Greenlight Capital Stock Forecast - Naive Prediction
| GLRE Stock | USD 13.36 0.02 0.15% |
The Naive Prediction forecasted value of Greenlight Capital Re on the next trading day is expected to be 13.55 with a mean absolute deviation of 0.15 and the sum of the absolute errors of 9.41. Greenlight Stock Forecast is based on your current time horizon. Investors can use this forecasting interface to forecast Greenlight Capital stock prices and determine the direction of Greenlight Capital Re's future trends based on various well-known forecasting models. We recommend always using this module together with an analysis of Greenlight Capital's historical fundamentals, such as revenue growth or operating cash flow patterns.
At the present time the relative strength indicator of Greenlight Capital's share price is below 20 . This usually indicates that the stock is significantly oversold. The fundamental principle of the Relative Strength Index (RSI) is to quantify the velocity at which market participants are driving the price of a financial instrument upwards or downwards. Momentum 0
Sell Peaked
Oversold | Overbought |
Quarterly Earnings Growth (0.96) | EPS Estimate Current Year 2.25 | Wall Street Target Price 1 | EPS Estimate Current Quarter 0.59 | Quarterly Revenue Growth (0.19) |
Using Greenlight Capital hype-based prediction, you can estimate the value of Greenlight Capital Re from the perspective of Greenlight Capital response to recently generated media hype and the effects of current headlines on its competitors. We also analyze overall investor sentiment towards Greenlight Capital using Greenlight Capital's stock options and short interest. It helps to benchmark the overall future attitude of investors towards Greenlight using crowd psychology based on the activity and movement of Greenlight Capital's stock price.
Greenlight Capital Implied Volatility | 1.29 |
Greenlight Capital's implied volatility exposes the market's sentiment of Greenlight Capital Re stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Greenlight Capital's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that Greenlight Capital stock will not fluctuate a lot when Greenlight Capital's options are near their expiration.
The Naive Prediction forecasted value of Greenlight Capital Re on the next trading day is expected to be 13.55 with a mean absolute deviation of 0.15 and the sum of the absolute errors of 9.41. Greenlight Capital after-hype prediction price | USD 13.3 |
There is no one specific way to measure market sentiment using hype analysis or a similar predictive technique. This prediction method should be used in combination with more fundamental and traditional techniques such as stock price forecasting, technical analysis, analysts consensus, earnings estimates, and various momentum models.
Greenlight | Build AI portfolio with Greenlight Stock |
Prediction based on Rule 16 of the current Greenlight contract
Based on the Rule 16, the options market is currently suggesting that Greenlight Capital Re will have an average daily up or down price movement of about 0.0806% per day over the life of the 2026-03-20 option contract. With Greenlight Capital trading at USD 13.36, that is roughly USD 0.0108 . If you think that the market is fully incorporating Greenlight Capital's daily price movement you should consider acquiring Greenlight Capital Re options at the current volatility level of 1.29%. But if you have an opposite viewpoint you should avoid it and even consider selling them.
Open Interest Against 2026-03-20 Greenlight Option Contracts
Although open interest is a measure utilized in the options markets, it could be used to forecast Greenlight Capital's spot prices because the number of available contracts in the market changes daily, and new contracts can be created or liquidated at will. Since open interest in Greenlight Capital's options reflects these daily shifts, investors could use the patterns of these changes to develop long and short-term trading strategies for Greenlight Capital stock based on available contracts left at the end of a trading day.
Please note that to derive more accurate forecasting about market movement from the current Greenlight Capital's open interest, investors have to compare it to Greenlight Capital's spot prices. As Ford's stock price increases, high open interest indicates that money is entering the market, and the market is strongly bullish. Conversely, if the price of Greenlight Capital is decreasing and there is high open interest, that is a sign that the bearish trend will continue, and investors may react by taking short positions in Greenlight. So, decreasing or low open interest during a bull market indicates that investors are becoming uncertain of the depth of the bullish trend, and a reversal in sentiment will likely follow.
