Gatekeeper Systems Stock Volatility
| GKPRF Stock | USD 0.86 -0.04 -4.44% |
Gatekeeper Systems exhibits a minimal volatility profile over the current measurement period. Gatekeeper Systems registers a Sharpe Ratio (Efficiency) of -0.35, indicating deteriorating return efficiency over the last 3 months. We identified 22 technical signals influencing current risk dynamics.
Sharpe Ratio = -0.3481
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| Negative Returns | GKPRF |
Gatekeeper Systems posted a Market Risk Adjusted Performance of -0.8%, a Risk of 2.69, and a Risk Adjusted Performance of -0.2% for the reported period. Gatekeeper Systems is below full potential per monthly moving average. Adding it to a well-diversified portfolio can optimize the risk-return balance.
Key indicators related to Gatekeeper Systems' volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Managing volatility risk for Gatekeeper Systems positions requires understanding whether Gatekeeper Systems' elevated volatility is driven by fundamental changes or temporary market sentiment. Fundamental-driven volatility for Gatekeeper Systems tends to persist longer than sentiment-driven spikes.
Gatekeeper |
Volatility Strategy
Gatekeeper Systems return swings may impact long-term portfolio variance. Current statistical measures show total volatility near 2.69% with a beta coefficient of 1.01, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.35, evaluates return per unit of total risk. An alpha value of -0.69 reflects performance relative to systematic market exposure. Expected return estimates near -0.94% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Risk appetite shifts can affect dispersion levels.
Main indicators related to Gatekeeper Systems' market risk premium analysis include:
Beta 1.01 | Alpha -0.69 | Risk 2.69 | Sharpe Ratio -0.35 | Expected Return -0.94 |
Moving together with Gatekeeper Pink Sheet
| 0.63 | TLK | Telkom Indonesia Tbk | PairCorr |
| 0.65 | PTAIF | PT Astra International | PairCorr |
| 0.86 | DCGO | DocGo Inc | PairCorr |
| 0.88 | BAC | Bank of America | PairCorr |
| 0.85 | DIS | Walt Disney | PairCorr |
| 0.86 | HPQ | HP Inc | PairCorr |
Moving against Gatekeeper Pink Sheet
| 0.95 | CVX | Chevron Corp | PairCorr |
| 0.91 | XOM | Exxon Mobil Corp Aggressive Push | PairCorr |
| 0.83 | JNJ | Johnson Johnson | PairCorr |
| 0.82 | VZ | Verizon Communications | PairCorr |
| 0.75 | MRK | Merck Company Sell-off Trend | PairCorr |
| 0.74 | KO | Coca Cola | PairCorr |
| 0.73 | T | ATT Inc Aggressive Push | PairCorr |
| 0.61 | AA | Alcoa Corp | PairCorr |
| 0.58 | BKRKF | PT Bank Rakyat | PairCorr |
| 0.56 | DD | Dupont De Nemours | PairCorr |
Sensitivity To Market
Gatekeeper Systems demonstrates a beta of 1.01, indicating market-linked volatility exposure. Regression slope interpretation supports this systematic risk estimate. Total volatility measures approximately 2.69%.Gatekeeper Systems volatility can be described using downside deviation (0.0%), which captures negative-return intensity over the selected horizon. For stocks, volatility can be sensitive to changes in rates, inflation expectations, and overall market tone.
| α | -0.6919 | β | 1.01 | Check current 90 days Gatekeeper Systems correlation with market (Dow Jones Industrial)
Downside Risk
Gatekeeper standard deviation quantifies the magnitude of daily price swings relative to the average over the selected period. More volatile instruments exhibit higher standard deviations. This measure counts all price dispersion as risk, including returns above the mean.
Standard Deviation | 2.69 |
Standard deviation of Gatekeeper Systems captures both favorable and adverse price swings. Downside deviation and semi-deviation focus exclusively on the adverse side of Gatekeeper Systems' return distribution. Gatekeeper Systems posted a Maximum Drawdown of 13.88 for the reported period.
Pink Sheet Volatility Analysis
Volatility is a core concept when evaluating Gatekeeper Systems as part of a diversified portfolio. The pink sheet's historical price swings give investors a sense of how much risk Gatekeeper Systems' adds. Combining Gatekeeper Systems with lower-volatility assets can reduce overall portfolio risk.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Gatekeeper Systems Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
Projected Return Density Against Market
Assuming a 90-day horizon Gatekeeper Systems has a beta of 1.0143 . This usually indicates Gatekeeper Systems market returns are reactive to returns on the market. As the market goes up or down, Gatekeeper Systems is expected to follow.Market risk ties Gatekeeper Systems to macro cycles, whereas company or sector-specific developments represent independent drivers. Volatility metrics help measure this balance. Gatekeeper Systems posted a Mean Deviation of 1.95 and a Standard Deviation of 2.75 for the reported period.
Predicted Return Density |
| Returns |
What Drives Gatekeeper Systems' Price Volatility?
