The Goldman Sachs Group, Inc.
GS · Financial Services · · USDFahodi Score SELL Mid-term (Position)
36
/ 100
Technical
25
Trend & RS
34
Momentum
38
Fundamental
67
Macro
22
Liquidity
79
| Component | Score | Weight |
|---|---|---|
| Technical | 25.0 | 20% |
| Trend & RS | 34.0 | 30% |
| Momentum | 37.9 | 15% |
| Fundamental | 66.7 | 10% |
| Macro | 22.5 | 20% |
| Liquidity | 78.9 | 5% |
Trade Setup
| Entry | 868.95 |
| Stop Loss | 811.57 (6.6%) |
| Target 1 (1:1) | 926.33 (+6.6%) |
| Target 2 (2:1) | 983.71 (+13.2%) |
| ATR(14) | 28.69 (3.3%) |
| Risk per Share | 57.38 |
| Reward:Risk | 2:1 |
ATR-based levels. Adjust for support/resistance zones.
Factor Profile
| Factor | Score | Z | Bar |
|---|---|---|---|
| Value | 81.8 | +1.27 | |
| Momentum | 34.4 | -0.62 | |
| Quality | 56.5 | +0.26 | |
| Composite | 57.6 | ||
Quality Scores
Piotroski F-Score
6
/9 —
Average
✓
✓
✗
✗
✗
✓
✓
✓
✓
1. Positive Net Income
2. Positive Roa
3. Positive Cfo
4. Quality Earnings
5. Lower Leverage
6. Higher Liquidity
7. No Dilution
8. Higher Gross Margin
9. Higher Asset Turnover
Altman Z-Score
Insufficient Data
Valuation vs Peers Undervalued
| Metric | Stock | Sector | vs Peers |
|---|---|---|---|
| P/E Ratio | 12.5 | 18.0 | -31% below |
| P/B Ratio | 2.4 | 2.5 | Inline |
| Dividend Yield | 2.3% | 2.0% | Above avg |
Comparing against Financial Services median multiples.
Trading at a discount to sector peers — potential value opportunity.
Intrinsic Value (DCF) Significantly Undervalued
Intrinsic Value
2033.93
vs
Market Price
868.95
Upside
+134.1%
| Margin of Safety | +57.3% |
| Stage 1 PV (5yr FCF) | 117,921,283,512 |
| Terminal Value PV | 468,735,524,154 |
| Total Enterprise Value | 586,656,807,666 |
Assumptions
| Base FCF | 16,048,500,744 |
| Growth Rate (5yr) | 23.3% |
| Terminal Growth | 2.5% |
| Discount Rate (WACC) | 9.0% |
2-stage DCF: 5yr projected FCF + Gordon Growth terminal value. Estimates only — adjust growth and WACC for your own assumptions.
Position Sizing — Kelly Criterion
4.6%
Recommended Size
21.39%
Full Kelly
10.69%
Half Kelly
5.0%
Max Cap (Moderate)
Kelly inputs derived from quant score 36/100. Estimated win rate 51%, avg win 7.2%, avg loss 4.3%. Position was capped at the moderate risk maximum. This is analytical output, not a recommendation to trade.
RECOVERY
Regime: RECOVERY (40% confidence) — position size reduced 8%
Signal Summary STRONG SELL
1
Bullish Signals
3
Bearish Signals
40.89
RSI(14)
-7.7365
MACD
Relative Strength (RS) WEAKENING
47
/ 99
RS Rating
O'Neil filter: <80
| RS vs SPY | ↓ FALLING (-11.0% vs SPY 3M) |
| RS vs Sector | UNDERPERFORMING (Financial Services) |
| RS New High | No (51d since high) |
| Sector Outperformance | -21.8% (3M) |
RS Line — stock / SPY (90 bars)
← older
newer →
RS vs SPY
50-day SMA of RS
WEAKENING:
Losing momentum — the stock was performing well but is now falling behind the market.
Technical Indicators
| Indicator | Value | Signal |
|---|---|---|
| Rsi | 40.89 | NEUTRAL |
| Macd | -7.7365 | BULLISH |
| Ma Cross | 935.71 / 950.67 | DEATH CROSS |
| Trend Short | BELOW SMA50 | |
| Trend Long | BELOW SMA200 | |
| Bollinger | MIDDLE | |
| Volume | 1.63x | HIGH |
Key Levels
| Level | Price |
|---|---|
| 52-Week High | 1153.99 |
| Bollinger Upper | 929.41 |
| SMA(200) | 950.67 |
| SMA(50) | 935.71 |
| SMA(20) | 895.45 |
| Current Price | 868.95 |
| Bollinger Lower | 861.49 |
| 52-Week Low | 754.00 |
| ATR(14) | 28.69 |
Advanced Technical Analysis
Click to expand
Wyckoff Phase & Volume Spread Analysis
Wyckoff Phase
ACCUMULATION A
Confidence
50%
Selling Climax
Acc: 2.0 |
Dist: 0.0 |
Markup: 0.0 |
Markdown: 2.0
Volume Spread Analysis (last 5 bars)
| Date | Signal | Vol | Description |
|---|---|---|---|
| 2026-10-30 | Normal | 0.91x | Normal bar — no special VSA pattern |
| 2026-11-02 | Normal | 0.78x | Normal bar — no special VSA pattern |
| 2026-11-03 | Normal | 0.6x | Normal bar — no special VSA pattern |
| 2026-11-04 | Normal | 1.19x | Normal bar — no special VSA pattern |
| 2026-11-05 | Normal | 1.63x | Normal bar — no special VSA pattern |
Ichimoku Cloud BEARISH
| Line | Value | Status |
|---|---|---|
| Tenkan-sen (9) | 896.91 | Below Kijun |
| Kijun-sen (26) | 896.91 | Base line |
| Senkou A | 896.91 | Leading span A |
| Senkou B | 956.39 | Leading span B |
| Cloud | 896.91 – 956.39 | Bearish (Red) |
| Price vs Cloud | 868.95 | Below Cloud |
| Chikou Span | 896.67 | Bearish |
| Alignment Score | 0/4 | BEARISH |
TTM Squeeze & Divergences
TTM Squeeze
SQUEEZE ON
12 bars
Momentum:
BEARISH
BB: 861.49 – 929.41 | KC: 852.78 – 938.11
Divergences (last 60 bars)
| Type | Indicator | Bars Ago | Strength |
|---|---|---|---|
| Hidden Bearish | RSI | 12 | |
| Regular Bullish | RSI | 14 |
Anchored VWAP
VWAP: 935.72
Anchor: 2025-11-21 (52w Low)
BELOW AVWAP
-7.1%
Heikin-Ashi Trend
WEAKLY BEARISH
Full data via /api/advanced/GS
Valuation
| Metric | Value |
|---|---|
| Market Cap | 250.64B |
| P/E (TTM) | 12.49 |
| Forward P/E | N/A |
| P/B | 2.37 |
| EPS | 69.55 |
Financial Health
| Metric | Value |
|---|---|
| Revenue Growth | 23.3% |
| Profit Margin | 31.2% |
| ROE | 17.7% |
| Debt/Equity | 756.01 |
| Current Ratio | 1.61 |
| Dividend Yield | 2.3% |
| Payout Ratio | N/A |
| Beta | 1.27 |
Trading Data
868.95
Open
868.95
Day High
868.95
Day Low
3.86M
Volume (1.8x avg)
Price Chart (90 Days)
Candlesticks (green=up, red=down)
SMA 20
SMA 50
Bollinger Bands (upper/lower)
Volume (green=buying, red=selling)