GREEN PLAINS (Germany) Market Value
| G3V Stock | 4.61 0.08 1.71% |
| Symbol | GREEN |
GREEN PLAINS 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to GREEN PLAINS's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of GREEN PLAINS.
| 12/13/2024 |
| 03/13/2025 |
If you would invest 0.00 in GREEN PLAINS on December 13, 2024 and sell it all today you would earn a total of 0.00 from holding GREEN PLAINS or generate 0.0% return on investment in GREEN PLAINS over 90 days. GREEN PLAINS is related to or competes with Ribbon Communications, Molson Coors, Boston Beer, Thai Beverage, LG Display, and Microchip Technology. More
GREEN PLAINS Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure GREEN PLAINS's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess GREEN PLAINS upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.20) | |||
| Maximum Drawdown | 32.45 | |||
| Value At Risk | (8.71) | |||
| Potential Upside | 6.82 |
GREEN PLAINS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for GREEN PLAINS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as GREEN PLAINS's standard deviation. In reality, there are many statistical measures that can use GREEN PLAINS historical prices to predict the future GREEN PLAINS's volatility.| Risk Adjusted Performance | (0.18) | |||
| Jensen Alpha | (1.13) | |||
| Total Risk Alpha | (0.39) | |||
| Treynor Ratio | (3.82) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of GREEN PLAINS's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
GREEN PLAINS Backtested Returns
GREEN PLAINS holds Efficiency (Sharpe) Ratio of -0.23, which attests that the entity had a -0.23 % return per unit of return volatility over the last 3 months. GREEN PLAINS exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out GREEN PLAINS's Coefficient Of Variation of (441.24), risk adjusted performance of (0.18), and Market Risk Adjusted Performance of (3.81) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.31, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, GREEN PLAINS's returns are expected to increase less than the market. However, during the bear market, the loss of holding GREEN PLAINS is expected to be smaller as well. At this point, GREEN PLAINS has a negative expected return of -1.16%. Please make sure to check out GREEN PLAINS's information ratio, skewness, day typical price, as well as the relationship between the treynor ratio and daily balance of power , to decide if GREEN PLAINS performance from the past will be repeated in the future.
Auto-correlation | 0.24 |
Weak predictability
GREEN PLAINS has weak predictability. Overlapping area represents the amount of predictability between GREEN PLAINS time series from 13th of December 2024 to 27th of January 2025 and 27th of January 2025 to 13th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of GREEN PLAINS price movement. The serial correlation of 0.24 indicates that over 24.0% of current GREEN PLAINS price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.24 | |
| Spearman Rank Test | 0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 1.65 |
GREEN PLAINS lagged returns against current returns
Autocorrelation, which is GREEN PLAINS stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting GREEN PLAINS's stock expected returns. We can calculate the autocorrelation of GREEN PLAINS returns to help us make a trade decision. For example, suppose you find that GREEN PLAINS has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
GREEN PLAINS regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If GREEN PLAINS stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if GREEN PLAINS stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in GREEN PLAINS stock over time.
Current vs Lagged Prices |
| Timeline |
GREEN PLAINS Lagged Returns
When evaluating GREEN PLAINS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of GREEN PLAINS stock have on its future price. GREEN PLAINS autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, GREEN PLAINS autocorrelation shows the relationship between GREEN PLAINS stock current value and its past values and can show if there is a momentum factor associated with investing in GREEN PLAINS.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for GREEN Stock Analysis
When running GREEN PLAINS's price analysis, check to measure GREEN PLAINS'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 GREEN PLAINS is operating at the current time. Most of GREEN PLAINS's value examination focuses on studying past and present price action to predict the probability of GREEN PLAINS's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move GREEN PLAINS's price. Additionally, you may evaluate how the addition of GREEN PLAINS to your portfolios can decrease your overall portfolio volatility.