Greenlight Capital Re Stock Market Value
| GLRE Stock | USD 13.79 0.25 1.78% |
| Symbol | Greenlight |
Will Reinsurance sector continue expanding? Could Greenlight diversify its offerings? Factors like these will boost the valuation of Greenlight Capital. Market participants price Greenlight higher when confident in its future expansion prospects. Accurate valuation requires analyzing both current fundamentals and future growth trajectories. Every Greenlight Capital data point contributes insight, yet successful analysis hinges on identifying the most consequential variables.
Quarterly Earnings Growth (0.96) | Earnings Share (0.04) | Revenue Per Share | Quarterly Revenue Growth (0.19) | Return On Assets |
Understanding Greenlight Capital requires distinguishing between market price and book value, where the latter reflects Greenlight's accounting equity. The concept of intrinsic value - what Greenlight Capital's is actually worth based on fundamentals - guides informed investors toward better entry and exit points. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. Market sentiment, economic cycles, and investor behavior can push Greenlight Capital's price substantially above or below its fundamental 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. In contrast, Greenlight Capital's trading price reflects the actual exchange value where willing buyers and sellers reach mutual agreement.
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.
| 11/12/2025 |
| 02/10/2026 |
If you would invest 0.00 in Greenlight Capital on November 12, 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 | 1.52 | |||
| Information Ratio | 0.0872 | |||
| 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 | 0.1276 | |||
| Jensen Alpha | 0.2171 | |||
| Total Risk Alpha | 0.0543 | |||
| Sortino Ratio | 0.0856 | |||
| Treynor Ratio | 19.13 |
Greenlight Capital February 10, 2026 Technical Indicators
| Cycle Indicators | ||
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| Math Transform | ||
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| Volume Indicators |
| Risk Adjusted Performance | 0.1276 | |||
| Market Risk Adjusted Performance | 19.14 | |||
| Mean Deviation | 1.16 | |||
| Semi Deviation | 1.35 | |||
| Downside Deviation | 1.52 | |||
| Coefficient Of Variation | 652.1 | |||
| Standard Deviation | 1.49 | |||
| Variance | 2.21 | |||
| Information Ratio | 0.0872 | |||
| Jensen Alpha | 0.2171 | |||
| Total Risk Alpha | 0.0543 | |||
| Sortino Ratio | 0.0856 | |||
| Treynor Ratio | 19.13 | |||
| Maximum Drawdown | 6.55 | |||
| Value At Risk | (2.36) | |||
| Potential Upside | 3.13 | |||
| Downside Variance | 2.3 | |||
| Semi Variance | 1.82 | |||
| Expected Short fall | (1.24) | |||
| Skewness | 0.001 | |||
| Kurtosis | (0.18) |
Greenlight Capital Backtested Returns
At this point, Greenlight Capital is not too volatile. Greenlight Capital holds Efficiency (Sharpe) Ratio of 0.0762, which attests that the entity had a 0.0762 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Greenlight Capital, which you can use to evaluate the volatility of the firm. Please check out Greenlight Capital's Market Risk Adjusted Performance of 19.14, downside deviation of 1.52, and Risk Adjusted Performance of 0.1276 to validate if the risk estimate we provide is consistent with the expected return of 0.1%. Greenlight Capital has a performance score of 6 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.0114, 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 1.36%. Please check out Greenlight Capital information ratio, downside variance, day median price, as well as the relationship between the treynor ratio and kurtosis , to decide if Greenlight Capital will be following its current trending patterns.
Auto-correlation | -0.17 |
Insignificant reverse predictability
Greenlight Capital Re has insignificant reverse predictability. Overlapping area represents the amount of predictability between Greenlight Capital time series from 12th of November 2025 to 27th of December 2025 and 27th of December 2025 to 10th of February 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 -0.17 indicates that over 17.0% of current Greenlight Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.17 | |
| Spearman Rank Test | -0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.14 |
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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 Performance module to complement your research on Greenlight Capital. You can also try the Bollinger Bands module to use Bollinger Bands indicator to analyze target price for a given investing horizon.
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.