Gap Stock Market Value

GPS
 Stock
  

USD 14.60  0.25  1.74%   

Gap's market value is the price at which a share of Gap stock trades on a public exchange. It measures the collective expectations of Gap Inc investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Gap Inc and determine expected loss or profit from investing in Gap over a given investment horizon. Please check Gap Correlation, Gap Volatility and Gap Alpha and Beta module to complement your research on Gap.
Symbol


Is Gap's industry 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 YOY
(0.32) 
Market Capitalization
5.2 B
Quarterly Revenue Growth YOY
0.024
Return On Assets
(0.0001) 
Return On Equity
0.0205
The market value of Gap Inc 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 Gap value 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
12/09/2020
No Change 0.00  0.0 
In 1 year 11 months and 22 days
11/29/2022
0.00
If you would invest  0.00  in Gap on December 9, 2020 and sell it all today you would earn a total of 0.00 from holding Gap Inc or generate 0.0% return on investment in Gap over 720 days. Gap is related to or competes with Continental, and Ever Glory. The company offers apparel, accessories, and personal care products for men, women, and children under the Old Navy, Gap... 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 Gap Inc upside and downside potential and time the market with a certain degree of confidence.

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.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Gap'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. Please use the tools below to analyze the current value of Gap in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
10.7014.2517.80
Details
Intrinsic
Valuation
LowReal ValueHigh
13.6517.2020.75
Details
Naive
Forecast
LowNext ValueHigh
12.3315.8819.44
Details
10 Analysts
Consensus
LowTarget PriceHigh
18.0023.4529.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Gap. Your research has to be compared to or analyzed against Gap's peers to derive any actionable benefits. When done correctly, Gap's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Gap Inc.

Gap Inc Backtested Returns

Gap appears to be not too volatile, given 3 months investment horizon. Gap Inc holds Efficiency (Sharpe) Ratio of 0.23, which attests that the entity had 0.23% of return per unit of risk over the last 3 months. Our standpoint towards determining the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. By evaluating Gap Inc technical indicators you can presently evaluate if the expected return of 0.81% is justified by implied risk. Please utilize Gap's Downside Deviation of 3.79, risk adjusted performance of 0.2583, and Market Risk Adjusted Performance of 0.3578 to validate if our risk estimates are consistent with your expectations.
On a scale of 0 to 100, Gap holds a performance score of 17. The company retains a Market Volatility (i.e., Beta) of 1.8006, which attests to a somewhat significant risk relative to the market. Let's try to break down what Gap's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Gap will likely underperform. Although it is vital to follow Gap Inc current price history, it is good to be conservative about what you can do with the information regarding equity current price movements. The philosophy towards determining future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. We have found twenty-seven technical indicators for Gap Inc, which you can use to evaluate the performance of the firm. Please utilizes Gap maximum drawdown, as well as the relationship between the expected short fall and rate of daily change to make a quick decision on whether Gap Inc current trending patterns will revert.

Auto-correlation

    
  -0.44  

Modest reverse predictability

Gap Inc has modest reverse predictability. Overlapping area represents the amount of predictability between Gap time series from 9th of December 2020 to 4th of December 2021 and 4th of December 2021 to 29th of November 2022. 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 Inc price movement. The serial correlation of -0.44 indicates that just about 44.0% of current Gap price fluctuation can be explain by its past prices.
Correlation Coefficient-0.44
Spearman Rank Test0.11
Residual Average0.0
Price Variance8.24

Gap Inc 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 stock 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 stock movement to match the lagging time series.
   Current and Lagged Values   
Share
       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   
Share
       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 Gap Inc.
   Regressed Prices   
Share
       Timeline  

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 markets does not have a solid backing from leading economists and market statisticians.
Investor biases related to Gap's public news can be used to forecast risks associated with 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 Gap Inc. Please note that most equiteis 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

    
  70.58  
Gap's implied volatility exposes the market's sentiment of Gap Inc 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.

Becoming a Better Investor with Macroaxis

Macroaxis puts the power of mathematics on your side. We analyze your portfolios and positions such as Gap Inc using complex mathematical models and algorithms, but make them easy to understand. There is no real person involved in your portfolio analysis. We perform a number of calculations to compute absolute and relative portfolio volatility, correlation between your assets, value at risk, expected return as well as over 100 different fundamental and technical indicators.

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Please check Gap Correlation, Gap Volatility and Gap Alpha and Beta module to complement your research on Gap. You can also try Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.

Complementary Tools for analysis

When running Gap Inc 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 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.
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Gap technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
A focus of Gap technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Gap trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...