Gap Correlations

GAP Stock

27.67 0.48 1.77%

The current 90-days correlation between Gap and Vipshop Holdings Limited is 0.22 (i.e., Modest diversification). The correlation of Gap is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.

Gap Correlation With Market

Poor diversification

The correlation between The Gap and DJI is 0.76 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding The Gap and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Gap Stock

Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in The Gap. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in nation.

Moving together with Gap Stock

0.77	VSCO	Victorias Secret	Pair Corr
0.62	AEO	American Eagle Outfitters	Pair Corr
0.61	IXD1	Industria de Diseno	Pair Corr
0.69	CAL	Continental	Pair Corr
0.62	IXD2	INDDDTEXTUNSPADR	Pair Corr
0.68	XELB	Xcel Brands	Pair Corr
0.67	9B7	AOYAMA TRADING	Pair Corr
0.82	RSO	Ross Stores	Pair Corr

Moving against Gap Stock

0.62	AZI	Autozi Internet Tech	Pair Corr
0.59	PMV	Premier Investments	Pair Corr
0.45	AKA	AKA Brands Holding	Pair Corr
0.37	DLTH	Duluth Holdings	Pair Corr
0.34	DXLG	Destination XL Group	Pair Corr
0.56	LOV	Lovisa Holdings	Pair Corr
0.54	BGI	Birks Group	Pair Corr
0.38	6DU	Duluth Holdings	Pair Corr
0.37	5B8	ABC MART	Pair Corr
0.78	AX1	Accent Group	Pair Corr
0.72	SHOE	Shoe Zone PLC	Pair Corr
0.65	4QI	Xtep International	Pair Corr
0.44	4RO	Roots Corp	Pair Corr

Related Correlations Analysis

	VIPS	LEVI	GIL	LAD	LKQ	URBN	AN	ALV	MUSA	FIVE
VIPS		0.39	-0.74	-0.08	-0.78	0.16	-0.17	-0.62	-0.55	-0.66	VIPS
LEVI	0.39		-0.08	0.18	-0.12	0.41	0.26	0.1	-0.1	0.01	LEVI
GIL	-0.74	-0.08		0.37	0.83	0.15	0.26	0.7	0.42	0.85	GIL
LAD	-0.08	0.18	0.37		0.2	0.82	0.72	0.32	0.57	0.63	LAD
LKQ	-0.78	-0.12	0.83	0.2		-0.11	0.24	0.88	0.47	0.73	LKQ
URBN	0.16	0.41	0.15	0.82	-0.11		0.56	0.05	0.4	0.44	URBN
AN	-0.17	0.26	0.26	0.72	0.24	0.56		0.31	0.58	0.53	AN
ALV	-0.62	0.1	0.7	0.32	0.88	0.05	0.31		0.58	0.71	ALV
MUSA	-0.55	-0.1	0.42	0.57	0.47	0.4	0.58	0.58		0.67	MUSA
FIVE	-0.66	0.01	0.85	0.63	0.73	0.44	0.53	0.71	0.67		FIVE
	VIPS	LEVI	GIL	LAD	LKQ	URBN	AN	ALV	MUSA	FIVE

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Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

ALV	+ 0.88	LKQ
FIVE	+ 0.85	GIL
LKQ	+ 0.83	GIL
URBN	+ 0.82	LAD
FIVE	+ 0.73	LKQ
AN	+ 0.72	LAD

High negative correlations

LKQ	- 0.78	VIPS
GIL	- 0.74	VIPS
FIVE	- 0.66	VIPS
ALV	- 0.62	VIPS
MUSA	- 0.55	VIPS
AN	- 0.17	VIPS

Risk-Adjusted Indicators

There is a big difference between Gap Stock performing well and Gap Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Gap's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
VIPS	1.49	(0.19)	0.00	(0.35)	0.00	0.00	3.04	(2.71)	11.92
LEVI	1.51	0.00	0.01	0.06	1.71	(1.75)	3.77	(3.44)	8.31
GIL	1.46	0.35	0.25	0.40	1.08	(1.81)	4.67	(2.14)	8.74
LAD	1.52	(0.03)	(0.01)	0.03	1.75	(1.73)	3.63	(3.44)	11.08
LKQ	1.41	0.10	0.07	0.14	1.31	(1.59)	3.36	(2.19)	9.62
URBN	2.29	0.16	0.05	0.20	3.03	(2.33)	5.28	(4.20)	25.85
AN	1.41	0.02	0.01	0.08	1.83	(1.45)	3.31	(2.87)	9.46
ALV	1.21	(0.02)	(0.01)	0.04	1.54	(1.23)	3.13	(2.57)	8.44
MUSA	1.52	0.19	0.06	0.61	2.47	(1.53)	3.06	(2.45)	14.00
FIVE	1.56	0.39	0.26	0.36	1.25	(1.89)	3.72	(2.37)	6.89

Gap Corporate Executives

Elected by the shareholders, the Gap's board of directors comprises two types of representatives: Gap inside directors who are chosen from within the company, and outside directors, selected externally and held independent of Gap. The board's role is to monitor Gap's management team and ensure that shareholders' interests are well served. Gap's inside directors are responsible for reviewing and approving budgets prepared by upper management to implement core corporate initiatives and projects. On the other hand, Gap's outside directors are responsible for providing unbiased perspectives on the board's policies.

Katrina OConnell

Executive CFO

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