About: Goldman Sachs asset management factor model

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 .