Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF chart

Last update: 2022-12-30
Key statistics and financials
Three year average return 24.47%
YTD return -1.85%
Beta 3Y 0.98
Total Assets 14.88B
Annual report expense ratio 0.09%

Company description

The index is designed to deliver exposure to equity securities of large capitalization U.S. issuers. The fund seeks to achieve its investment objective by investing at least 80% of its assets (exclusive of collateral held from securities lending) in securities included in its underlying index, in depositary receipts representing securities included in its underlying index and in underlying stocks in respect of depositary receipts included in its underlying index.

Sector: N/A - Industry: N/A


Insider Transactions

Here are the insider transactions of stock shares related to Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF:

Filer Name Transaction Text Ownership Date Filer Relation Shares
NO DATA

Insider transaction explanations

Insider buying is the legal purchase of shares by a senior executive or director of a company. "Filer Name" corresponds to the name of the stock buyer or seller. "Transaction Text" describes the transaction. "Ownership" gives information about the transaction type. "Date" is the reported transaction date. "Filer Relation" gives the role of the insider in the company. "Shares" is the value of the transaction. You will find the complete description of the General Transaction Codes on the SEC dedicated page


Investment strategy backtesting

These are the result of three automatic investment systems applied to Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF. You will find the performance of an systematic investment system, a momentum strategy, and a buy the dip trading strategy.


Systematic investment results on Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF

Here is the result of two systematic investment strategies applied to Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF. The first strategy automatically buys the first day of the month, and the second strategy buys the fifteenth day of the month.

Systematic investment equity curve on Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF

The following chart shows the equity curve of the two systematic investment strategies applied to Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF:

Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF automated entries

The systematic investment strategy that buys the first day of the month would give a performance of 47.68% on the backtest period.

Performance at glance

Performance

47.68 %

Latent gain

1094.07 $

Invested capital

2294.77 $

Annualized return

11.52 %
Build your Trading System
Automated Trading using Prorealtime ebook

Momentum strategy results on Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF

This is the result of two momentum investment strategies applied to Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF. The first strategy uses a momentum signal calculated on one quarter, and the second uses a momentum signal calculated on two quarters.

Momentum entry openings on Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF

The following chart shows all the entries opened by the momentum investment system on Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF:

Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF momentum entries
  • The first momentum investment strategy would give 44.98% of return on Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF. That represents 2102.79$ of latent gain with 4674.89$ of employed capital.
  • The second momentum investment strategy would give 47.74% of return on Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF. That represents 1584.98$ of latent gain with 3319.92$ of employed capital.
Performance at glance (1Q Momentum)

Performance

44.98 %

Latent gain

2102.79 $

Invested capital

4674.89 $

Annualized return

0.0 %
Performance at glance (2Q Momentum)

Performance

47.74 %

Latent gain

1584.98 $

Invested capital

3319.92 $

Annualized return

13.04 %

Momentum equity curve on Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF

The following chart shows the equity curve of the two momentum strategies applied to Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF:

Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF momentum equity

Note: the dividends potentially given by Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF

The following chart shows the employed capital evolution of the two momentum strategies on Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF since the beginning:

Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Buy the dip strategy result on Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF

Buy the dip entry openings on Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF

Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF

The performance achieved by the robo-advisor on Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF is 0%. That represents 0.0$ of latent gain with 0.0$ of employed capital. The following chart shows Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF stock price with all the entries opened by the automated investment system.

Note: The blue line represents the weekly stock price of Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF, and the green triangles represent the entry openings. The artificall robo-advisor needs at least 100 weeks of trading history to work.

Performance at glance

Performance

0 %

Latent gain

0.0 $

Invested capital

0.0 $

Annualized return

0.0 %

Equity curve of the strategy applied to Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF

The following chart shows the result of the investment strategy applied to Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF:

Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF

Note: the dividends potentially given by Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF

The following chart shows the employed capital evolution since the beginning of the investment strategy on Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF:

Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Investment strategies comparison on Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF

In this section, I will compare the three previous investment strategies applied to Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF.

