GREENLIGHT CAP (Germany) Performance
| G8L Stock | EUR 13.30 0.40 2.92% |
GREENLIGHT CAP has a performance score of 4 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 1.22, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, GREENLIGHT CAP will likely underperform. GREENLIGHT CAP RE now retains a risk of 1.87%. Please check out GREENLIGHT CAP coefficient of variation, jensen alpha, and the relationship between the downside deviation and information ratio , to decide if GREENLIGHT CAP will be following its current trending patterns.
Risk-Adjusted Performance
4 of 100
Weak | Strong |
Insignificant
Compared to the overall equity markets, risk-adjusted returns on investments in GREENLIGHT CAP RE are ranked lower than 4 (%) of all global equities and portfolios over the last 90 days. In spite of rather fragile essential indicators, GREENLIGHT CAP may actually be approaching a critical reversion point that can send shares even higher in January 2025. ...more
| Begin Period Cash Flow | 754.3 M | |
| Free Cash Flow | -56.3 M |
GREENLIGHT |
GREENLIGHT CAP Relative Risk vs. Return Landscape
If you would invest 1,250 in GREENLIGHT CAP RE on September 24, 2024 and sell it today you would earn a total of 80.00 from holding GREENLIGHT CAP RE or generate 6.4% return on investment over 90 days. GREENLIGHT CAP RE is generating 0.1123% of daily returns assuming 1.8692% volatility of returns over the 90 days investment horizon. Simply put, 16% of all stocks have less volatile historical return distribution than GREENLIGHT CAP, and 98% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
GREENLIGHT CAP Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for GREENLIGHT CAP's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as GREENLIGHT CAP RE, and traders can use it to determine the average amount a GREENLIGHT CAP's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.0601
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | G8L | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 1.87 actual daily | 16 84% of assets are more volatile |
Expected Return
| 0.11 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.06 actual daily | 4 96% of assets perform better |
Based on monthly moving average GREENLIGHT CAP is performing at about 4% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of GREENLIGHT CAP by adding it to a well-diversified portfolio.
GREENLIGHT CAP Fundamentals Growth
GREENLIGHT Stock prices reflect investors' perceptions of the future prospects and financial health of GREENLIGHT CAP, and GREENLIGHT CAP fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on GREENLIGHT Stock performance.
| Current Valuation | 308.97 M | |||
| Price To Book | 0.57 X | |||
| Price To Sales | 0.52 X | |||
| Revenue | 570.46 M | |||
| Total Debt | 98.06 M | |||
| Cash Flow From Operations | (56.3 M) | |||
| Total Asset | 1.43 B | |||
About GREENLIGHT CAP Performance
By analyzing GREENLIGHT CAP's fundamental ratios, stakeholders can gain valuable insights into GREENLIGHT CAP's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if GREENLIGHT CAP has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if GREENLIGHT CAP has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Things to note about GREENLIGHT CAP RE performance evaluation
Checking the ongoing alerts about GREENLIGHT CAP for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for GREENLIGHT CAP RE help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| GREENLIGHT CAP generates negative cash flow from operations |
- Analyzing GREENLIGHT CAP's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether GREENLIGHT CAP's stock is overvalued or undervalued compared to its peers.
- Examining GREENLIGHT CAP's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating GREENLIGHT CAP's management team can have a significant impact on its success or failure. Reviewing the track record and experience of GREENLIGHT CAP's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of GREENLIGHT CAP's stock. These opinions can provide insight into GREENLIGHT CAP's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for GREENLIGHT Stock analysis
When running GREENLIGHT CAP's price analysis, check to measure GREENLIGHT CAP'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 GREENLIGHT CAP is operating at the current time. Most of GREENLIGHT CAP's value examination focuses on studying past and present price action to predict the probability of GREENLIGHT CAP's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move GREENLIGHT CAP's price. Additionally, you may evaluate how the addition of GREENLIGHT CAP to your portfolios can decrease your overall portfolio volatility.
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk |