Terms

Goldman Sachs Bear Market Probability Model

Nick Name
GS Bear Market Probability Model
Parent term
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.

  • 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.