Greenlight Capital Re Stock Market Value
| GLRE Stock | USD 13.36 0.02 0.15% |
| Symbol | Greenlight |
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.
Greenlight Capital 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Greenlight Capital's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Greenlight Capital.
| 10/27/2025 |
| 01/25/2026 |
If you would invest 0.00 in Greenlight Capital on October 27, 2025 and sell it all today you would earn a total of 0.00 from holding Greenlight Capital Re or generate 0.0% return on investment in Greenlight Capital over 90 days. Greenlight Capital is related to or competes with Global Indemnity, Home Bancorp, Northfield Bancorp, Community West, Regional Management, Civista Bancshares, and First Business. Greenlight Capital Re, Ltd., through its subsidiaries, operates as a property and casualty reinsurance company worldwide More
Greenlight Capital Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Greenlight Capital's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Greenlight Capital Re upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.49 | |||
| Information Ratio | 0.0372 | |||
| Maximum Drawdown | 6.55 | |||
| Value At Risk | (2.36) | |||
| Potential Upside | 3.13 |
Greenlight Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Greenlight Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Greenlight Capital's standard deviation. In reality, there are many statistical measures that can use Greenlight Capital historical prices to predict the future Greenlight Capital's volatility.| Risk Adjusted Performance | 0.0709 | |||
| Jensen Alpha | 0.118 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.0372 | |||
| Treynor Ratio | 1.46 |
Greenlight Capital January 25, 2026 Technical Indicators
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| Volume Indicators |
| Risk Adjusted Performance | 0.0709 | |||
| Market Risk Adjusted Performance | 1.47 | |||
| Mean Deviation | 1.16 | |||
| Semi Deviation | 1.34 | |||
| Downside Deviation | 1.49 | |||
| Coefficient Of Variation | 1112.71 | |||
| Standard Deviation | 1.49 | |||
| Variance | 2.21 | |||
| Information Ratio | 0.0372 | |||
| Jensen Alpha | 0.118 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.0372 | |||
| Treynor Ratio | 1.46 | |||
| Maximum Drawdown | 6.55 | |||
| Value At Risk | (2.36) | |||
| Potential Upside | 3.13 | |||
| Downside Variance | 2.22 | |||
| Semi Variance | 1.79 | |||
| Expected Short fall | (1.22) | |||
| Skewness | 0.1613 | |||
| Kurtosis | (0.15) |
Greenlight Capital Backtested Returns
At this point, Greenlight Capital is somewhat reliable. Greenlight Capital holds Efficiency (Sharpe) Ratio of 0.1, which attests that the entity had a 0.1 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Greenlight Capital, which you can use to evaluate the volatility of the firm. Please check out Greenlight Capital's Downside Deviation of 1.49, risk adjusted performance of 0.0709, and Market Risk Adjusted Performance of 1.47 to validate if the risk estimate we provide is consistent with the expected return of 0.16%. Greenlight Capital has a performance score of 8 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.0845, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Greenlight Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Greenlight Capital is expected to be smaller as well. Greenlight Capital right now retains a risk of 1.51%. Please check out Greenlight Capital downside variance, day median price, and the relationship between the treynor ratio and kurtosis , to decide if Greenlight Capital will be following its current trending patterns.
Auto-correlation | -0.68 |
Very good reverse predictability
Greenlight Capital Re has very good reverse predictability. Overlapping area represents the amount of predictability between Greenlight Capital time series from 27th of October 2025 to 11th of December 2025 and 11th of December 2025 to 25th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Greenlight Capital price movement. The serial correlation of -0.68 indicates that around 68.0% of current Greenlight Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.68 | |
| Spearman Rank Test | -0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 0.22 |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.When determining whether Greenlight Capital is a strong investment it is important to analyze Greenlight Capital's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Greenlight Capital's future performance. For an informed investment choice regarding Greenlight Stock, refer to the following important reports:Check out Greenlight Capital Correlation, Greenlight Capital Volatility and Greenlight Capital Alpha and Beta module to complement your research on Greenlight Capital. You can also try the Portfolio Anywhere module to track or share privately all of your investments from the convenience of any device.
Greenlight Capital 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.