Green Dot Stock Alpha and Beta Analysis
| GDOT Stock | USD 10.25 0.02 0.20% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Green Dot. It also helps investors analyze the systematic and unsystematic risks associated with investing in Green Dot over a specified time horizon. Remember, high Green Dot'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 Dot's market risk premium analysis include:
Beta 2.25 | Alpha (0.20) | Risk 4 | Sharpe Ratio (0.02) | Expected Return (0.06) |
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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.
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Green Dot Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Green Dot market risk premium is the additional return an investor will receive from holding Green Dot 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 Dot. 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 Dot's performance over market.| α | -0.2 | β | 2.25 |
Green Dot 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 Dot's Buy-and-hold return. Our buy-and-hold chart shows how Green Dot performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Green Dot Market Price Analysis
Market price analysis indicators help investors to evaluate how Green Dot 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 Dot shares will generate the highest return on investment. By understating and applying Green Dot stock market price indicators, traders can identify Green Dot position entry and exit signals to maximize returns.
Green Dot Return and Market Media
The median price of Green Dot for the period between Fri, Aug 23, 2024 and Thu, Nov 21, 2024 is 11.34 with a coefficient of variation of 5.13. The daily time series for the period is distributed with a sample standard deviation of 0.58, arithmetic mean of 11.39, and mean deviation of 0.44. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 2340 shares by Chris Ruppel of Green Dot at 8.52 subject to Rule 16b-3 | 09/05/2024 |
2 | Disposition of 1243 shares by Amy Pugh of Green Dot at 11.11 subject to Rule 16b-3 | 09/12/2024 |
3 | Insider Trading | 09/20/2024 |
4 | Acquisition by Topline Capital Partners, Lp of 36671 shares of Green Dot at 12.49 subject to Rule 16b-3 | 09/23/2024 |
5 | Disposition of 3218 shares by Jess Unruh of Green Dot at 8.52 subject to Rule 16b-3 | 09/25/2024 |
6 | Q2 2024 Green Dot Corp Earnings Call Transcript | 10/09/2024 |
7 | Disposition of 1678 shares by George Gresham of Green Dot at 11.45 subject to Rule 16b-3 | 10/21/2024 |
8 | Green Dot Co. Short Interest Update | 10/30/2024 |
9 | Green Dot Earnings Expected to Grow Should You Buy | 10/31/2024 |
10 | Green Dot Q3 2024 Earnings Preview | 11/06/2024 |
11 | Green Dot earnings missed by 0.04, revenue topped estimates | 11/07/2024 |
12 | Q3 2024 Green Dot Corp Earnings Call Transcript | 11/08/2024 |
13 | Green dot corp sees 1.94 million stock acquisition by Topline Capital | 11/12/2024 |
14 | Green Dot Corp Shares Up 3.29 percent on Nov 13 | 11/13/2024 |
15 | Green Dot Corp Stock Price Down 4.32 percent on Nov 20 | 11/20/2024 |
About Green Dot 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 Dot 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Days Sales Outstanding | 15.56 | 18.74 | 26.78 | 29.18 | PTB Ratio | 1.83 | 1.08 | 0.6 | 0.57 |
Green Dot Upcoming Company Events
As portrayed in its financial statements, the presentation of Green Dot's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Green Dot's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Green Dot's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Green Dot. Please utilize our Beneish M Score to check the likelihood of Green Dot's management manipulating its earnings.
| 22nd of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 22nd of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Additional Tools for Green Stock Analysis
When running Green Dot's price analysis, check to measure Green Dot's 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 Dot is operating at the current time. Most of Green Dot's value examination focuses on studying past and present price action to predict the probability of Green Dot's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Green Dot's price. Additionally, you may evaluate how the addition of Green Dot to your portfolios can decrease your overall portfolio volatility.