Gatekeeper Systems Total Risk Alpha
| GKPRF Stock | | | USD 0.90 0.04 4.65% |
The Total Risk Alpha indicator for Gatekeeper Systems is derived from observed market data. Exchange-specific data schedules may affect the recency of readings. Gatekeeper Systems has a market cap of 15.29 M, operating margin of 2.88%, current ratio of 2.37. Portfolio-level context is available through
Risk vs Return Analysis. Adding Gatekeeper Systems to a portfolio enables side-by-side comparison with other holdings. All values are presented as reference data. Broader economic conditions can influence Gatekeeper Systems's company valuation — related indicators include
signals in real.
Gatekeeper Systems has current Total Risk Alpha of
-0.56. The total risk alpha measures the performance of an asset by comparing its returns with those of a selected benchmark portfolio.
Total Risk Alpha | = | RFR + (ER[b] - ER[a]) | x | STD[a] / STD[b] |
| = | -0.56 | |
| ER[a] | = | Expected return on investing in Gatekeeper Systems |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Gatekeeper Systems |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Total Risk Alpha Peers Comparison
Total Risk Alpha Relative To Other Indicators
Gatekeeper Systems is rated
below average in total risk alpha across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Gatekeeper Systems to Peers
Other Technical Indicators