GATX Corp Stock Market Value

GATX -  USA Stock  

USD 92.25  0.25  0.27%

GATX Corp's market value is the price at which a share of GATX Corp stock trades on a public exchange. It measures the collective expectations of GATX Corp investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of GATX Corp and determine expected loss or profit from investing in GATX Corp over a given investment horizon. Please check GATX Corp Hype Analysis, GATX Corp Correlation, GATX Corp Valuation, GATX Corp Volatility, as well as analyze GATX Corp Alpha and Beta and GATX Corp Performance.
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The market value of GATX Corp is measured differently than its book value, which is the value of GATX Corp that is recorded on the company's balance sheet. Investors also form their own opinion of GATX Corp's value that differs from its market value or its book value, called intrinsic value, which is GATX Corp'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 Corp's market value can be influenced by many factors that don't directly affect GATX Corp underlying business (such as pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between GATX Corp's value and its price as these two are different measures arrived at by different means. Investors typically determine GATX Corp value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, GATX Corp'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 Corp '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 Corp'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 Corp.
0.00
07/07/2020
No Change 0.00  0.0 
In 1 year and 26 days
08/01/2021
0.00
If you would invest  0.00  in GATX Corp on July 7, 2020 and sell it all today you would earn a total of 0.00 from holding GATX Corp or generate 0.0% return on investment in GATX Corp over 390 days. GATX Corp is related to or competes with Air Lease, AeroCentury Corp, Cai International, Avis Budget, Flexshopper, Fly Leasing, and TD Holdings. GATX Corporation strives to be recognized as the finest railcar leasing company in the world by our customers, our share...

GATX Corp 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 Corp'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 Corp upside and downside potential and time the market with a certain degree of confidence.

GATX Corp Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for GATX Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as GATX Corp's standard deviation. In reality, there are many statistical measures that can use GATX Corp historical prices to predict the future GATX Corp's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of GATX Corp'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 GATX Corp in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
90.4792.2594.03
Details
Intrinsic
Valuation
LowReal ValueHigh
86.8688.64101.48
Details
Naive
Forecast
LowNext ValueHigh
89.9991.7793.55
Details
5 Analysts
Consensus
LowTarget PriceHigh
73.0098.60112.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as GATX Corp. Your research has to be compared to or analyzed against GATX Corp's peers to derive any actionable benefits. When done correctly, GATX Corp'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 GATX Corp.

GATX Corp Backtested Returns

GATX Corp holds Efficiency (Sharpe) Ratio of -0.0457, which attests that the company had -0.0457% of return per unit of volatility over the last 3 months. Macroaxis viewpoint regarding determining the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. GATX Corp exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out GATX Corp market risk adjusted performance of (0.037245) to validate the risk estimate we provide.
The firm retains a Market Volatility (i.e., Beta) of 1.683, which attests to a somewhat significant risk relative to the market. Let's try to break down what GATX Corp'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, GATX Corp will likely underperform. Even though it is essential to pay attention to GATX Corp current price history, it is always good to be careful when utilizing equity current price movements. Our way of determining any stock's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. GATX Corp exposes twenty-one different technical indicators, which can help you to evaluate its performance. GATX Corp has an expected return of -0.0815%. Please be advised to check out GATX Corp variance and potential upside to decide if GATX Corp performance from the past will be repeated in the future.
AdviceVolatility TrendExposureCorrelations

Auto-correlation

    
  (0.35)   

Poor reverse predictability

GATX Corp has poor reverse predictability. Overlapping area represents the amount of predictability between GATX Corp time series from 7th of July 2020 to 18th of January 2021 and 18th of January 2021 to 1st of August 2021. 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 Corp price movement. The serial correlation of -0.35 indicates that nearly 35.0% of current GATX Corp price fluctuation can be explain by its past prices. Given that GATX Corp has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of GATX Corp for similar time interval.
Correlation Coefficient-0.35
Spearman Rank Test-0.17
Residual Average0.0
Price Variance18.83

GATX Corp lagged returns against current returns

Autocorrelation, which is GATX Corp 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 Corp's stock expected returns. We can calculate the autocorrelation of GATX Corp returns to help us make a trade decision. For example, suppose you find that GATX Corp 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 
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      Timeline 

GATX Corp 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 Corp stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if GATX Corp stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in GATX Corp stock over time.
 Current vs Lagged Prices 
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      Timeline 

GATX Corp Lagged Returns

When evaluating GATX Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of GATX Corp stock have on its future price. GATX Corp 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 Corp autocorrelation shows the relationship between GATX Corp stock current value and its past values and can show if there is a momentum factor associated with investing in GATX Corp.
 Regressed Prices 
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      Timeline 

GATX Corp Investors Sentiment

The influence of GATX Corp'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 GATX Corp. 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.

Current Sentiment - GATX

GATX Corp Investor Sentiment

Most of Macroaxis users are currently bullish on GATX Corp. What is your judgment towards investing in GATX Corp? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Please check GATX Corp Hype Analysis, GATX Corp Correlation, GATX Corp Valuation, GATX Corp Volatility, as well as analyze GATX Corp Alpha and Beta and GATX Corp Performance. Note that the GATX Corp information on this page should be used as a complementary analysis to other GATX Corp's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Cryptocurrency Center module to build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency.

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When running GATX Corp price analysis, check to measure GATX Corp'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 Corp is operating at the current time. Most of GATX Corp's value examination focuses on studying past and present price action to predict the probability of GATX Corp's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move GATX Corp's price. Additionally, you may evaluate how the addition of GATX Corp to your portfolios can decrease your overall portfolio volatility.
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GATX Corp 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 GATX Corp technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of GATX Corp 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...