The Gap, Stock Market Value
| GAP Stock | 24.41 0.12 0.49% |
| Symbol | Gap, |
Gap, Price To Book Ratio
Is Specialty Retail space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Gap,. If investors know Gap, will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Gap, listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.703 | Dividend Share 0.6 | Earnings Share 2.02 | Revenue Per Share | Quarterly Revenue Growth 0.048 |
The market value of Gap, is measured differently than its book value, which is the value of Gap, that is recorded on the company's balance sheet. Investors also form their own opinion of Gap,'s value that differs from its market value or its book value, called intrinsic value, which is Gap,'s true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Gap,'s market value can be influenced by many factors that don't directly affect Gap,'s underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Gap,'s value and its price as these two are different measures arrived at by different means. Investors typically determine if Gap, is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Gap,'s price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Gap, 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Gap,'s stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Gap,.
| 12/31/2024 |
| 01/30/2025 |
If you would invest 0.00 in Gap, on December 31, 2024 and sell it all today you would earn a total of 0.00 from holding The Gap, or generate 0.0% return on investment in Gap, over 30 days. Gap, is related to or competes with Cheesecake Factory, Starbucks, Flanigans Enterprises, US Global, Summit Therapeutics, Coffee Holding, and BJs Restaurants. The Gap, Inc. operates as an apparel retail company worldwide. More
Gap, Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Gap,'s stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess The Gap, upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.96 | |||
| Information Ratio | 0.0591 | |||
| Maximum Drawdown | 17.34 | |||
| Value At Risk | (3.19) | |||
| Potential Upside | 6.14 |
Gap, Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gap,'s investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gap,'s standard deviation. In reality, there are many statistical measures that can use Gap, historical prices to predict the future Gap,'s volatility.| Risk Adjusted Performance | 0.0824 | |||
| Jensen Alpha | 0.1896 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0828 | |||
| Treynor Ratio | 0.3722 |
Gap, Backtested Returns
Gap, appears to be very steady, given 3 months investment horizon. Gap, holds Efficiency (Sharpe) Ratio of 0.12, which attests that the entity had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Gap,, which you can use to evaluate the volatility of the firm. Please utilize Gap,'s Downside Deviation of 1.96, risk adjusted performance of 0.0824, and Market Risk Adjusted Performance of 0.3822 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Gap, holds a performance score of 9. The company retains a Market Volatility (i.e., Beta) of 0.64, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Gap,'s returns are expected to increase less than the market. However, during the bear market, the loss of holding Gap, is expected to be smaller as well. Please check Gap,'s information ratio, downside variance, day typical price, as well as the relationship between the treynor ratio and kurtosis , to make a quick decision on whether Gap,'s current trending patterns will revert.
Auto-correlation | -0.03 |
Very weak reverse predictability
The Gap, has very weak reverse predictability. Overlapping area represents the amount of predictability between Gap, time series from 31st of December 2024 to 15th of January 2025 and 15th of January 2025 to 30th of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Gap, price movement. The serial correlation of -0.03 indicates that only 3.0% of current Gap, price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.03 | |
| Spearman Rank Test | -0.92 | |
| Residual Average | 0.0 | |
| Price Variance | 0.58 |
Gap, lagged returns against current returns
Autocorrelation, which is Gap, stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Gap,'s stock expected returns. We can calculate the autocorrelation of Gap, returns to help us make a trade decision. For example, suppose you find that Gap, has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Gap, regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Gap, stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Gap, stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Gap, stock over time.
Current vs Lagged Prices |
| Timeline |
Gap, Lagged Returns
When evaluating Gap,'s market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Gap, stock have on its future price. Gap, autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Gap, autocorrelation shows the relationship between Gap, stock current value and its past values and can show if there is a momentum factor associated with investing in The Gap,.
Regressed Prices |
| Timeline |
Pair Trading with Gap,
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Gap, position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Gap, will appreciate offsetting losses from the drop in the long position's value.Moving together with Gap, Stock
Moving against Gap, Stock
| 0.6 | DIBS | 1StdibsCom | PairCorr |
| 0.57 | EDUC | Educational Development | PairCorr |
| 0.43 | LE | Lands End | PairCorr |
| 0.41 | FL | Foot Locker | PairCorr |
| 0.36 | DLTH | Duluth Holdings | PairCorr |
The ability to find closely correlated positions to Gap, could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Gap, when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Gap, - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling The Gap, to buy it.
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 perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Gap, moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Gap, moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Gap, can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for Gap, Stock Analysis
When running Gap,'s price analysis, check to measure Gap,'s market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Gap, is operating at the current time. Most of Gap,'s value examination focuses on studying past and present price action to predict the probability of Gap,'s future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Gap,'s price. Additionally, you may evaluate how the addition of Gap, to your portfolios can decrease your overall portfolio volatility.