Goldman Sachs (GS): relative volume 2.18× its 20-day average (98th percentile)
On 2026-10-13, Goldman Sachs (GS) closed at 891.91 USD, down 0.23% on the day. At the 2026-10-13 close, Goldman Sachs (GS) had an RSI(14) of 33.92, in the 6th percentile of its history since 1999. Its 20-day return of -8.68% is in the 11th percentile of its history since 1999. At the 2026-10-13 close, Goldman Sachs (GS) traded at 36.7% of its 52-week range. The RSI(14) of Goldman Sachs (GS) last entered the overbought zone 131 days ago (2026-06-04) and the oversold zone 6 days ago (2026-10-07). It is trading below its 20-, 50- and 200-day moving averages. At the 2026-10-13 close, the 20/50/200-day moving averages of Goldman Sachs (GS) were 915.46 / 984.74 / 959.75 USD, with price -2.57% / -9.43% / -7.07% against them. Ranked from highest to lowest, its moving averages are the 50-day, 200-day and 20-day. At the 2026-10-13 close, the 52-week range of Goldman Sachs (GS) was 740.01–1153.99 USD; it closed 22.71% below the high (11.4× its typical daily range) and 20.53% above the low (6.6× its typical daily range). The high was set 90 days ago (2026-07-15) and the low 361 days ago (2025-10-17). It is 22.71% below its all-time high, set 90 days ago (2026-07-15). Its 20-day volatility is 1.406% daily, in the 37th percentile of its history since 1999. Its daily realised volatility is 0.948% over 5 days, 1.406% over 20 days, 1.779% over 60 days and 2.100% over 120 days. Annualised, these are 15.0%, 22.3%, 28.2% and 33.3% respectively. Its 14-day average true range (ATR) is 22.92 USD, 2.57% of price. It has returned -0.59% (40th percentile since 1999) over 5 days, -2.66% (27th) over 10 days, -8.68% (11th) over 20 days, -15.46% (10th) over 60 days, -4.59% (30th) over 120 days and +16.69% (58th) over 252 days. Against the S&P 500, its weekly returns show a beta of +1.06 and a correlation of +0.52 over 52 weeks; over 26 weeks, a beta of +0.76 and a correlation of +0.34. Relative to the S&P 500, it has returned -0.41% (5-day), -4.41% (10-day), -11.57% (20-day), -20.33% (60-day) and -2.43% (252-day). Its weekly-return correlation with changes in the US 10-year TIPS real yield is -0.18 over 52 weeks and -0.14 over 26 weeks. Next earnings are scheduled for 2026-10-13.
Figures reflect the official regular-session close for 2026-10-13.
=== GOLDMAN SACHS (GS) (USD) ===
price & change (as of 2026-10-13, prior 2026-10-12)
close 891.91
change -2.04 (-0.228%)
vs market S&P 500 -0.02% · Nasdaq 100 -0.33% (same day)
listing Exchange: NYSE, Currency: USD
range (as of 2026-10-13)
range 39.99
close pos 2.3% of range
moving averages (as of 2026-10-13)
20d MA 915.46 price below by -2.57%
50d MA 984.74 price below by -9.43%
200d MA 959.75 price below by -7.07%
200d MA slope +0.50% over 20 sessions (rising)
price < all MAs
stack: 50d > 200d > 20d
20d MA last crossed below 50d MA: 2026-08-11 (63d ago)
20d MA last crossed below 200d MA: 2026-10-02 (11d ago)
50d MA last crossed above 200d MA: 2025-06-16 (484d ago)
volatility (as of 2026-10-13)
20d stdev 1.406% daily ≈ 22.3% annualised (×√252) (37th pct of own history, since 1999 (6884 obs))
