The Gap, Stock Alpha and Beta Analysis
| GAP Stock | 20.13 0.63 3.03% |
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 1.13 | Alpha (0.21) | Risk 3.4 | Sharpe Ratio (0.08) | Expected Return (0.28) |
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 | -0.21 | β | 1.13 |
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 Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 23.46 with a coefficient of variation of 5.77. The daily time series for the period is distributed with a sample standard deviation of 1.34, arithmetic mean of 23.26, and mean deviation of 1.03. 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 | Heres Why Gap is a Strong Value Stock | 02/03/2025 |
3 | Disposition of 16564 shares by Eric Chan of Gap, subject to Rule 16b-3 | 02/07/2025 |
4 | Gap Inc Shares Gap Down to 22.465 on Feb 20 | 02/20/2025 |
5 | Banana Republic Debuts Exclusive Capsule Collection Inspired by the HBO Original Series The White Lotus | 03/03/2025 |
6 | Insider Trading | 03/04/2025 |
7 | Gaps Q4 Sales Top Estimates, Stock Jumps 17.9 | 03/06/2025 |
8 | GAP Sees Unusually High Options Volume | 03/07/2025 |
9 | Disposition of 27000000 shares by Fisher Robert J of Gap, subject to Rule 16b-3 | 03/10/2025 |
10 | Acquisition by Fisher Robert J of 875 shares of Gap, subject to Rule 16b-3 | 03/11/2025 |
11 | Disposition of 35 shares by Donohue Elisabeth B of Gap, at 21.041 subject to Rule 16b-3 | 03/12/2025 |
12 | Dow Pops 586 Points, Brushing Off Consumer Sentiment Drop | 03/14/2025 |
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.
| 2014 | 2020 | 2025 (projected) | Dividend Yield | 0.0556 | 0.0303 | 0.0146 | Price To Sales Ratio | 0.4 | 0.49 | 1.33 |
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 | 0.61 |
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.