Gap's market value is the price at which a share of Gap trades on a public exchange. It measures the collective expectations of The Gap investors about its performance. Gap is trading at 23.57 as of the 7th of January 2025. This is a 2.75 percent increase since the beginning of the trading day. The stock's lowest day price was 23.08. With this module, you can estimate the performance of a buy and hold strategy of The Gap and determine expected loss or profit from investing in Gap over a given investment horizon. Check out Gap Correlation, Gap Volatility and Gap Alpha and Beta module to complement your research on Gap.
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.
0.00
12/08/2024
No Change 0.00
0.0
In 31 days
01/07/2025
0.00
If you would invest 0.00 in Gap on December 8, 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 Synchrony Financial, Hanover Insurance, Algonquin Power, CDN IMPERIAL, Virtu Financial, and Synovus Financial. 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.
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.
Gap appears to be not too volatile, given 3 months investment horizon. Gap holds Efficiency (Sharpe) Ratio of 0.1, which attests that the entity had a 0.1% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Gap, which you can use to evaluate the volatility of the firm. Please utilize Gap's Market Risk Adjusted Performance of (0.55), downside deviation of 2.54, and Risk Adjusted Performance of 0.0738 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Gap holds a performance score of 8. The company retains a Market Volatility (i.e., Beta) of -0.56, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Gap are expected to decrease at a much lower rate. During the bear market, Gap is likely to outperform the market. Please check Gap's total risk alpha, value at risk, and the relationship between the standard deviation and treynor ratio , to make a quick decision on whether Gap's current trending patterns will revert.
Auto-correlation
0.17
Very weak predictability
The Gap has very weak predictability. Overlapping area represents the amount of predictability between Gap time series from 8th of December 2024 to 23rd of December 2024 and 23rd of December 2024 to 7th 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 0.17 indicates that over 17.0% of current Gap price fluctuation can be explain by its past prices.
Correlation Coefficient
0.17
Spearman Rank Test
-0.32
Residual Average
0.0
Price Variance
0.05
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.
Gap financial ratios help investors to determine whether Gap Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Gap with respect to the benefits of owning Gap security.