GREENLIGHT CAPRE (Germany) Performance
| G8L Stock | EUR 11.70 0.40 3.31% |
The company retains a Market Volatility (i.e., Beta) of 0.23, which attests to not very significant fluctuations relative to the market. As returns on the market increase, GREENLIGHT CAPRE's returns are expected to increase less than the market. However, during the bear market, the loss of holding GREENLIGHT CAPRE is expected to be smaller as well. At this point, GREENLIGHT CAPRE A has a negative expected return of -0.25%. Please make sure to check out GREENLIGHT CAPRE's variance, jensen alpha, and the relationship between the standard deviation and information ratio , to decide if GREENLIGHT CAPRE A performance from the past will be repeated in the future.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days GREENLIGHT CAPRE A has generated negative risk-adjusted returns adding no value to investors with long positions. Despite unsteady performance in the last few months, the Stock's basic indicators remain nearly stable which may send shares a bit higher in April 2025. The current disturbance may also be a sign of long-run up-swing for the company stockholders. ...more
GREENLIGHT |
GREENLIGHT CAPRE Relative Risk vs. Return Landscape
If you would invest 1,380 in GREENLIGHT CAPRE A on December 15, 2024 and sell it today you would lose (210.00) from holding GREENLIGHT CAPRE A or give up 15.22% of portfolio value over 90 days. GREENLIGHT CAPRE A is currently producing negative expected returns and takes up 2.1328% volatility of returns over 90 trading days. Put another way, 19% of traded stocks are less volatile than GREENLIGHT, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
GREENLIGHT CAPRE Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for GREENLIGHT CAPRE's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as GREENLIGHT CAPRE A, and traders can use it to determine the average amount a GREENLIGHT CAPRE'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 = -0.1181
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| Negative Returns | G8L |
Estimated Market Risk
| 2.13 actual daily | 19 81% of assets are more volatile |
Expected Return
| -0.25 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.12 actual daily | 0 Most of other assets perform better |
Based on monthly moving average GREENLIGHT CAPRE is not performing at its full potential. However, 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 CAPRE by adding GREENLIGHT CAPRE to a well-diversified portfolio.
About GREENLIGHT CAPRE Performance
By analyzing GREENLIGHT CAPRE's fundamental ratios, stakeholders can gain valuable insights into GREENLIGHT CAPRE's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if GREENLIGHT CAPRE 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 CAPRE 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 CAPRE A performance evaluation
Checking the ongoing alerts about GREENLIGHT CAPRE for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for GREENLIGHT CAPRE A help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| GREENLIGHT CAPRE A generated a negative expected return over the last 90 days |
- Analyzing GREENLIGHT CAPRE'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 CAPRE's stock is overvalued or undervalued compared to its peers.
- Examining GREENLIGHT CAPRE'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 CAPRE's management team can have a significant impact on its success or failure. Reviewing the track record and experience of GREENLIGHT CAPRE's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of GREENLIGHT CAPRE's stock. These opinions can provide insight into GREENLIGHT CAPRE's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for GREENLIGHT Stock analysis
When running GREENLIGHT CAPRE's price analysis, check to measure GREENLIGHT CAPRE'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 CAPRE is operating at the current time. Most of GREENLIGHT CAPRE's value examination focuses on studying past and present price action to predict the probability of GREENLIGHT CAPRE'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 CAPRE's price. Additionally, you may evaluate how the addition of GREENLIGHT CAPRE to your portfolios can decrease your overall portfolio volatility.
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