Gatekeeper Systems Stock Market Value
| GSI Stock | CAD 0.69 0.01 1.43% |
| Symbol | Gatekeeper |
Gatekeeper Systems Price To Book Ratio
Gatekeeper Systems '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 Gatekeeper Systems' 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 Gatekeeper Systems.
| 09/17/2024 |
| 12/16/2024 |
If you would invest 0.00 in Gatekeeper Systems on September 17, 2024 and sell it all today you would earn a total of 0.00 from holding Gatekeeper Systems or generate 0.0% return on investment in Gatekeeper Systems over 90 days. Gatekeeper Systems is related to or competes with Senvest Capital, Fairfax Financial, Bank of Montreal, and Fairfax Fin. Gatekeeper Systems Inc. designs, manufactures, markets, and sells video security solutions for mobile and extreme enviro... More
Gatekeeper Systems 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 Gatekeeper Systems' 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 Gatekeeper Systems upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.81 | |||
| Information Ratio | 0.0238 | |||
| Maximum Drawdown | 13.47 | |||
| Value At Risk | (4.69) | |||
| Potential Upside | 5.45 |
Gatekeeper Systems Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gatekeeper Systems' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gatekeeper Systems' standard deviation. In reality, there are many statistical measures that can use Gatekeeper Systems historical prices to predict the future Gatekeeper Systems' volatility.| Risk Adjusted Performance | 0.047 | |||
| Jensen Alpha | 0.2354 | |||
| Total Risk Alpha | (0.15) | |||
| Sortino Ratio | 0.0233 | |||
| Treynor Ratio | (0.11) |
Gatekeeper Systems Backtested Returns
At this stage we consider Gatekeeper Stock to be extremely dangerous. Gatekeeper Systems holds Efficiency (Sharpe) Ratio of 0.0559, which attests that the entity had a 0.0559% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Gatekeeper Systems, which you can use to evaluate the volatility of the firm. Please check out Gatekeeper Systems' Downside Deviation of 2.81, market risk adjusted performance of (0.10), and Risk Adjusted Performance of 0.047 to validate if the risk estimate we provide is consistent with the expected return of 0.15%. Gatekeeper Systems has a performance score of 4 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -1.26, which attests to a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Gatekeeper Systems are expected to decrease by larger amounts. On the other hand, during market turmoil, Gatekeeper Systems is expected to outperform it. Gatekeeper Systems right now retains a risk of 2.71%. Please check out Gatekeeper Systems maximum drawdown and the relationship between the semi variance and day typical price , to decide if Gatekeeper Systems will be following its current trending patterns.
Auto-correlation | 0.53 |
Modest predictability
Gatekeeper Systems has modest predictability. Overlapping area represents the amount of predictability between Gatekeeper Systems time series from 17th of September 2024 to 1st of November 2024 and 1st of November 2024 to 16th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Gatekeeper Systems price movement. The serial correlation of 0.53 indicates that about 53.0% of current Gatekeeper Systems price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.53 | |
| Spearman Rank Test | 0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Gatekeeper Systems lagged returns against current returns
Autocorrelation, which is Gatekeeper Systems 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 Gatekeeper Systems' stock expected returns. We can calculate the autocorrelation of Gatekeeper Systems returns to help us make a trade decision. For example, suppose you find that Gatekeeper Systems 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 price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Gatekeeper Systems 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 Gatekeeper Systems stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Gatekeeper Systems stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Gatekeeper Systems stock over time.
Current vs Lagged Prices |
| Timeline |
Gatekeeper Systems Lagged Returns
When evaluating Gatekeeper Systems' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Gatekeeper Systems stock have on its future price. Gatekeeper Systems 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, Gatekeeper Systems autocorrelation shows the relationship between Gatekeeper Systems stock current value and its past values and can show if there is a momentum factor associated with investing in Gatekeeper Systems.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Gatekeeper Stock Analysis
When running Gatekeeper Systems' price analysis, check to measure Gatekeeper Systems' 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 Gatekeeper Systems is operating at the current time. Most of Gatekeeper Systems' value examination focuses on studying past and present price action to predict the probability of Gatekeeper Systems' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Gatekeeper Systems' price. Additionally, you may evaluate how the addition of Gatekeeper Systems to your portfolios can decrease your overall portfolio volatility.