Green Brick Partners Stock Alpha and Beta Analysis
| GRBK Stock | USD 71.46 0.13 0.18% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Green Brick Partners. It also helps investors analyze the systematic and unsystematic risks associated with investing in Green Brick over a specified time horizon. Remember, high Green Brick's 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 Brick's market risk premium analysis include:
Beta 1.32 | Alpha (0.28) | Risk 2.39 | Sharpe Ratio (0.03) | Expected Return (0.07) |
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 Brick Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Green Brick market risk premium is the additional return an investor will receive from holding Green Brick 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 Brick. 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 Brick's performance over market.| α | -0.28 | β | 1.32 |
Green Brick 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 Brick's Buy-and-hold return. Our buy-and-hold chart shows how Green Brick performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Green Brick Market Price Analysis
Market price analysis indicators help investors to evaluate how Green Brick 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 Brick shares will generate the highest return on investment. By understating and applying Green Brick stock market price indicators, traders can identify Green Brick position entry and exit signals to maximize returns.
Green Brick Return and Market Media
The median price of Green Brick for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 76.15 with a coefficient of variation of 6.15. The daily time series for the period is distributed with a sample standard deviation of 4.69, arithmetic mean of 76.26, and mean deviation of 3.99. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 20006 shares by Harry Brandler of Green Brick at 49.872 subject to Rule 16b-3 | 09/06/2024 |
2 | Those who invested in Green Brick Partners five years ago are up 681 | 10/22/2024 |
3 | Green Brick Partners Inc Q3 2024 Earnings Report Preview What To Expect | 10/30/2024 |
4 | Green Brick Partners Third Quarter 2024 Earnings Misses Expectations | 11/01/2024 |
5 | Greenlight Capital Re Ltd Q3 2024 Earnings Call Highlights Strong Net Income Growth ... | 11/06/2024 |
6 | Green Brick Partners Inc Trading Down 3.87 percent on Nov 12 | 11/12/2024 |
7 | David Einhorn sells 70.3 million in Green Brick Partners stock | 11/15/2024 |
8 | When Should You Buy Green Brick Partners, Inc. | 11/21/2024 |
9 | Disposition of 3500 shares by Richard Press of Green Brick at 69.04 subject to Rule 16b-3 | 11/22/2024 |
10 | Acquisition by Richard Press of tradable shares of Green Brick at 51.75 subject to Rule 16b-3 | 11/29/2024 |
About Green Brick 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 Brick Partners 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.
| 2023 | 2024 (projected) | Dividend Yield | 0.001218 | 0.001157 | Price To Sales Ratio | 1.33 | 1.39 |
Green Brick Upcoming Company Events
As portrayed in its financial statements, the presentation of Green Brick's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Green Brick's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Green Brick's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Green Brick. Please utilize our Beneish M Score to check the likelihood of Green Brick's management manipulating its earnings.
| 26th of February 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 26th 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 Brick
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 Brick Backtesting, Green Brick Valuation, Green Brick Correlation, Green Brick Hype Analysis, Green Brick Volatility, Green Brick History and analyze Green Brick Performance. You can also try the Idea Breakdown module to analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes.
Green Brick 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.