Several factors can influence Gatekeeper Systems' market volatility:Industry Dynamics
Sector-level events can directly affect Gatekeeper Systems' price stability. Regulatory changes, supply disruptions, or shifts in demand within Gatekeeper Systems' industry may create volatility even when the broader market is calm. Competitive dynamics and industry consolidation can also amplify price swings for companies like Gatekeeper Systems.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for Gatekeeper Systems' price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward Gatekeeper Systems. During periods of economic expansion, Gatekeeper Systems' price tends to benefit from broader market optimism, while downturns can amplify selling pressure.Gatekeeper Systems' Company-Specific Factors
Volatility can also stem from events unique to Gatekeeper Systems. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in Gatekeeper Systems' stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on Gatekeeper Systems' share price.Pink Sheet Risk Measures
Assuming a 90-day horizon the coefficient of variation of Gatekeeper Systems is -287.26. The daily returns are distributed with a variance of 7.23 and standard deviation of 2.69. The mean deviation of Gatekeeper Systems is currently at 1.86. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | -0.6919 | |
β | Beta against Dow Jones | 1.01 | |
σ | Overall volatility | 2.69 | |
Ir | Information ratio | -0.2518 |
Pink Sheet Return Volatility
Gatekeeper Systems daily volatility tracks how widely pink sheet returns have moved around the mean across the selected time frame. The company reflects 2.6881% volatility on return distribution over a 90-day horizon. On the other hand, Dow Jones Industrial has volatility of 0.8248% on return distribution over a 90-day investment horizon. Performance |
| Timeline |
Related Correlations Analysis
Correlation Matchups
Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.High positive correlations
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Risk-Adjusted Indicators
Surface-level performance for Gatekeeper Pink Sheet can mask how the business actually stacks up against its competitive set. Without reviewing risk-adjusted indicators, investors may overweight recent returns and underweight the volatility required to achieve them. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| ARTGF | 2.47 | -1.40 | 0.00 | 0.93 | 0.00 | 0.00 | 82.91 | |||
| ICTSF | 2.30 | 0.30 | 0.07 | -0.84 | 2.56 | 8.57 | 48.91 | |||
| BUKS | 2.46 | 0.52 | 0.23 | -2.63 | 2.31 | 6.77 | 18.82 | |||
| DBMG | 1.89 | 1.00 | 0.00 | 6.39 | 0.00 | 0.00 | 48.84 | |||
| PGWFF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| DIGTF | 1.44 | 0.47 | 0.00 | -0.47 | 0.00 | 0.00 | 56.48 | |||
| AFGYF | 3.21 | 0.41 | 0.04 | -0.72 | 4.66 | 8.33 | 56.86 | |||
| CSCMY | 3.02 | 0.30 | 0.05 | -0.63 | 4.90 | 8.89 | 33.56 | |||
| TGHLF | 0.49 | 0.07 | 0.13 | -18.71 | 0.48 | 1.50 | 6.04 | |||
| FTGFF | 2.99 | 0.74 | 0.16 | 0.66 | 3.31 | 7.01 | 19.21 |
Risk Metrics, Assumptions & Methodology
Volatility for Gatekeeper Systems measures return dispersion and uncertainty over time. Uncertainty impacts position sizing assumptions in portfolio models. Gatekeeper Systems has a market cap of 15.29 M, P/E of 5.35, ROE of 12.71%.
Macroaxis compiles Gatekeeper Systems metrics from periodic company reporting and market reference feeds and applies consistent transformation rules before display. Not all fields update in real time. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Gabriel Shpitalnik - Member of Macroaxis Editorial BoardGatekeeper Systems Investment Opportunity
Gatekeeper Systems is about 3.28 times more volatile than Dow Jones Industrial based on recent return behavior. Used properly, this comparison frames whether the extra volatility is strategic or simply uncompensated risk.You can use Gatekeeper Systems to protect your portfolios against small market fluctuations. This price-change note interprets the latest move in the context of short-horizon trading behavior. It highlights whether the move looks ordinary, stressed, or unusually speculative for the instrument. a very speculative downward sentiment. The market maybe over-reacting. Check odds of Gatekeeper Systems to be traded at $0.817 in 90 days.Very weak diversification
GKPRF currently posts a 0.42 correlation with DJI, indicating a Very weak diversification relationship for the active sample. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
Gatekeeper Systems Additional Risk Indicators
Secondary risk indicators for Gatekeeper Systems can help investors evaluate exposure beyond standard deviation, beta, or one headline volatility measure. The stronger process compares similar securities with comparable growth and valuation context before ranking one as more or less risky.
| Risk Adjusted Performance | -0.22 | |||
| Market Risk Adjusted Performance | -0.77 | |||
| Mean Deviation | 1.95 | |||
| Coefficient Of Variation | -352.26 | |||
| Standard Deviation | 2.75 | |||
| Variance | 7.58 | |||
| Information Ratio | -0.25 |
Gatekeeper Systems Suggested Diversification Pairs
Using Gatekeeper Systems in a pair-trading setup can improve risk control because gains and losses are judged against a second position instead of against the market alone. Used properly, pair trading is less about prediction in isolation and more about identifying relative mispricing between related positions.
Pair strategies help manage risk, but investors should recognize that not all risk can be diversified away through pairing. Market-level risk for Gatekeeper Systems persists even in a well-constructed pair. The benefit is in offsetting Gatekeeper Systems' company-specific risk, which can be meaningfully reduced by selecting a second position that moves independently of Gatekeeper Systems.
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