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Model
Goldman Sachs Bear Market Probability Model
Goldman Sachs Bear Market Probability Model
Nick Name
GS Bear Market Probability Model
Parent term
Model
The Goldman Sachs Bear Market Probability Model combines a group of economic and market indicators to infer how likely a bear market is at a current time.
More about Goldman Sachs Bear Market Probability Model
Discusses The Following
Entities
Goldman Sachs
Experts
Child Terms
Notes
The
model
combines a group of indicators that each can be used to indicate a
market
top
The
model
assigns each month a score
When the score is at the lower end of the models historical averages, the
stock market
is expected to rise in
future
the
future
year(s)
When the score is at the upper end of the models historic avages, the
stock market
is expected to perform poorly in the
future
year(s)
GS
Bear Market
Probability
Model
Components
The
model
combines the following Indicators.
U.S. unemployment rate
ISM
Manufacturing
Index
U.S.
Yield Curve
U.S.
inflation
rate
S&P
500
price
to earnings ratio