 1st Gen Model Goldman Sachs Group, Inc. Security brokers & dealers

Prediction models:
Subscribe >> Deal exit on
April 23, 2018
Deal entry on
April 23, 2018
1.31%Expected margin
74.63% successful of 67 deals
$ 251.96 Last close price
at 20-apr-2018

GS

Model's trade recommendations -0.99% Return for period

3.09% Annual return

$96.49B Market Cap

β 1.37  

GS

Model (following trade recommendations)

GS

Underlying stock

S&P 500

Index
Return for period -0.99%
2.73%
1.78%
52wk return 30.73%
16.19%
16.82%
52wk Range
211.26—273.38
2000.54—2399.63
Sortino ratio 0.30
Sharpe ratio 0.26
Norm. RMSE 0.51%
Downside risk 13.23%
Volatility 15.05%
  • 3.00 (1.18%) Div (Yield)
  • BUY Analysts consensus recommendation

Goldman Sachs BDC, Inc. is a specialty finance company that has elected to be regulated as a business development company. GS BDC was formed by The Goldman Sachs Group, Inc. (`Goldman Sachs`) to invest primarily in middle-market companies in the United States, and is externally managed by Goldman Sachs Asset Management, L.P., an SEC-registered investment adviser and a wholly-owned subsidiary of Goldman Sachs. GS BDC seeks to generate current income and, to a lesser extent, capital appreciation primarily through direct originations of secured debt, including first lien, first lien/last-out unitranche and second lien debt, and unsecured debt, including mezzanine debt, as well as through select equity investments.

Industry sector: Finance

Sector classification: Security brokers & dealers

Deep Learning based analysis and prediction model for Goldman Sachs Group, Inc. (GS) stock is a 1st Generation Non-linear Autoregresive with exogenous variable(s) (NARX) model based on the Recurrent Neural Network architecture.

Model is in the production pipeline since Sept. 10, 2014.

Market data for GS model training are being downloaded from the Quandl premium datasets on a daily basis.

Model is being retrained on a daily basis.

Float 370M
P/E 11.76
Shares Outstanding 380M
% Held by Insiders 2.57%
% Held by Institutions 73.21%
EPS (last reported FY) $19.76
EPS (last reported Q) $6.95
EPS, estimated (last reported Q) $5.67
Total revenues $32 B
Net income $4 B