Green Plains Renewable Stock Performance
| GPRE Stock | USD 10.82 0.15 1.41% |
The company retains a Market Volatility (i.e., Beta) of -1.23, which attests to a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Green Plains are expected to decrease by larger amounts. On the other hand, during market turmoil, Green Plains is expected to outperform it. At this point, Green Plains Renewable has a negative expected return of -0.22%. Please make sure to check out Green Plains' potential upside, and the relationship between the total risk alpha and daily balance of power , to decide if Green Plains Renewable performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Over the last 90 days Green Plains Renewable has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of uncertain performance in the last few months, the Stock's basic indicators remain rather sound which may send shares a bit higher in December 2024. The latest tumult may also be a sign of longer-term up-swing for the firm shareholders. ...more
| Begin Period Cash Flow | 500.3 M |
Green |
Green Plains Relative Risk vs. Return Landscape
If you would invest 1,305 in Green Plains Renewable on August 31, 2024 and sell it today you would lose (223.00) from holding Green Plains Renewable or give up 17.09% of portfolio value over 90 days. Green Plains Renewable is currently does not generate positive expected returns and assumes 3.9494% risk (volatility on return distribution) over the 90 days horizon. In different words, 35% of stocks are less volatile than Green, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
Green Plains Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Green Plains' investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Green Plains Renewable, and traders can use it to determine the average amount a Green Plains' price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0557
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| Negative Returns | GPRE |
Estimated Market Risk
| 3.95 actual daily | 35 65% of assets are more volatile |
Expected Return
| -0.22 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.06 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Green Plains is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Green Plains by adding Green Plains to a well-diversified portfolio.
Green Plains Fundamentals Growth
Green Stock prices reflect investors' perceptions of the future prospects and financial health of Green Plains, and Green Plains fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Green Stock performance.
| Return On Equity | -0.0152 | ||||
| Return On Asset | -0.0059 | ||||
| Profit Margin | (0.01) % | ||||
| Operating Margin | 0.04 % | ||||
| Current Valuation | 1.08 B | ||||
| Shares Outstanding | 64.65 M | ||||
| Price To Earning | 43.67 X | ||||
| Price To Book | 0.75 X | ||||
| Price To Sales | 0.27 X | ||||
| Revenue | 3.3 B | ||||
| EBITDA | 53.6 M | ||||
| Cash And Equivalents | 533.12 M | ||||
| Cash Per Share | 9.18 X | ||||
| Total Debt | 676.51 M | ||||
| Debt To Equity | 0.90 % | ||||
| Book Value Per Share | 14.31 X | ||||
| Cash Flow From Operations | 56.35 M | ||||
| Earnings Per Share | (0.31) X | ||||
| Total Asset | 1.94 B | ||||
| Retained Earnings | (235.8 M) | ||||
| Current Asset | 912.58 M | ||||
| Current Liabilities | 438.67 M | ||||
About Green Plains Performance
By analyzing Green Plains' fundamental ratios, stakeholders can gain valuable insights into Green Plains' financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Green Plains has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Green Plains has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Green Plains Inc. produces, markets, and distributes ethanol in the United States and internationally. Green Plains Inc. was founded in 2004 and is headquartered in Omaha, Nebraska. Green Plains operates under Chemicals classification in the United States and is traded on NASDAQ Exchange. It employs 859 people.Things to note about Green Plains Renewable performance evaluation
Checking the ongoing alerts about Green Plains for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Green Plains Renewable help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Green Plains generated a negative expected return over the last 90 days | |
| Green Plains has high historical volatility and very poor performance | |
| The company reported the previous year's revenue of 3.3 B. Net Loss for the year was (76.3 M) with profit before overhead, payroll, taxes, and interest of 112.68 M. | |
| Over 97.0% of the company shares are owned by institutional investors |
- Analyzing Green Plains' financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Green Plains' stock is overvalued or undervalued compared to its peers.
- Examining Green Plains' industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Green Plains' management team can have a significant impact on its success or failure. Reviewing the track record and experience of Green Plains' management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Green Plains' stock. These opinions can provide insight into Green Plains' potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Green Stock analysis
When running Green Plains' price analysis, check to measure Green Plains' 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 Green Plains is operating at the current time. Most of Green Plains' value examination focuses on studying past and present price action to predict the probability of Green Plains' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Green Plains' price. Additionally, you may evaluate how the addition of Green Plains to your portfolios can decrease your overall portfolio volatility.
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