Gatx Corporation Stock Market Value
| GATX Stock | USD 161.59 2.69 1.69% |
| Symbol | GATX |
GATX Price To Book Ratio
Is Trading Companies & Distributors 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 GATX. If investors know GATX 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 GATX 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 0.688 | Dividend Share 2.29 | Earnings Share 7.5 | Revenue Per Share 42.976 | Quarterly Revenue Growth 0.126 |
The market value of GATX is measured differently than its book value, which is the value of GATX that is recorded on the company's balance sheet. Investors also form their own opinion of GATX's value that differs from its market value or its book value, called intrinsic value, which is GATX'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 GATX's market value can be influenced by many factors that don't directly affect GATX'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 GATX's value and its price as these two are different measures arrived at by different means. Investors typically determine if GATX is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, GATX'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.
GATX '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 GATX'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 GATX.
| 12/06/2022 |
| 11/25/2024 |
If you would invest 0.00 in GATX on December 6, 2022 and sell it all today you would earn a total of 0.00 from holding GATX Corporation or generate 0.0% return on investment in GATX over 720 days. GATX is related to or competes with Custom Truck, HE Equipment, Alta Equipment, McGrath RentCorp, Mega Matrix, FTAI Aviation, and Ryder System. GATX Corporation operates as railcar leasing company in the United States and internationally More
GATX 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 GATX'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 GATX Corporation upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.23 | |||
| Information Ratio | 0.0692 | |||
| Maximum Drawdown | 8.69 | |||
| Value At Risk | (1.44) | |||
| Potential Upside | 2.79 |
GATX Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for GATX's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as GATX's standard deviation. In reality, there are many statistical measures that can use GATX historical prices to predict the future GATX's volatility.| Risk Adjusted Performance | 0.117 | |||
| Jensen Alpha | 0.0708 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 0.0964 | |||
| Treynor Ratio | 0.1714 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of GATX's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
GATX Backtested Returns
GATX appears to be very steady, given 3 months investment horizon. GATX holds Efficiency (Sharpe) Ratio of 0.14, which attests that the company had a 0.14% return per unit of volatility over the last 3 months. We have found thirty technical indicators for GATX, which you can use to evaluate the volatility of the entity. Please utilize GATX's semi deviation of 0.9075, and Market Risk Adjusted Performance of 0.1814 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, GATX holds a performance score of 11. The firm retains a Market Volatility (i.e., Beta) of 1.4, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, GATX will likely underperform. Please check GATX's potential upside, as well as the relationship between the accumulation distribution and price action indicator , to make a quick decision on whether GATX's current trending patterns will revert.
Auto-correlation | 0.27 |
Poor predictability
GATX Corporation has poor predictability. Overlapping area represents the amount of predictability between GATX time series from 6th of December 2022 to 1st of December 2023 and 1st of December 2023 to 25th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of GATX price movement. The serial correlation of 0.27 indicates that nearly 27.0% of current GATX price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.27 | |
| Spearman Rank Test | 0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 92.54 |
GATX lagged returns against current returns
Autocorrelation, which is GATX 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 GATX's stock expected returns. We can calculate the autocorrelation of GATX returns to help us make a trade decision. For example, suppose you find that GATX 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 |
GATX 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 GATX stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if GATX stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in GATX stock over time.
Current vs Lagged Prices |
| Timeline |
GATX Lagged Returns
When evaluating GATX's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of GATX stock have on its future price. GATX 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, GATX autocorrelation shows the relationship between GATX stock current value and its past values and can show if there is a momentum factor associated with investing in GATX Corporation.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for GATX Stock Analysis
When running GATX's price analysis, check to measure GATX'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 GATX is operating at the current time. Most of GATX's value examination focuses on studying past and present price action to predict the probability of GATX's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move GATX's price. Additionally, you may evaluate how the addition of GATX to your portfolios can decrease your overall portfolio volatility.