Greenlight Capital Additional Predictive Modules
Most predictive techniques to examine Greenlight price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for Greenlight using various technical indicators. When you analyze Greenlight charts, please remember that the event formation may indicate an entry point for a short seller, and look at other indicators across different periods to confirm that a breakdown or reversion is likely to occur.| Cycle Indicators | ||
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| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
Greenlight Capital Cash Forecast
Forecasting cash, or other financial indicators, requires analysts to apply different statistical methods, techniques, and algorithms to find hidden patterns within the Greenlight Capital's financial statements to predict how it will affect future prices.
Cash | First Reported 2005-12-31 | Previous Quarter 82.4 M | Current Value 655.2 M | Quarterly Volatility 81.2 M |
Greenlight Capital Naive Prediction Price Forecast For the 26th of January
Given 90 days horizon, the Naive Prediction forecasted value of Greenlight Capital Re on the next trading day is expected to be 13.55 with a mean absolute deviation of 0.15, mean absolute percentage error of 0.04, and the sum of the absolute errors of 9.41.Please note that although there have been many attempts to predict Greenlight Stock prices using its time series forecasting, we generally do not recommend using it to place bets in the real market. The most commonly used models for forecasting predictions are the autoregressive models, which specify that Greenlight Capital's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Greenlight Capital Stock Forecast Pattern
| Backtest Greenlight Capital | Greenlight Capital Price Prediction | Buy or Sell Advice |
Greenlight Capital Forecasted Value
In the context of forecasting Greenlight Capital's Stock value on the next trading day, we examine the predictive performance of the model to find good statistically significant boundaries of downside and upside scenarios. Greenlight Capital's downside and upside margins for the forecasting period are 12.04 and 15.06, respectively. We have considered Greenlight Capital's daily market price to evaluate the above model's predictive performance. Remember, however, there is no scientific proof or empirical evidence that traditional linear or nonlinear forecasting models outperform artificial intelligence and frequency domain models to provide accurate forecasts consistently.
Model Predictive Factors
The below table displays some essential indicators generated by the model showing the Naive Prediction forecasting method's relative quality and the estimations of the prediction error of Greenlight Capital stock data series using in forecasting. Note that when a statistical model is used to represent Greenlight Capital stock, the representation will rarely be exact; so some information will be lost using the model to explain the process. AIC estimates the relative amount of information lost by a given model: the less information a model loses, the higher its quality.| AIC | Akaike Information Criteria | 114.8341 |
| Bias | Arithmetic mean of the errors | None |
| MAD | Mean absolute deviation | 0.1543 |
| MAPE | Mean absolute percentage error | 0.0116 |
| SAE | Sum of the absolute errors | 9.4108 |
Predictive Modules for Greenlight Capital
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Greenlight Capital. Regardless of method or technology, however, to accurately forecast the stock market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the stock market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.Greenlight Capital After-Hype Price Prediction Density Analysis
As far as predicting the price of Greenlight Capital at your current risk attitude, this probability distribution graph shows the chance that the prediction will fall between or within a specific range. We use this chart to confirm that your returns on investing in Greenlight Capital or, for that matter, your successful expectations of its future price, cannot be replicated consistently. Please note, a large amount of money has been lost over the years by many investors who confused the symmetrical distributions of Stock prices, such as prices of Greenlight Capital, with the unreliable approximations that try to describe financial returns.
Next price density |
| Expected price to next headline |
Greenlight Capital Estimiated After-Hype Price Volatility
In the context of predicting Greenlight Capital's stock value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on Greenlight Capital's historical news coverage. Greenlight Capital's after-hype downside and upside margins for the prediction period are 11.79 and 14.81, respectively. We have considered Greenlight Capital's daily market price in relation to the headlines to evaluate this method's predictive performance. Remember, however, there is no scientific proof or empirical evidence that news-based prediction models outperform traditional linear, nonlinear models or artificial intelligence models to provide accurate predictions consistently.