Equity curve comparison on Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF

The following chart shows the equity curve of the artificall advisor, the trend folowing and the automatic investment strategies:

Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF investment strategy comparison

Employed capital comparison on Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF

Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF investment comparison

Performance comparison on Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF

Strategy Latent Profit Growth Employed capital CAGR
Automatic investment 47.68% 1094.07$ 2294.77$ 11.52%
Momentum 1 quarter 44.98% 2102.79$ 4674.89$ 11.53%
Momentum 2 quarters 47.74% 1584.98$ 3319.92$ 13.04%
Non-directional 0% 0.0$ 0.0$ 0.0%
Annualized return comparison

Automatic investment

11.52 %

Momentum 1Q

13.04 %

Momentum 2Q

13.04 %

Non-directional

0.0 %

Correlated stocks

Here are the most positively and negatively correlated stocks with Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF:

Positive correlations

Most correlated stocks this year

  • Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF
  • ETFMG Prime Cyber Security ETF

  • Most correlated stocks last 3 months

  • Grand Canyon Education Inc
  • First Trust Alternative Absolute Return Strategy E
  • Gentex Corp
  • Polaris Inc
  • Gentherm Inc - Class A
  • Main Street Capital Corporation
  • Murphy Oil Corp
  • North American Construction Group Ltd
  • GIBSON ENERGY INC
  • Gamida Cell Ltd
  • IQ Global Resources ETF
  • VanEck BDC Income ETF
  • Science Applications International Corp
  • Liberty Energy Inc - Class A
  • ADT Inc
  • General Motors Company
  • BWX Technologies Inc
  • SAVARIA CORP.
  • HOWDEN JOINERY GROUP PLC ORD 10P
  • Sixth Street Specialty Lending Inc
  • BDCZ
  • Brighthouse Financial Inc
  • LPL Financial Holdings Inc
  • Ares Management Corp - Class A
  • Targa Resources Corp
  • NexTier Oilfield Solutions Inc
  • Trimble Inc
  • Oneok Inc
  • Black Stone Minerals L.P.
  • Ultralife Corp
  • Ameriprise Financial Inc
  • iShares MSCI Israel ETF
  • Oceaneering International Inc
  • Starbucks Corp
  • Kinder Morgan Inc - Class P
  • Pembina Pipeline Corporation
  • WISDOMTREE INTERNATIONAL MULTIFACTOR FUND N/A
  • Dorman Products Inc
  • Allied Motion Technologies Inc
  • Addus HomeCare Corporation
  • Eaton Vance Senior Income Trust
  • Juniper Networks Inc
  • Canadian Natural Resources Ltd
  • Cenovus Energy Inc
  • Ellington Residential Mortgage REIT
  • Flex Ltd
  • SCOTTISH AMERICAN INVESTMENT CO. PLC ORD 25P
  • Pbf Logistics Lp
  • Nike Inc - Class B
  • CSE GLOBAL
  • Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF
  • ETFMG Prime Cyber Security ETF
  • SYLVANIA PLATINUM LIMITED CMN SHS USD0.01 (DI)
  • Suzano S.A.

  • Negative correlation

    Most negatively correlated stocks this year


    Most negatively correlated stocks last 3 months

  • ARION

  • Note: The algorithm computes the probability of correlation between Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF and the other stocks. There may be false positives or some missing correlated stocks. If the price of Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF does not vary for 36 weeks, the correlation calculation result will be wrong.


    Company information

    Company name Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF
    Country
    City
    Address
    Phone
    Website
    FullTime employees
    Industry
    Sector
    Exchange ARCX
    Ticker GSLC
    Market

    Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF ESG Scores

    Environment scores

    Environment ESG Factors Scores
    Environment Score 0
    Peer Environment Performance unknown
    Environment Percentile unknown
    Palm Oil unknown
    Nuclear unknown
    Fur Leather unknown
    GMO unknown
    Coal unknown
    Pesticides unknown
    Animal Testing unknown

    Social scores

    Social ESG Factors Scores
    Social Score 0
    Peer Social Performance unknown
    Social Percentile unknown
    Highest Controversy unknown
    Peer Highest Controversy Performance unknown
    Adult unknown
    Gambling unknown
    Alcoholic unknown
    Tobacco unknown
    Catholic unknown
    Controversial Weapons unknown
    Small Arms unknown
    Military Contract unknown
    Peer Count unknown

    Related Controversy:


    Governance scores

    Governance ESG Factors Scores
    Governance Score 0
    Peer Governance Performance unknown
    Governance Percentile unknown

    ESG at glance
    Total ESG Scores: unknown
    Environment Score: 0
    Social Score: 0
    Governance Score: 0

    ESG Performance: unknown

    Peer Group: unknown

    Peer Esg Score Performance: unknown

    Rating Year: unknown

    Rating Month: unknown

    Max Age: unknown

    Percentile: unknown