The Gap, Stock Alpha and Beta Analysis
| GAP Stock | 21.38 0.18 0.83% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as The Gap,. It also helps investors analyze the systematic and unsystematic risks associated with investing in Gap, over a specified time horizon. Remember, high Gap,'s alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Gap,'s market risk premium analysis include:
Beta 1.64 | Alpha (0.16) | Risk 3.62 | Sharpe Ratio (0.04) | Expected Return (0.16) |
Enterprise Value |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Gap, |
Gap, Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Gap, market risk premium is the additional return an investor will receive from holding Gap, long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Gap,. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Gap,'s performance over market.| α | -0.16 | β | 1.64 |
Gap, expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Gap,'s Buy-and-hold return. Our buy-and-hold chart shows how Gap, performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Gap, Market Price Analysis
Market price analysis indicators help investors to evaluate how Gap, stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Gap, shares will generate the highest return on investment. By understating and applying Gap, stock market price indicators, traders can identify Gap, position entry and exit signals to maximize returns.
Gap, Return and Market Media
The median price of Gap, for the period between Thu, Dec 26, 2024 and Wed, Mar 26, 2025 is 23.04 with a coefficient of variation of 6.44. The daily time series for the period is distributed with a sample standard deviation of 1.47, arithmetic mean of 22.79, and mean deviation of 1.14. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 1245 shares by Amanda Thompson of Gap, at 24.9 subject to Rule 16b-3 | 01/22/2025 |
| Gap, dividend paid on 29th of January 2025 | 01/29/2025 |
2 | Disposition of 16564 shares by Eric Chan of Gap, subject to Rule 16b-3 | 02/07/2025 |
3 | Stay Ahead of the Game With Gap Q4 Earnings Wall Streets Insights on Key Metrics | 03/03/2025 |
4 | Insider Trading | 03/04/2025 |
5 | 2 stocks Jim Cramer says investors must pounce on in this oversold market | 03/07/2025 |
6 | Acquisition by Fisher John J of 875 shares of Gap, subject to Rule 16b-3 | 03/11/2025 |
7 | 1 Stock Under 50 with Exciting Potential and 2 to Ignore | 03/17/2025 |
8 | The Gap, Inc. CEO Mark Breitbard Sells 16,055 Shares of Stock | 03/18/2025 |
9 | The Gap, Inc. CFO Katrina Oconnell Sells 2,365 Shares | 03/19/2025 |
10 | Five Below Q4 Earnings Surpass Estimates, Comparable Sales Dip YY | 03/20/2025 |
11 | Insider Sell Sarah Gilligan Sells 2,634 Shares of Gap Inc | 03/21/2025 |
12 | Is Nordstrom the Best Discounted Retail Stock to Buy at 11.3X PE | 03/25/2025 |
About Gap, Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Gap, or other stocks. Alpha measures the amount that position in Gap, has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2011 | 2014 | 2020 (projected) | |
| Dividend Yield | 0.0183 | 0.0556 | 0.0244 |
| Price To Sales Ratio | 1.09 | 0.4 | 0.61 |
Gap, Investors Sentiment
The influence of Gap,'s investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Gap,. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to Gap,'s public news can be used to forecast risks associated with an investment in Gap,. The trend in average sentiment can be used to explain how an investor holding Gap, can time the market purely based on public headlines and social activities around The Gap,. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Gap,'s market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Gap,'s and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Gap,'s news discussions. The higher the estimated score, the more favorable is the investor's outlook on Gap,.
Gap, Implied Volatility | 0.64 |
Gap,'s implied volatility exposes the market's sentiment of The Gap, stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Gap,'s implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that Gap, stock will not fluctuate a lot when Gap,'s options are near their expiration.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Gap, in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Gap,'s short interest history, or implied volatility extrapolated from Gap, options trading.
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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.