Goldman Sachs asset management (GSAM) factor model is one of the quantitative/ factor models used by financial analysts to assess the performance and financial condition of a company. Typically are based on inputs obtained from financial statements(FS). There are various types of – statistical models, macroeconomic models and fundamental models. A uses company and industry attributes and market data known as "factors" to explain a company's historical returns. Since the input factors from FS may be questionable or the data may not be comparable over time this model includes a factor that is based on an assessment by equity analysts performing traditional .
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| - Goldman Sachs asset management factor model (en)
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| - Goldman Sachs asset management (GSAM) factor model is one of the quantitative/ factor models used by financial analysts to assess the performance and financial condition of a company. Typically are based on inputs obtained from financial statements(FS). There are various types of – statistical models, macroeconomic models and fundamental models. A uses company and industry attributes and market data known as "factors" to explain a company's historical returns. Since the input factors from FS may be questionable or the data may not be comparable over time this model includes a factor that is based on an assessment by equity analysts performing traditional . (en)
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| - Goldman Sachs asset management (GSAM) factor model is one of the quantitative/ factor models used by financial analysts to assess the performance and financial condition of a company. Typically are based on inputs obtained from financial statements(FS). There are various types of – statistical models, macroeconomic models and fundamental models. A uses company and industry attributes and market data known as "factors" to explain a company's historical returns. Since the input factors from FS may be questionable or the data may not be comparable over time this model includes a factor that is based on an assessment by equity analysts performing traditional . Goldman Sachs Asset Management factor model uses the following three measures.
* (A). Value
* i. Book/price
* ii. Retained EPS/price
* iii EBITD/enterprise value
* (B). Growth and momentum
* i. Estimate revisions
* ii. Price momentum
* iii. Sustainable growth
* (C). Risk
* i. Beta
* ii. Residual risk
* iii. (en)
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