Greenbrier Companies Stock Alpha and Beta Analysis
| GBX Stock | USD 56.39 0.81 1.46% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Greenbrier Companies. It also helps investors analyze the systematic and unsystematic risks associated with investing in Greenbrier Companies over a specified time horizon. Remember, high Greenbrier Companies' alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Greenbrier Companies' market risk premium analysis include:
Beta 0.8 | Alpha (0.23) | Risk 1.83 | Sharpe Ratio (0.18) | Expected Return (0.32) |
Greenbrier Companies Quarterly Cash And Equivalents |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Greenbrier |
Greenbrier Companies Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Greenbrier Companies market risk premium is the additional return an investor will receive from holding Greenbrier Companies long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Greenbrier Companies. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Greenbrier Companies' performance over market.| α | -0.23 | β | 0.80 |
Greenbrier Companies expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Greenbrier Companies' Buy-and-hold return. Our buy-and-hold chart shows how Greenbrier Companies performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Greenbrier Companies Market Price Analysis
Market price analysis indicators help investors to evaluate how Greenbrier Companies stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Greenbrier Companies shares will generate the highest return on investment. By understating and applying Greenbrier Companies stock market price indicators, traders can identify Greenbrier Companies position entry and exit signals to maximize returns.
Greenbrier Companies Return and Market Media
The median price of Greenbrier Companies for the period between Thu, Nov 28, 2024 and Wed, Feb 26, 2025 is 65.24 with a coefficient of variation of 5.8. The daily time series for the period is distributed with a sample standard deviation of 3.72, arithmetic mean of 64.16, and mean deviation of 3.03. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
| Greenbrier Companies dividend paid on 27th of November 2024 | 11/27/2024 |
1 | Disposition of 2000 shares by William Krueger of Greenbrier Companies at 61.1282 subject to Rule 16b-3 | 01/02/2025 |
2 | Greenbrier Companies Is Due To Pay A Dividend Of 0.30 | 01/13/2025 |
3 | 4 PEG-Based Value Stocks to Neutralize Trump 2.0-Led Market Volatility | 01/21/2025 |
4 | Disposition of 220 shares by Wendy Teramoto of Greenbrier Companies subject to Rule 16b-3 | 01/22/2025 |
5 | Are Transportation Stocks Lagging The Greenbrier Companies This Year | 01/30/2025 |
6 | Here Is Why Bargain Hunters Would Love Fast-paced Mover Greenbrier | 01/31/2025 |
7 | 5 Dividend Growth Stocks to Buy as Volatility Flares Up | 02/03/2025 |
8 | Zacks.com featured highlights InterDigital, Taiwan Semiconductor, Acuity Brands, Greenbrier and Fox | 02/04/2025 |
9 | Greenbrier to webcast presentation at the Stifel 2025 Transportation Logistics Conference | 02/05/2025 |
10 | Greenbrier Companies Recently Broke Out Above the 50-Day Moving Average | 02/06/2025 |
11 | 3 Strong Buy Momentum Stocks for Today PPC, EAT, GBX | 02/07/2025 |
12 | Empowered Funds LLC Raises Position in The Greenbrier Companies, Inc. | 02/10/2025 |
13 | Disposition of 12000 shares by William Glenn of Greenbrier Companies subject to Rule 16b-3 | 02/13/2025 |
| Greenbrier Companies dividend paid on 19th of February 2025 | 02/19/2025 |
14 | Are Investors Undervaluing The Greenbrier Companies Right Now | 02/25/2025 |
About Greenbrier Companies Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Greenbrier or other stocks. Alpha measures the amount that position in Greenbrier Companies has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0265 | 0.0255 | 0.0229 | Price To Sales Ratio | 0.35 | 0.43 | 0.38 |
Greenbrier Companies Upcoming Company Events
As portrayed in its financial statements, the presentation of Greenbrier Companies' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Greenbrier Companies' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Greenbrier Companies' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Greenbrier Companies. Please utilize our Beneish M Score to check the likelihood of Greenbrier Companies' management manipulating its earnings.
| 8th of April 2024 Upcoming Quarterly Report | View | |
| 4th of July 2024 Next Financial Report | View | |
| 29th of February 2024 Next Fiscal Quarter End | View | |
| 23rd of October 2024 Next Fiscal Year End | View | |
| 30th of November 2023 Last Quarter Report | View | |
| 31st of August 2023 Last Financial Announcement | View |
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Additional Tools for Greenbrier Stock Analysis
When running Greenbrier Companies' price analysis, check to measure Greenbrier Companies' 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 Greenbrier Companies is operating at the current time. Most of Greenbrier Companies' value examination focuses on studying past and present price action to predict the probability of Greenbrier Companies' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Greenbrier Companies' price. Additionally, you may evaluate how the addition of Greenbrier Companies to your portfolios can decrease your overall portfolio volatility.