Green Plains Partners Alpha and Beta Analysis
| GPPDelisted Stock | USD 14.16 0.07 0.50% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Green Plains Partners. 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 0.3 | Alpha 0.15 | Risk 0.0 | Sharpe Ratio 0.0 | Expected Return 0.0 |
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.
Green |
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 | 0.15 | β | 0.30 |
Green Plains Fundamentals Vs Peers
Comparing Green Plains' fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze Green Plains' direct or indirect competition across all of the common fundamentals between Green Plains and the related equities. This way, we can detect undervalued stocks with similar characteristics as Green Plains or determine the stocks which would be an excellent addition to an existing portfolio. Peer analysis of Green Plains' fundamental indicators could also be used in its relative valuation, which is a method of valuing Green Plains by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare Green Plains to competition |
| Fundamentals | Green Plains | Peer Average |
| Return On Equity | 0.99 | -0.31 |
| Return On Asset | 0.25 | -0.14 |
| Profit Margin | 0.46 % | (1.27) % |
| Operating Margin | 0.58 % | (5.51) % |
| Current Valuation | 373.34 M | 16.62 B |
| Shares Outstanding | 23.26 M | 571.82 M |
| Shares Owned By Insiders | 50.81 % | 10.09 % |
Green Plains Opportunities
Green Plains Return and Market Media
The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
| Green Plains dividend paid on 12th of May 2023 | 05/12/2023 |
1 | 80K Reasons To Be Bullish On Green Plains Partners Stock | 07/06/2023 |
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 delisted stocks. Alpha measures the amount that position in Green Plains Partners 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.
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.
| 14th of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with Green Plains
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Risk vs Return Analysis to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in american community survey. You can also try the Cryptocurrency Center module to build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency.
Other Consideration for investing in Green Stock
If you are still planning to invest in Green Plains Partners check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the Green Plains' history and understand the potential risks before investing.
| Fundamentals Comparison Compare fundamentals across multiple equities to find investing opportunities | |
| Equity Valuation Check real value of public entities based on technical and fundamental data | |
| Global Correlations Find global opportunities by holding instruments from different markets | |
| Risk-Return Analysis View associations between returns expected from investment and the risk you assume | |
| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments | |
| Fundamental Analysis View fundamental data based on most recent published financial statements | |
| My Watchlist Analysis Analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like | |
| Money Flow Index Determine momentum by analyzing Money Flow Index and other technical indicators | |
| Content Syndication Quickly integrate customizable finance content to your own investment portal |