Goldman Sachs Group Inc. (GS) — Quantitative Forecast & Factor Scores

GS currently carries a valuation grade of Hold. At a trailing P/E of 15.7, the stock trades at a 12% premium to the Financials sector median of 14.0x. Our discounted cash flow model suggests an intrinsic range of $693–$1,131, implying a +13% margin of safety at the current price of $805.48.

With a beta of 1.34, GS exhibits an above-market risk profile relative to the broad market. Net margins of 28.9% are broadly consistent with the Financials average of 28%. Return on equity stands at 13.9%. Debt-to-equity of 596% warrants monitoring for leverage risk.

With a 42% beat rate on recent quarters, earnings predictability has been mixed. The most recent quarter saw a -5.5% earnings miss. Analyst estimate revisions are trending accelerating.

Insiders have been net sellers to the tune of $216,298,948 recently. While routine dispositions are common, the magnitude bears watching. Short interest is low at 2.1% of float, suggesting limited bearish conviction.

A put/call ratio of 0.97 indicates roughly balanced sentiment in the options market. Implied and realized volatility are roughly aligned at 42.4% and 39.6% respectively.

Among closely correlated names, GS shows the strongest co-movement with MS (0.91), C (0.82), JPM (0.78). Investors seeking diversification should note these correlation dynamics when constructing multi-asset portfolios.