Greenlane Holdings Stock Alpha and Beta Analysis
| GNLN Stock | USD 1.89 0.09 5.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Greenlane Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Greenlane Holdings over a specified time horizon. Remember, high Greenlane Holdings' 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 Greenlane Holdings' market risk premium analysis include:
Beta 2.86 | Alpha (1.49) | Risk 14.63 | Sharpe Ratio (0.06) | Expected Return (0.94) |
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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.
Greenlane |
Greenlane Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Greenlane Holdings market risk premium is the additional return an investor will receive from holding Greenlane Holdings 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 Greenlane Holdings. 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 Greenlane Holdings' performance over market.| α | -1.49 | β | 2.86 |
Greenlane Holdings 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 Greenlane Holdings' Buy-and-hold return. Our buy-and-hold chart shows how Greenlane Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Greenlane Holdings Market Price Analysis
Market price analysis indicators help investors to evaluate how Greenlane Holdings stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Greenlane Holdings shares will generate the highest return on investment. By understating and applying Greenlane Holdings stock market price indicators, traders can identify Greenlane Holdings position entry and exit signals to maximize returns.
Greenlane Holdings Return and Market Media
The median price of Greenlane Holdings for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 4.45 with a coefficient of variation of 33.81. The daily time series for the period is distributed with a sample standard deviation of 1.39, arithmetic mean of 4.1, and mean deviation of 1.17. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Marijuana Stock Movers For September 9, 2024 | 09/09/2024 |
2 | Marijuana Stock Movers For September 17, 2024 | 09/17/2024 |
3 | Greenlane Holdings CEO, Barbara Sher, is Featured in an Interview with SmallCapsDaily | 09/24/2024 |
4 | Acquisition by Barbara Sher of tradable shares of Greenlane Holdings at 2.93 subject to Rule 16b-3 | 09/27/2024 |
5 | Cannabis Stock Gainers And Losers From October 4, 2024 | 10/04/2024 |
6 | Cannabis Stock Movers For October 21, 2024 | 10/21/2024 |
7 | Greenlane Announces Exclusive Distribution Agreement with Safety Strips Tech Corp Fentanyl, Xylazine and Drink Spike Detection Test Strips | 11/07/2024 |
8 | ARMISTICE CAPITAL, LLC Acquires New Stake in Greenlane Holdings Inc | 11/15/2024 |
9 | Greenlane inks distribution deal with Veriteque for test kits - Investing.com | 11/20/2024 |
About Greenlane Holdings 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 Greenlane or other stocks. Alpha measures the amount that position in Greenlane Holdings 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 | 2023 | 2024 (projected) | Dividend Yield | 0.005374 | 0.004837 | 0.007462 | Price To Sales Ratio | 0.22 | 0.0317 | 0.0301 |
Greenlane Holdings Upcoming Company Events
As portrayed in its financial statements, the presentation of Greenlane Holdings' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Greenlane Holdings' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Greenlane Holdings' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Greenlane Holdings. Please utilize our Beneish M Score to check the likelihood of Greenlane Holdings' management manipulating its earnings.
| 1st of April 2024 Upcoming Quarterly Report | View | |
| 20th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 1st of April 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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Check out Greenlane Holdings Backtesting, Greenlane Holdings Valuation, Greenlane Holdings Correlation, Greenlane Holdings Hype Analysis, Greenlane Holdings Volatility, Greenlane Holdings History and analyze Greenlane Holdings Performance. To learn how to invest in Greenlane Stock, please use our How to Invest in Greenlane Holdings guide.You can also try the Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
Greenlane Holdings 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.