Current Value
Greenlight Capital is somewhat reliable at this time. Analysis and calculation of next after-hype price of Greenlight Capital is based on 3 months time horizon.
Greenlight Capital Stock Price Prediction Analysis
Have you ever been surprised when a price of a Company such as Greenlight Capital is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading Greenlight Capital backward and forwards among themselves. Have you ever observed a lot of a particular company's price movement is driven by press releases or news about the company that has nothing to do with actual earnings? Usually, hype to individual companies acts as price momentum. If not enough favorable publicity is forthcoming, the Stock price eventually runs out of speed. So, the rule of thumb here is that as long as this news hype has nothing to do with immediate earnings, you should pay more attention to it. If you see this tendency with Greenlight Capital, there might be something going there, and it might present an excellent short sale opportunity.
| Expected Return | Period Volatility | Hype Elasticity | Related Elasticity | News Density | Related Density | Expected Hype |
0.16 | 1.51 | 0.01 | 0.02 | 5 Events / Month | 5 Events / Month | In about 5 days |
| Latest traded price | Expected after-news price | Potential return on next major news | Average after-hype volatility | ||
13.36 | 13.30 | 0.45 |
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Greenlight Capital Hype Timeline
Greenlight Capital is currently traded for 13.36. The entity has historical hype elasticity of 0.01, and average elasticity to hype of competition of 0.02. Greenlight is projected to decline in value after the next headline, with the price expected to drop to 13.3. The average volatility of media hype impact on the company price is over 100%. The price decrease on the next news is expected to be -0.45%, whereas the daily expected return is currently at 0.16%. The volatility of related hype on Greenlight Capital is about 1360.36%, with the expected price after the next announcement by competition of 13.38. About 25.0% of the company shares are held by company insiders. The company has price-to-book (P/B) ratio of 0.69. Some equities with similar Price to Book (P/B) outperform the market in the long run. Greenlight Capital has Price/Earnings To Growth (PEG) ratio of 2.38. The entity recorded a loss per share of 0.04. The firm had not issued any dividends in recent years. Given the investment horizon of 90 days the next projected press release will be in about 5 days. Check out Historical Fundamental Analysis of Greenlight Capital to cross-verify your projections.Greenlight Capital Related Hype Analysis
Having access to credible news sources related to Greenlight Capital's direct competition is more important than ever and may enhance your ability to predict Greenlight Capital's future price movements. Getting to know how Greenlight Capital's peers react to changing market sentiment, related social signals, and mainstream news is a great way to find investing opportunities and time the market. The summary table below summarizes the essential lagging indicators that can help you analyze how Greenlight Capital may potentially react to the hype associated with one of its peers.
