Greenlight Capital Re Stock Alpha and Beta Analysis
| GLRE Stock | USD 14.58 0.08 0.55% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Greenlight Capital Re. It also helps investors analyze the systematic and unsystematic risks associated with investing in Greenlight Capital over a specified time horizon. Remember, high Greenlight Capital'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 Greenlight Capital's market risk premium analysis include:
Beta 0.3 | Alpha 0.16 | Risk 1.39 | Sharpe Ratio 0.18 | Expected Return 0.25 |
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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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Greenlight Capital Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Greenlight Capital market risk premium is the additional return an investor will receive from holding Greenlight Capital 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 Greenlight Capital. 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 Greenlight Capital's performance over market.| α | 0.16 | β | 0.30 |
Greenlight Capital 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 Greenlight Capital's Buy-and-hold return. Our buy-and-hold chart shows how Greenlight Capital performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Greenlight Capital Market Price Analysis
Market price analysis indicators help investors to evaluate how Greenlight Capital stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Greenlight Capital shares will generate the highest return on investment. By understating and applying Greenlight Capital stock market price indicators, traders can identify Greenlight Capital position entry and exit signals to maximize returns.
Greenlight Capital Return and Market Media
The median price of Greenlight Capital for the period between Fri, Oct 3, 2025 and Thu, Jan 1, 2026 is 12.89 with a coefficient of variation of 6.28. The daily time series for the period is distributed with a sample standard deviation of 0.82, arithmetic mean of 13.1, and mean deviation of 0.7. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Greenlight Capital Re, Ltd. Schedules Third Quarter 2025 Financial Results and Conference Call | 10/28/2025 |
2 | Greenlight Capital Re Loss Reduction Reinforces Bullish Value Narrative Despite Ongoing Unprofitability | 11/05/2025 |
3 | Acquisition by Greg Richardson of 30000 shares of Greenlight Capital at 12.63 subject to Rule 16b-3 | 11/06/2025 |
4 | Disposition of 9942 shares by Thomas Curnock of Greenlight Capital at 12.58 subject to Rule 16b-3 | 11/07/2025 |
5 | Greenlight capital re CEO Richardson buys shares worth 637k By Investing.com - Investing.com UK | 11/10/2025 |
6 | AM Best Upgrades Financial Strength Rating of Greenlight Reinsurance, Ltd. and Greenlight Reinsurance Ireland, DAC to A | 11/13/2025 |
7 | Greenlight Capital Re Ltd. stock outlook for YEAR - July 2025 Sector Moves Stepwise EntryExit Trade Alerts - newser.com | 11/19/2025 |
8 | Acquisition by Foley Ursuline F of 5000 shares of Greenlight Capital at 12.9182 subject to Rule 16b-3 | 11/20/2025 |
9 | What analysts say about Greenlight Capital Re Ltd stock - Fundamental Strength Indicators Investment Timing Techniques - earlytimes.in | 12/10/2025 |
10 | Growth Recap Is Greenlight Capital Re Ltd stock a good choice for value investors - July 2025 Market Mood Risk Controlled Stock Alerts - moha.gov.vn | 12/29/2025 |
About Greenlight Capital 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 Greenlight or other stocks. Alpha measures the amount that position in Greenlight Capital 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.
| 2024 | 2025 (projected) | Dividend Yield | 0.0801 | 0.0712 | Price To Sales Ratio | 0.71 | 0.68 |
Greenlight Capital Upcoming Company Events
As portrayed in its financial statements, the presentation of Greenlight Capital's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Greenlight Capital's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Greenlight Capital's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Greenlight Capital. Please utilize our Beneish M Score to check the likelihood of Greenlight Capital's management manipulating its earnings.
| 13th of March 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with Greenlight Capital
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Check out Greenlight Capital Backtesting, Greenlight Capital Valuation, Greenlight Capital Correlation, Greenlight Capital Hype Analysis, Greenlight Capital Volatility, Greenlight Capital History and analyze Greenlight Capital Performance. You can also try the Portfolio Analyzer module to portfolio analysis module that provides access to portfolio diagnostics and optimization engine.
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.