Goldman Sachs Group, Inc. company logo

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

  • $219.77Last close price
    at 22-jun-2017
  • Subscribe >> Deal exit on
    June 23, 2017
    Deal entry on
    June 23, 2017
  • 1.42%Expected margin
  • 60.38% successful of 53 deals

GS

Model's trade recommendations 3.80% Return for period

-9.12% Annual return

$87.58B Market Cap

β 1.39  

GS

Model (following trade recommendations)

GS

Underlying stock

S&P 500

Index
Return for period 3.80%
-0.60%
1.78%
52wk return -10.95%
50.19%
16.82%
52wk Range
139.51—252.89
2000.54—2399.63
Sortino ratio -0.75
Sharpe ratio -0.66
Norm. RMSE 0.36%
Downside risk 11.85%
Volatility 13.61%
  • 3.00 (1.35%) Div (Yield)
  • BUY Analysts consensus recommendation

Goldman Sachs is a global investment banking and securities firm, providing a full range of investing, advisory and financing services worldwide to a substantial and diversified client base, which includes corporations, financial institutions, governments, and high net worth individuals. (Company Press Release)

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 384M
P/E 11.82
Shares Outstanding 394M
% Held by Insiders 2.57%
% Held by Institutions 75.11%
EPS (last reported FY) $16.29
EPS (last reported Q) $5.15
EPS, estimated (last reported Q) $5.38
Total revenues $31 B
Net income $7 B