5d vol 0.948% daily ≈ 15.1% annualised (×√252) (21st pct of own history, since 1999 (6899 obs))
60d vol 1.779% daily ≈ 28.2% annualised (×√252) (57th pct of own history, since 1999 (6844 obs))
120d vol 2.100% daily ≈ 33.3% annualised (×√252) (71st pct of own history, since 1999 (6784 obs))
vs easing-2024 avg 0.74× (1.406% vs 1.895% era avg)
ATR (as of 2026-10-13)
ATR(14) 22.92
ATR% 2.57% (61st pct of own history, since 1999 (6890 obs))
range/ATR 174.5%
relative volume (as of 2026-10-13)
RVOL 2.18x (today vs prior 20-day average, excl. today)
pctile 98th pct of own history, since 1999 (6884 obs)
avg vol 63d 2,040,049 (≈3-month average daily share volume)
52-week range (as of 2026-10-13)
high 1153.99 (-22.71% from high) [2026-07-15, 90d ago]
low 740.01 (+20.53% from low) [2025-10-17, 361d ago]
drawdown -22.71% from all-time high, 90d ago (2026-07-15)
max drawdown (10-year, close-basis) -50.63% (2018-03-12 273.38 -> 2020-03-23 134.97, 742d peak-to-trough); recovered 2021-01-06 (289d after trough)
momentum (as of 2026-10-13)
RSI(14) 33.92 (6th pct of own history, since 1999 (6890 obs))
last overbought 131d ago (2026-06-04)
last oversold 6d ago (2026-10-07)
MACD (as of 2026-10-13)
MACD(12,26,9) -28.89 (above signal) signal -30.25 hist +1.36
returns (as of 2026-10-13)
5d return -0.59% from 897.18 on 2026-10-06 (40th pct of own history, since 1999 (6899 obs))
10d return -2.66% from 916.24 on 2026-09-29 (27th pct of own history, since 1999 (6894 obs))
20d return -8.68% from 976.67 on 2026-09-15 (11th pct of own history, since 1999 (6884 obs))
60d return -15.46% from 1055.03 on 2026-07-20 (10th pct of own history, since 1999 (6844 obs))
120d return -4.59% from 934.84 on 2026-04-22 (30th pct of own history, since 1999 (6784 obs))
252d return +16.69% from 764.36 on 2025-10-10 (58th pct of own history, since 1999 (6652 obs))
YTD return +1.47% from 879.00 on 2025-12-31
volatility by rate-era
pre-crisis (through 2008) 2.70% (from 1999-05-04)
ZIRP (2009–2015) 2.15%
tightening (2015–2018) 1.54%
ZIRP (2019–2021) 2.28%
tightening (2022–2023) 1.70%
easing (2024– ) 1.90%
real-yield sensitivity (weekly returns vs weekly Δ in 10Y TIPS real yield, DFII10) (as of 2026-10-09)
vs real yield (Δ) -0.14 (26w)
vs real yield (Δ) -0.18 (52w)
S&P 500 market factor (weekly returns) (as of 2026-10-13)
vs S&P 500 beta +0.76 corr +0.34 (26w)
vs S&P 500 beta +1.06 corr +0.52 (52w)
vs S&P 500 -0.41% rel (5d return)
vs S&P 500 -4.41% rel (10d return)
vs S&P 500 -11.57% rel (20d return)
vs S&P 500 -20.33% rel (60d return)
vs S&P 500 -2.43% rel (252d return)
vs Nasdaq 100 beta +0.38 corr +0.33 (26w)
vs Nasdaq 100 beta +0.56 corr +0.43 (52w)
vs Nasdaq 100 +1.53% rel (5d return)
vs Nasdaq 100 -3.42% rel (10d return)
vs Nasdaq 100 -14.22% rel (20d return)
vs Nasdaq 100 -22.29% rel (60d return)
vs Nasdaq 100 -9.45% rel (252d return)
vs XLF (Financials) beta +0.69 corr +0.36 (26w)
vs XLF (Financials) beta +1.06 corr +0.61 (52w)
vs XLF -2.09% rel (5d return)
vs XLF -4.16% rel (10d return)
vs XLF -5.11% rel (20d return)
vs XLF -13.28% rel (60d return)
vs XLF +11.59% rel (252d return)
earnings horizon
next earnings 2026-10-13 (0 days)
last reported 2026-07-14 (91 days ago)