| HypeElasticity | NewsDensity | SemiDeviation | InformationRatio | PotentialUpside | ValueAt Risk | MaximumDrawdown | |||
| GBLI | Global Indemnity Group | (0.01) | 9 per month | 1.10 | (0.04) | 2.91 | (1.86) | 5.97 | |
| HBCP | Home Bancorp | 0.53 | 8 per month | 1.18 | 0.07 | 3.62 | (1.95) | 6.45 | |
| NFBK | Northfield Bancorp | (0.15) | 10 per month | 1.45 | 0.04 | 3.61 | (3.18) | 7.76 | |
| CWBC | Community West Bancshares | (0.10) | 8 per month | 0.95 | 0.09 | 2.75 | (2.00) | 7.93 | |
| RM | Regional Management Corp | (0.79) | 11 per month | 0.00 | (0.06) | 3.68 | (3.78) | 13.72 | |
| CIVB | Civista Bancshares | 0.29 | 9 per month | 1.10 | 0.05 | 3.69 | (2.13) | 6.94 | |
| FBIZ | First Business Financial | (0.04) | 7 per month | 0.95 | 0.09 | 3.35 | (1.55) | 6.72 | |
| MCI | Barings Corporate Investors | (0.36) | 8 per month | 1.11 | 0.03 | 2.28 | (2.31) | 8.35 | |
| FRBA | First Bank | (0.01) | 8 per month | 1.26 | 0.05 | 3.29 | (1.82) | 8.53 | |
| RRBI | Red River Bancshares | 1.75 | 9 per month | 1.29 | 0.12 | 3.40 | (2.35) | 6.51 |
Other Forecasting Options for Greenlight Capital
For every potential investor in Greenlight, whether a beginner or expert, Greenlight Capital's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. Greenlight Stock price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in Greenlight. Basic forecasting techniques help filter out the noise by identifying Greenlight Capital's price trends.Greenlight Capital Related Equities
One of the popular trading techniques among algorithmic traders is to use market-neutral strategies where every trade hedges away some risk. Because there are two separate transactions required, even if one position performs unexpectedly, the other equity can make up some of the losses. Below are some of the equities that can be combined with Greenlight Capital stock to make a market-neutral strategy. Peer analysis of Greenlight Capital could also be used in its relative valuation, which is a method of valuing Greenlight Capital by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
Greenlight Capital Market Strength Events
Market strength indicators help investors to evaluate how Greenlight Capital stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Greenlight Capital shares will generate the highest return on investment. By undertsting and applying Greenlight Capital stock market strength indicators, traders can identify Greenlight Capital Re entry and exit signals to maximize returns.
Greenlight Capital Risk Indicators
The analysis of Greenlight Capital's basic risk indicators is one of the essential steps in accurately forecasting its future price. The process involves identifying the amount of risk involved in Greenlight Capital's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting greenlight stock prices, we also provide a set of basic risk indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
| Mean Deviation | 1.16 | |||
| Semi Deviation | 1.34 | |||
| Standard Deviation | 1.49 | |||
| Variance | 2.21 | |||
| Downside Variance | 2.22 | |||
| Semi Variance | 1.79 | |||
| Expected Short fall | (1.22) |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Story Coverage note for Greenlight Capital
The number of cover stories for Greenlight Capital depends on current market conditions and Greenlight Capital's risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that Greenlight Capital is classified under. However, while its typical story may have numerous social followers, the rapid visibility can also attract short-sellers, who usually are skeptical about Greenlight Capital's long-term prospects. So, having above-average coverage will typically attract above-average short interest, leading to significant price volatility.
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Greenlight Capital Short Properties
Greenlight Capital's future price predictability will typically decrease when Greenlight Capital's long traders begin to feel the short-sellers pressure to drive the price lower. The predictive aspect of Greenlight Capital Re often depends not only on the future outlook of the potential Greenlight Capital's investors but also on the ongoing dynamics between investors with different trading styles. Because the market risk indicators may have small false signals, it is better to identify suitable times to hedge a portfolio using different long/short signals. Greenlight Capital's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 34.7 M | |
| Cash And Short Term Investments | 64.7 M |
Check out Historical Fundamental Analysis of Greenlight Capital to cross-verify your projections. You can also try the Premium Stories module to follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope.
Is Reinsurance space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Greenlight Capital. If investors know Greenlight will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Greenlight Capital listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.96) | Earnings Share (0.04) | Revenue Per Share | Quarterly Revenue Growth (0.19) | Return On Assets |
The market value of Greenlight Capital is measured differently than its book value, which is the value of Greenlight that is recorded on the company's balance sheet. Investors also form their own opinion of Greenlight Capital's value that differs from its market value or its book value, called intrinsic value, which is Greenlight Capital'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 Greenlight Capital's market value can be influenced by many factors that don't directly affect Greenlight Capital's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Greenlight Capital's value and its price as these two are different measures arrived at by different means. Investors typically determine if Greenlight Capital is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Greenlight Capital'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.