# REPORTS: Goldman Sachs - S&500 Statistics - 2024

![Image](https://upload.cafenono.com/image/slashpagePost/20241124/230025_qCon9Fx5fkHIXQH5au?q=80&s=1280x180&t=outside&f=webp)

# Goldman Sachs - Global Strategy Paper No71 - 2024

**Highlights:**
1. SNP 10Y Rolling Return
2. Distribution of Returns
3. Historical PE Ratio
4. Portfolio Share of Top 10 Constituents
5. Portfolio Concentration vs Volatility
6. Portfolio Concentration vs Sasonality
7. Historical PE of Top 10 Constituents
8. Growth Winner Rate
9. Profitability Winner Rate
10. GDP Growth Distribuition
11. Indice Return Forecast
12. Indice 10Y Returns Distribuition
13. Stocks vs Bonds 10Y Returns
14. Weight Strategy
15. Portfolio Concentration Returns
16. Statiscal Bet
17. Premium of Top 10 vs S&P500
18. Goldman Sachs vs Consensus
19. Next Decade CAGR by GS and Consensus
20. Returns Distribuition of Pension Funds
21. Asset Location of Pension Funds
22. Purchase Price vs Return
23. Historical PE (Adjusted)
24. Price Level
25. Returns by CAPE Indicator
26. Z-Level of GDP Contractions
27. Historical Bond Yield
28. Stock Valuation vs Bond Yield
29. Historical Bubble
30. Historical ROE
31. Top 5% vs 95% Rolling Return
32. Turnover Probability
33. Goldman Sachs AI Bet
34. Historical Asset Allocation
35. Historical Tax

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## 1. S&P 10Y Rolling Return

![Image](https://upload.cafenono.com/image/slashpagePost/20241124/230352_X5vj0Dl9wunBnouheY?q=80&s=1280x180&t=outside&f=webp)

## 2. Distribution of Returns

![Image](https://upload.cafenono.com/image/slashpagePost/20241124/230352_zPRKVfnF5VO3N2ZJBu?q=80&s=1280x180&t=outside&f=webp)

## 3. Historical PE Ratio

![Image](https://upload.cafenono.com/image/slashpagePost/20241124/230449_TK38C8tufexocscl9Z?q=80&s=1280x180&t=outside&f=webp)

## 4. Portfolio Share of Top 10 Constituents

![Image](https://upload.cafenono.com/image/slashpagePost/20241124/230527_tjxo31Ek7bdye14XK7?q=80&s=1280x180&t=outside&f=webp)

![Image](https://upload.cafenono.com/image/slashpagePost/20241124/230537_UKd7vKgZjBeIxRygxs?q=80&s=1280x180&t=outside&f=webp)

## 5. Portfolio Concentration vs Volatility

![Image](https://upload.cafenono.com/image/slashpagePost/20241124/230557_OBZCIZnsbQmAlvCe9I?q=80&s=1280x180&t=outside&f=webp)

## 6. Portfolio Concentration vs Sasonality

![Image](https://upload.cafenono.com/image/slashpagePost/20241124/230605_AIG4U5ZnjucqWElGVb?q=80&s=1280x180&t=outside&f=webp)

## 7. Historical PE of Top 10 Constituents

![Image](https://upload.cafenono.com/image/slashpagePost/20241124/230625_YY13eBrgDfLgLkRbZ8?q=80&s=1280x180&t=outside&f=webp)

## 8. Growth Winner Rate

![Image](https://upload.cafenono.com/image/slashpagePost/20241124/230633_M3dNTvtlf9qgf4ABHg?q=80&s=1280x180&t=outside&f=webp)

## 9. Profitability Winner Rate

![Image](https://upload.cafenono.com/image/slashpagePost/20241124/230642_hYkyHLV9S0kRJsa6nW?q=80&s=1280x180&t=outside&f=webp)

## 10. GDP Growth Distribuition

![Image](https://upload.cafenono.com/image/slashpagePost/20241124/230654_qADdwnziLYXad3bGDo?q=80&s=1280x180&t=outside&f=webp)

## 11. Indice Return Forecast

![Image](https://upload.cafenono.com/image/slashpagePost/20241124/230716_mU1LzgTsiF7kIVmNfT?q=80&s=1280x180&t=outside&f=webp)

## 12. Indice 10Y Returns Distribuition

![Image](https://upload.cafenono.com/image/slashpagePost/20241124/230748_If5lJExbYyVyo9EvV8?q=80&s=1280x180&t=outside&f=webp)

## 13. Stocks vs Bonds 10Y Returns

![Image](https://upload.cafenono.com/image/slashpagePost/20241124/230803_ctm2rDkx7MIrQWeRDC?q=80&s=1280x180&t=outside&f=webp)

![Image](https://upload.cafenono.com/image/slashpagePost/20241124/230809_4eiuLawUUD78LrbHQq?q=80&s=1280x180&t=outside&f=webp)

## 14. Weight Strategy

![Image](https://upload.cafenono.com/image/slashpagePost/20241124/230819_bm9lVEA2gZAoYo0D9G?q=80&s=1280x180&t=outside&f=webp)

## 15. Portfolio Concentration Returns

![Image](https://upload.cafenono.com/image/slashpagePost/20241124/230826_oBcc6EXedp1oEsIQjV?q=80&s=1280x180&t=outside&f=webp)

