Green Plains Renewable Stock Alpha and Beta Analysis
| GPRE Stock | USD 15.50 0.77 5.23% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Green Plains Renewable. It also helps investors analyze the systematic and unsystematic risks associated with investing in Green Plains over a specified time horizon. Remember, high Green Plains' 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 Plains' market risk premium analysis include:
Beta 0.93 | Alpha 0.68 | Risk 3.21 | Sharpe Ratio 0.26 | Expected Return 0.84 |
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.
Check out Green Plains Analysis, Green Plains Valuation, Green Plains Correlation, Green Plains Hype Analysis, Green Plains Volatility, Green Plains Price History and analyze Green Plains Performance. Green Plains Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Green Plains market risk premium is the additional return an investor will receive from holding Green Plains 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 Plains. 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 Plains' performance over market.| α | 0.68 | β | 0.93 |
Green Plains 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 Plains' Buy-and-hold return. Our buy-and-hold chart shows how Green Plains performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Green Plains Market Price Analysis
Market price analysis indicators help investors to evaluate how Green Plains 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 Plains shares will generate the highest return on investment. By understating and applying Green Plains stock market price indicators, traders can identify Green Plains position entry and exit signals to maximize returns.
Green Plains Return and Market Media
The median price of Green Plains for the period between Fri, Nov 14, 2025 and Thu, Feb 12, 2026 is 10.14 with a coefficient of variation of 12.54. The daily time series for the period is distributed with a sample standard deviation of 1.34, arithmetic mean of 10.68, and mean deviation of 1.04. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Green Plains Clears Technical Benchmark, Hitting 90-Plus RS Rating | 11/18/2025 |
2 | Disposition of 636 shares by Phil Boggs of Green Plains at 5.16 subject to Rule 16b-3 | 12/05/2025 |
3 | Acquisition by James Herbert of 7685 shares of Green Plains at 9.76 subject to Rule 16b-3 | 12/18/2025 |
4 | Disposition of 34906 shares by Mapes Michelle of Green Plains at 9.8 subject to Rule 16b-3 | 01/07/2026 |
5 | Bioenergy Industry Research Report 2025 550 Bn Market Trends, Opportunities and Strategies, 2019-2024, 2025-2029F, 2034F | 01/08/2026 |
6 | Green Plains Expands Leadership Team with Ryan Loneman as General Counsel | 01/12/2026 |
7 | Insider Trading | 01/16/2026 |
8 | Is the Pekin Segment the Anchor of Alto Ingredients Growth Strategy | 01/22/2026 |
9 | Green Plains Celanese Critical Comparison | 01/30/2026 |
10 | Biofuels Global Markets Report 2025 Revenue Data for 2024, Estimates for 2025, 2029 Forecasts, and CAGRs Projection Through 2030 Featuring Key Players - ADM, Ca... | 02/04/2026 |
11 | Green Plains Renewable Energy Q4 Earnings Surpass Estimates | 02/05/2026 |
12 | Green Plains Inc. Q4 2025 Earnings Call Transcript | 02/06/2026 |
13 | Why Green Plains Is Up 19.6 percent After Returning To Profit On Lower Sales - And Whats Next | 02/11/2026 |
About Green Plains 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 Plains Renewable 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.
| 2023 | 2024 | 2025 | 2026 (projected) | Dividend Yield | 0.0153 | 0.00854 | 0.009821 | 0.00933 | Price To Sales Ratio | 0.45 | 0.25 | 0.32 | 0.42 |
Green Plains Upcoming Company Events
As portrayed in its financial statements, the presentation of Green Plains' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Green Plains' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Green Plains' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Green Plains. Please utilize our Beneish M Score to check the likelihood of Green Plains' management manipulating its earnings.
| 7th of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 7th 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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Check out Green Plains Analysis, Green Plains Valuation, Green Plains Correlation, Green Plains Hype Analysis, Green Plains Volatility, Green Plains Price History and analyze Green Plains Performance. You can also try the Aroon Oscillator module to analyze current equity momentum using Aroon Oscillator and other momentum ratios.
Green Plains 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.