Green Brick Partners Preferred Stock Performance
| GRBK-PA Preferred Stock | 23.13 0.02 0.09% |
The company retains a Market Volatility (i.e., Beta) of -0.14, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Green Brick are expected to decrease at a much lower rate. During the bear market, Green Brick is likely to outperform the market. At this point, Green Brick Partners has a negative expected return of -0.018%. Please make sure to check out Green Brick's coefficient of variation, jensen alpha, treynor ratio, as well as the relationship between the standard deviation and total risk alpha , to decide if Green Brick Partners performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Over the last 90 days Green Brick Partners has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, Green Brick is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
| Begin Period Cash Flow | 93.6 M | |
| Free Cash Flow | 88.7 M |
Green |
Green Brick Relative Risk vs. Return Landscape
If you would invest 2,346 in Green Brick Partners on September 24, 2024 and sell it today you would lose (33.00) from holding Green Brick Partners or give up 1.41% of portfolio value over 90 days. Green Brick Partners is generating negative expected returns and assumes 0.9125% volatility on return distribution over the 90 days horizon. Simply put, 8% of preferred stocks are less volatile than Green, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Green Brick Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Green Brick's investment risk. Standard deviation is the most common way to measure market volatility of preferred stocks, such as Green Brick Partners, and traders can use it to determine the average amount a Green Brick'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 = -0.0198
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| Negative Returns | GRBK-PA |
Estimated Market Risk
| 0.91 actual daily | 8 92% of assets are more volatile |
Expected Return
| -0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.02 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Green Brick 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 Green Brick by adding Green Brick to a well-diversified portfolio.
Green Brick Fundamentals Growth
Green Preferred Stock prices reflect investors' perceptions of the future prospects and financial health of Green Brick, and Green Brick 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 Green Preferred Stock performance.
| Return On Equity | 0.26 | ||||
| Return On Asset | 0.12 | ||||
| Profit Margin | 0.15 % | ||||
| Operating Margin | 0.19 % | ||||
| Current Valuation | 1.1 B | ||||
| Revenue | 1.76 B | ||||
| EBITDA | 359.08 M | ||||
| Total Debt | 371.42 M | ||||
| Book Value Per Share | 24.82 X | ||||
| Cash Flow From Operations | 90.68 M | ||||
| Earnings Per Share | 4.41 X | ||||
| Total Asset | 1.66 B | ||||
| Retained Earnings | 754.34 M | ||||
About Green Brick Performance
By analyzing Green Brick's fundamental ratios, stakeholders can gain valuable insights into Green Brick's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Green Brick 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 Green Brick 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 Green Brick Partners performance evaluation
Checking the ongoing alerts about Green Brick for important developments is a great way to find new opportunities for your next move. Preferred Stock alerts and notifications screener for Green Brick Partners help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Green Brick Partners generated a negative expected return over the last 90 days |
- Analyzing Green Brick'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 Green Brick's stock is overvalued or undervalued compared to its peers.
- Examining Green Brick'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 Green Brick's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Green Brick's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Green Brick's preferred stock. These opinions can provide insight into Green Brick's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Green Preferred Stock analysis
When running Green Brick's price analysis, check to measure Green Brick'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 Brick is operating at the current time. Most of Green Brick's value examination focuses on studying past and present price action to predict the probability of Green Brick'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 Brick's price. Additionally, you may evaluate how the addition of Green Brick to your portfolios can decrease your overall portfolio volatility.
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