Great Elm Capital Stock Market Value
| GECC Stock | USD 5.81 -0.26 -4.28% |
| Symbol | Great Elm |
Quarterly Earnings Growth -68.6% | Earnings Share -2.66 | Revenue Per Share | Quarterly Revenue Growth 37.6% | Return On Assets |
Investors evaluate Great Elm Capital using market value and book value, each describing different facets of the business. Great Elm's market capitalization is 84.32 million. A P/B ratio of 0.78 suggests Great Elm trades near or below book value. Enterprise value (TTM) stands at 266.99 million. Intrinsic value attempts to bridge the gap between market sentiment and accounting reality.
Distinguishing between Great Elm's value and market price helps frame analytical expectations. For Great Elm, key inputs include a P/E ratio of 124.54, a P/B ratio of 0.78, a profit margin of -68.0%, and ROE of -27.0%.
What-If Analysis
What-if analysis for Great Elm Capital is essentially a historical sensitivity test that shows how changes in the investment horizon could have altered realized return, drawdown, and timing outcomes. Enterprise value (TTM) is near 266.99 million and annual revenue is around 44.48 million. The point is not to predict the future from one chart, but to understand how sensitive the trade has been to timing and holding assumptions.
| 02/11/2026 |
| 05/12/2026 |
An initial 0.00 allocation to Great Elm on February 11, 2026 held through today would produce 0.00 in aggregate gains. The change equals a 0.0% cumulative return in Great Elm on balance over a 90 day window. Peers such as OFS Capital, Phenixfin, Bluemount Holdings, Hennessy, Sol Strategies, and Maase operate in a similar space as Great Elm. Great Elm Capital Corp. is a business development company which specializes in loan and mezzanine, middle market investm... More
Upside and Downside Indicators for Great Elm Snapshot
Momentum range indicators for Great Elm reflect the balance between upside and downside price pressure. Momentum balance — whether buying or selling pressure dominates — is the central signal.
| Information Ratio | -0.07 | |||
| Maximum Drawdown | 14.08 | |||
| Value At Risk | -4.28 | |||
| Potential Upside | 3.4 |
Great Elm Market Risk Indicators Snapshot
Great Elm market risk signals reflect the scope and pattern of historical return variability. Value-at-risk estimates translate volatility into a probability-weighted loss threshold for a given confidence level.| Risk Adjusted Performance | -0.05 | |||
| Jensen Alpha | -0.17 | |||
| Total Risk Alpha | -0.22 | |||
| Treynor Ratio | -0.33 |
Mean reversion setups in Great Elm emerge when price has deviated materially from its long-run average. Sentiment extremes, news events, or liquidity shocks are common catalysts for these temporary dislocations in Great Elm. Prices periodically overshoot their intrinsic value in both directions, creating mean reversion opportunities in Great Elm. The mean reversion signal gains reliability when combined with fundamental confirmation for Great Elm.
Technical Indicators
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| Risk Adjusted Performance | -0.05 | |||
| Market Risk Adjusted Performance | -0.32 | |||
| Mean Deviation | 1.98 | |||
| Coefficient Of Variation | -1,805 | |||
| Standard Deviation | 2.73 | |||
| Variance | 7.47 | |||
| Information Ratio | -0.07 | |||
| Jensen Alpha | -0.17 | |||
| Total Risk Alpha | -0.22 | |||
| Treynor Ratio | -0.33 | |||
| Maximum Drawdown | 14.08 | |||
| Value At Risk | -4.28 | |||
| Potential Upside | 3.4 | |||
| Skewness | -0.20 | |||
| Kurtosis | 1.92 |
Great Elm Capital Backtested Returns
Over the selected 3 months, Great Elm demonstrates a slightly elevated risk exposure. It exhibits a Sharpe Ratio (Efficiency) of -0.0627, indicating negative risk-adjusted returns over the last 3 months. Technical screening detected twenty-three indicators influencing risk dynamics. Please analyze metrics such as standard deviation of 2.73, market risk-adjusted performance of -0.32, and risk-adjusted performance of -0.05 to assess dispersion and downside exposure. The firm shows a beta of 0.49, which conveys generally lower market sensitivity than the broad market. With a sub-1 beta, Great Elm typically participates in market rallies at a reduced pace while often limiting downside exposure. At this point, Great Elm Capital has a negative expected return of -0.18%.
Auto-correlation | -0.86 |
Excellent reverse predictability
The autocorrelation profile for Great Elm Capital registers excellent reverse predictability between the two measured intervals. When lagged price patterns show consistency, they can serve as a partial input for modeling Great Elm Capital's near-term price behavior. A serial correlation of -0.86 indicates that approximately 86.0% of current Great Elm price fluctuations can be explained by its historical price movements. Given that Great Elm Capital has negative autocorrelation for the selected time horizon, market participants may evaluate potential contrarian price behavior over comparable future intervals.
| Correlation Coefficient | -0.86 | |
| Spearman Rank Test | -0.9 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |