GS
US EQUITY
Financials
Investment Banking & Brokerage
CIK: 886982
Goldman Sachs (GS) Quant Factor Diagnostic & Fair Value Model
Goldman Sachs (Ticker: GS) is listed in the Financials sector (Investment Banking & Brokerage). Below is its point-in-time financial profile, valuation multiples, and cross-sectional factor diagnostics.
$875.68
-1.75%
Latest Close (2026-10-23)
Market Cap: $257.63B
P/E Ratio: 10.4
Momentum Strength
3M / 12M
-16.46%
1M: -5.16%
12M: +17.60%
Quality (ROE)
Point-in-Time
+21.60%
Trailing Return on Equity
Technical Trend
RSI 14
43.4
SMA50: $959.72
SMA200: $958.56
Valuation Multiplier
Trailing
10.4
Deep Value (Under 15x P/E)
📊
Valuation & Multi-Factor Diagnostic
Deep Value (Under 15x P/E)
GS trades at an attractive earnings multiple of 10.4x, significantly lower than the broader S&P 500 average.
⚡
Benchmark Factor Strategy
S&P 500 Momentum Alpha Strategy
This strategy applies cross-sectional momentum and quality factor filters across large-cap US equities.
📈 Daily Candlestick & Volume Quant Chart
Interactive lightweight price action & volume breakdown over recent 90 trading days.
均线多头 (MA20/50)
Piotroski F-Score: 7/9 (High Financial Strength)
Official Point-in-Time Financial Filing History
Zero Lookahead Bias: Every financial metric is timestamped at the exact moment officially published to the market.
备案 CIK: 886982 · 10-K 年报 / 10-Q 季报
| Form | Period End | Filing Timestamp (Point-in-Time) | Revenue | Net Income | Operating CF | EPS (Diluted) |
|---|---|---|---|---|---|---|
| 10-Q | 2026-06-30 | 2026-08-03 | - | $6.63B | -$25.76B | $20.98 |
| 10-Q | 2026-03-31 | 2026-08-03 | - | $5.63B | -$31.87B | $17.55 |
| 10-Q | 2025-12-31 | 2026-08-03 | - | - | - | - |
| 10-Q | 2025-06-30 | 2026-08-03 | - | $3.72B | -$31.56B | $10.91 |
| 10-Q | 2025-03-31 | 2026-05-01 | - | $4.74B | -$37.23B | $14.12 |
| 10-K | 2025-12-31 | 2026-02-25 | - | $17.18B | -$45.15B | $51.32 |
| 10-K | 2024-12-31 | 2026-02-25 | - | $14.28B | -$13.21B | $40.54 |
| 10-K | 2023-12-31 | 2026-02-25 | - | $8.52B | -$12.59B | $22.87 |
💡 Methodology & Frequently Asked Questions
Key reference details regarding Goldman Sachs (GS) valuation multiples, momentum factors, and point-in-time filing conventions.
How should GS's current valuation multiple be interpreted? ↓
GS trades at a trailing P/E of 10.4x within the Financials sector (deep value (under 15x p/e)). Valuation multiples are computed using trailing-twelve-month GAAP earnings against the latest close price.
What are GS's key momentum and technical factor indicators? ↓
As of the latest close, GS shows a 1-month return of -5.16%, 3-month return of -16.46%, and 12-month return of +17.60%, with a 14-day RSI of 43.4. Momentum factors reflect short- and intermediate-term price velocity across the equity cross-section.
What is Point-in-Time (PIT) financial data and why does it matter for GS? ↓
Point-in-Time indexing aligns corporate fundamentals with their official public filing timestamps (Form 10-Q/10-K) rather than accounting period-end dates. This methodology eliminates lookahead bias in historical equity backtests.
How can GS be incorporated into systematic factor models? ↓
GS can be evaluated within customized multi-factor models or screened against cross-sectional filters (such as momentum quintiles and return on equity) to analyze historical turnover and risk-adjusted return.