## 16. Statiscal Bet

![Image](https://upload.cafenono.com/image/slashpagePost/20241124/230840_MAgpHhzAehkueqBdI4?q=80&s=1280x180&t=outside&f=webp)

## 17. Premium of Top 10 vs S&P500

![Image](https://upload.cafenono.com/image/slashpagePost/20241124/230852_HlMZZTlk7A9itQzZ4m?q=80&s=1280x180&t=outside&f=webp)

## 18. Goldman Sachs vs Consensus

![Image](https://upload.cafenono.com/image/slashpagePost/20241124/230901_r6OQjvIWIOhWdUbzCw?q=80&s=1280x180&t=outside&f=webp)

## 19. Next Decade CAGR by GS and Consensus

![Image](https://upload.cafenono.com/image/slashpagePost/20241124/232915_g58vlz8sZUp9zLanzr?q=80&s=1280x180&t=outside&f=webp)

## 20. Returns Distribuition of Pension Funds

![Image](https://upload.cafenono.com/image/slashpagePost/20241124/230922_FJr7zb5RBqkff91tys?q=80&s=1280x180&t=outside&f=webp)

![Image](https://upload.cafenono.com/image/slashpagePost/20241124/230937_iHhG4kCeLYgqfWgYsw?q=80&s=1280x180&t=outside&f=webp)

## 21. Asset Location of Pension Funds

![Image](https://upload.cafenono.com/image/slashpagePost/20241124/230944_tR6zbONwC4NxKlXzHY?q=80&s=1280x180&t=outside&f=webp)

![Image](https://upload.cafenono.com/image/slashpagePost/20241124/230949_8vaDNY0pSBp59IgnFX?q=80&s=1280x180&t=outside&f=webp)

## 22. Purchase Price vs Return

![Image](https://upload.cafenono.com/image/slashpagePost/20241124/231005_Du5GMh5yQ9pxAyxIOk?q=80&s=1280x180&t=outside&f=webp)

## 23. Historical PE (Adjusted)

![Image](https://upload.cafenono.com/image/slashpagePost/20241124/231132_ZgOZYo3u80XLwf4kEa?q=80&s=1280x180&t=outside&f=webp)

## 24. Price Level

![Image](https://upload.cafenono.com/image/slashpagePost/20241124/231146_l8VkQe8NRFNvFMktwL?q=80&s=1280x180&t=outside&f=webp)

## 25. Returns by CAPE Indicator

![Image](https://upload.cafenono.com/image/slashpagePost/20241124/231156_bDZAWSACyuh5W7u00N?q=80&s=1280x180&t=outside&f=webp)

## 26. Z-Level of GDP Contractions

![Image](https://upload.cafenono.com/image/slashpagePost/20241124/231216_stGtnI6A0z5Aqimxo6?q=80&s=1280x180&t=outside&f=webp)

## 27. Historical Bond Yield

![Image](https://upload.cafenono.com/image/slashpagePost/20241124/231224_z508IntN6WegXfK5RR?q=80&s=1280x180&t=outside&f=webp)

## 28. Stock Valuation vs Bond Yield

![Image](https://upload.cafenono.com/image/slashpagePost/20241124/231232_VnHM7lTzZweznEX9lp?q=80&s=1280x180&t=outside&f=webp)

## 29. Historical Bubble

![Image](https://upload.cafenono.com/image/slashpagePost/20241124/231246_OodwN7wHdb9gIzL06r?q=80&s=1280x180&t=outside&f=webp)

## 30. Historical ROE

![Image](https://upload.cafenono.com/image/slashpagePost/20241124/231256_XXu18mAwUssKGr3k5l?q=80&s=1280x180&t=outside&f=webp)

## 31. Top 5% vs 95% Rolling Return

![Image](https://upload.cafenono.com/image/slashpagePost/20241124/231311_k4ccp02t2tz4N8fHzE?q=80&s=1280x180&t=outside&f=webp)

## 32. Turnover Probability

![Image](https://upload.cafenono.com/image/slashpagePost/20241124/231326_VkIzxmcYlItF9SZkYv?q=80&s=1280x180&t=outside&f=webp)

## 33. Goldman Sachs AI Bet

![Image](https://upload.cafenono.com/image/slashpagePost/20241124/231340_wFRWqq1d1o5SNJV658?q=80&s=1280x180&t=outside&f=webp)

## 34. Historical Asset Allocation

![Image](https://upload.cafenono.com/image/slashpagePost/20241124/231352_7XFLuyUbLgoiKs80Xr?q=80&s=1280x180&t=outside&f=webp)

## 35. Historical Tax

![Image](https://upload.cafenono.com/image/slashpagePost/20241124/231407_glCBW2R17wVo5rX9YX?q=80&s=1280x180&t=outside&f=webp)

## Technical Variables

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🏛️ **Instituition:** Goldman Sachs

📃 **Report:** Global Strategy Paper No71

📈 **Subject:** S&P500 Statistics and More

📅 **Calendar:** 2024

⚖️ **Copyright:** Free content

📂 **Format:** PDF

**🔽****Download**:

Report - Goldman Sachs - Global Strategy Paper No71.pdf

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