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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 quantitative models are based on inputs obtained from financial statements(FS). There are various types of factor models – statistical models, macroeconomic models and fundamental models. A fundamental factor model 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 equity analysis. 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. Disappointment risk == References == 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Goldman Sachs asset management factor model」の詳細全文を読む スポンサード リンク
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