Green Plains Renewable Stock Alpha and Beta Analysis
| GPRE Stock | USD 11.32 0.23 2.07% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Green Plains Renewable. It also helps investors analyze the systematic and unsystematic risks associated with investing in Green Plains over a specified time horizon. Remember, high Green Plains' alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Green Plains' market risk premium analysis include:
Beta (0.04) | Alpha (0.21) | Risk 4 | Sharpe Ratio (0.06) | Expected Return (0.24) |
Enterprise Value |
|
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Green |
Green Plains Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Green Plains market risk premium is the additional return an investor will receive from holding Green Plains long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Green Plains. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Green Plains' performance over market.| α | -0.21 | β | -0.04 |
Green Plains expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Green Plains' Buy-and-hold return. Our buy-and-hold chart shows how Green Plains performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Green Plains Market Price Analysis
Market price analysis indicators help investors to evaluate how Green Plains stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Green Plains shares will generate the highest return on investment. By understating and applying Green Plains stock market price indicators, traders can identify Green Plains position entry and exit signals to maximize returns.
Green Plains Return and Market Media
The median price of Green Plains for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 12.87 with a coefficient of variation of 8.54. The daily time series for the period is distributed with a sample standard deviation of 1.07, arithmetic mean of 12.5, and mean deviation of 0.94. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 1888 shares by Mapes Michelle of Green Plains at 20.21 subject to Rule 16b-3 | 09/13/2024 |
2 | Acquisition by Van Der Meulen Leslie of 15067 shares of Green Plains at 23.23 subject to Rule 16b-3 | 09/27/2024 |
3 | Disposition of 809 shares by Grant Kadavy of Green Plains at 13.04 subject to Rule 16b-3 | 10/03/2024 |
4 | Disposition of 427 shares by James Herbert of Green Plains at 13.04 subject to Rule 16b-3 | 10/10/2024 |
5 | PPG Industries Lags Q3 Earnings and Revenue Estimates | 10/16/2024 |
6 | Green Plains Announces Successful Startup of Clean Sugar Technology Facility | 10/28/2024 |
7 | Green Plains Inc Shares Down 3.78 percent on Oct 29 | 10/29/2024 |
8 | Green Plains Appoints Phil Boggs as Chief Financial Officer, Jim Stark to Retire From Green Plains | 10/31/2024 |
9 | A Look At The Fair Value Of Green Plains Inc. | 11/01/2024 |
10 | Green Plains Inc Stock Price Up 11. percent on Nov 4 | 11/04/2024 |
11 | Acquisition by Phil Boggs of 22105 shares of Green Plains at 11.31 subject to Rule 16b-3 | 11/11/2024 |
12 | Green Plains Raised to Hold at StockNews.com | 11/15/2024 |
13 | Is Green Plains The Best Climate Change Stock To Invest In Right Now | 11/21/2024 |
About Green Plains Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Green or other stocks. Alpha measures the amount that position in Green Plains Renewable has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.005705 | 0.0133 | 0.0153 | 0.0146 | Price To Sales Ratio | 0.57 | 0.46 | 0.45 | 0.43 |
Green Plains Upcoming Company Events
As portrayed in its financial statements, the presentation of Green Plains' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Green Plains' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Green Plains' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Green Plains. Please utilize our Beneish M Score to check the likelihood of Green Plains' management manipulating its earnings.
| 7th of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 7th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Green Plains
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Green Plains Backtesting, Green Plains Valuation, Green Plains Correlation, Green Plains Hype Analysis, Green Plains Volatility, Green Plains History and analyze Green Plains Performance. You can also try the Portfolio Dashboard module to portfolio dashboard that provides centralized access to all your investments.
Green Plains technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.