Greenlight Capital Re Stock Performance
| GLRE Stock | USD 13.22 0.20 1.49% |
The company retains a Market Volatility (i.e., Beta) of 0.63, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Greenlight Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Greenlight Capital is expected to be smaller as well. At this point, Greenlight Capital has a negative expected return of -0.0596%. Please make sure to check out Greenlight Capital's potential upside, and the relationship between the total risk alpha and daily balance of power , to decide if Greenlight Capital performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Greenlight Capital Re has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of rather sound basic indicators, Greenlight Capital is not utilizing all of its potentials. The latest stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
Actual Historical Performance (%)
One Day Return (1.49) | Five Day Return (1.05) | Year To Date Return (3.57) | Ten Year Return (59.31) | All Time Return (44.99) |
1 | Greenlight Capital Q4 2024 Letter - Seeking Alpha | 01/23/2025 |
2 | With 48 percent ownership, Greenlight Capital Re, Ltd. has piqued the interest of institutional investors | 02/25/2025 |
3 | Insider Trading | 03/04/2025 |
4 | Greenlight Re Announces Fourth Quarter and Year-End 2024 Financial Results | 03/10/2025 |
5 | Greenlight Capital Re Releases Earnings Results | 03/11/2025 |
6 | Greenlight Capital Re Full Year 2024 Earnings EPS US1.26 | 03/12/2025 |
7 | Acquisition by Steven Archambault of 4811 shares of Greenlight Capital subject to Rule 16b-3 | 03/14/2025 |
| Begin Period Cash Flow | 1.9 M |
Greenlight |
Greenlight Capital Relative Risk vs. Return Landscape
If you would invest 1,379 in Greenlight Capital Re on December 24, 2024 and sell it today you would lose (57.00) from holding Greenlight Capital Re or give up 4.13% of portfolio value over 90 days. Greenlight Capital Re is currently does not generate positive expected returns and assumes 1.4778% risk (volatility on return distribution) over the 90 days horizon. In different words, 13% of stocks are less volatile than Greenlight, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon. Expected Return |
| Risk |
Greenlight Capital Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Greenlight Capital's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Greenlight Capital Re, and traders can use it to determine the average amount a Greenlight Capital'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 = -0.0403
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| Negative Returns | GLRE |
Estimated Market Risk
| 1.48 actual daily | 13 87% of assets are more volatile |
Expected Return
| -0.06 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.04 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Greenlight Capital 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 Capital by adding Greenlight Capital to a well-diversified portfolio.
Greenlight Capital Fundamentals Growth
Greenlight Stock prices reflect investors' perceptions of the future prospects and financial health of Greenlight Capital, and Greenlight Capital 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.
| Return On Equity | 0.0695 | ||||
| Return On Asset | 0.0194 | ||||
| Profit Margin | 0.06 % | ||||
| Operating Margin | (0.12) % | ||||
| Current Valuation | 452.66 M | ||||
| Shares Outstanding | 34.56 M | ||||
| Price To Earning | 73.18 X | ||||
| Price To Book | 0.72 X | ||||
| Price To Sales | 0.65 X | ||||
| Revenue | 83 K | ||||
| Gross Profit | 74.73 M | ||||
| EBITDA | 42.04 M | ||||
| Net Income | 42.82 M | ||||
| Cash And Equivalents | 34 M | ||||
| Cash Per Share | 0.98 X | ||||
| Total Debt | 60.75 M | ||||
| Debt To Equity | 0.21 % | ||||
| Current Ratio | 1.80 X | ||||
| Book Value Per Share | 18.26 X | ||||
| Cash Flow From Operations | (7.39 M) | ||||
| Earnings Per Share | 1.24 X | ||||
| Market Capitalization | 456.94 M | ||||
| Total Asset | 2.02 B | ||||
| Retained Earnings | 150.84 M | ||||
About Greenlight Capital Performance
By analyzing Greenlight Capital's fundamental ratios, stakeholders can gain valuable insights into Greenlight Capital's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Greenlight Capital 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 Capital has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| Last Reported | Projected for Next Year | ||
| Return On Tangible Assets | 0.02 | 0.02 | |
| Return On Capital Employed | 0.41 | 0.43 | |
| Return On Assets | 0.02 | 0.02 | |
| Return On Equity | 0.07 | 0.07 |
Things to note about Greenlight Capital performance evaluation
Checking the ongoing alerts about Greenlight Capital for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Greenlight Capital help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Greenlight Capital generated a negative expected return over the last 90 days | |
| Greenlight Capital is unlikely to experience financial distress in the next 2 years | |
| Greenlight Capital Re currently holds about 34 M in cash with (7.39 M) of positive cash flow from operations. This results in cash-per-share (CPS) ratio of 0.98. | |
| Roughly 51.0% of the company shares are held by company insiders | |
| Latest headline from MacroaxisInsider: Acquisition by Steven Archambault of 4811 shares of Greenlight Capital subject to Rule 16b-3 |
- Analyzing Greenlight Capital'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 Capital's stock is overvalued or undervalued compared to its peers.
- Examining Greenlight Capital'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 Capital's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Greenlight Capital's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Greenlight Capital's stock. These opinions can provide insight into Greenlight Capital's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Greenlight Stock analysis
When running Greenlight Capital's price analysis, check to measure Greenlight Capital'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 Capital is operating at the current time. Most of Greenlight Capital's value examination focuses on studying past and present price action to predict the probability of Greenlight Capital'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 Capital's price. Additionally, you may evaluate how the addition of Greenlight Capital to your portfolios can decrease your overall portfolio volatility.
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