Gatekeeper Systems Value At Risk
| GSI Stock | | | CAD 1.33 -0.02 -1.48% |
This technical indicator view for Value At Risk organizes signals for Gatekeeper Systems and comparable instruments. Data availability can vary by region and feed;
Equity Screeners provides broader screening access. Gatekeeper Systems has a market cap of 226.09 M, operating margin of 0.22%, ROE of -11.51%. Use
Risk vs Return Analysis to explore allocation context. The allocation includes a position in Gatekeeper Systems within the allocation view. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in metropolitan statistical area.
Gatekeeper Systems has current Value At Risk of
-4.47. Value At Risk (or VAR) is a statistical technique used to measure the level of financial risk of investment instrument over a specific time frame. It is a widely used measure of the risk of loss on a specific investing instrument.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -4.47 | |
| ER[a] | = | Expected return on investing in Gatekeeper Systems |
| STD | = | Standard Deviation of Gatekeeper Systems |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Gatekeeper Systems Value At Risk Peers Comparison
Gatekeeper Value At Risk Relative To Other Indicators
Gatekeeper Systems is rated
below average for value at risk across the peer group. It is currently under evaluation for maximum drawdown across the peer group .
Value At Risk is used by risk managers in order to measure and control the level of risk which the firm undertakes. The risk manager job is to ensure that risks are not taken beyond the level at which the firm can absorb the losses of a probable worst outcome. VAR can be defined as the loss level that will not be exceeded with a certain confidence level during a certain period of time.
Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.