Greensky Stock Alpha and Beta Analysis

GSKY -  USA Stock  

USD 11.34  0.31  2.66%

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Greensky Inc Cl. It also helps investors analyze the systematic and unsystematic risks associated with investing in Greensky Inc over a specified time horizon. Remember, high Greensky Inc's 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.
Please check Greensky Inc Backtesting, Greensky Inc Valuation, Greensky Inc Correlation, Greensky Inc Hype Analysis, Greensky Inc Volatility, Greensky Inc History and analyze Greensky Inc Performance.

Greensky Beta 

 
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Please note that although Greensky Inc alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, Greensky Inc did 0.10  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Greensky Inc Cl stock's relative risk over its benchmark. Greensky Inc Cl has a beta of 1.22  . Let's try to break down what Greensky's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Greensky Inc will likely underperform.
Tangible Assets Book Value per Share is likely to rise to 7.82 in 2022, whereas Book Value per Share is likely to drop (0.0305)  in 2022.
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.

Greensky Inc Quarterly Book Value per Share

0.168Share

Greensky Inc Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Greensky Inc market risk premium is the additional return an investor will receive from holding Greensky Inc 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 Greensky Inc. 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 Greensky Inc's performance over market.
α0.10   β1.22
90 days against DJI

Greensky Inc 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 Greensky Inc's Buy-and-hold return. Our buy-and-hold chart shows how Greensky Inc performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Greensky Inc Market Price Analysis

Market price analysis indicators help investors to evaluate how Greensky Inc stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Greensky Inc shares will generate the highest return on investment. By understating and applying Greensky Inc stock market price indicators, traders can identify Greensky Inc position entry and exit signals to maximize returns.

Greensky Inc Return and Market Media

The median price of Greensky Inc for the period between Wed, Jan 29, 2020 and Tue, Jan 18, 2022 is 5.79 with a coefficient of variation of 39.9. The daily time series for the period is distributed with a sample standard deviation of 2.65, arithmetic mean of 6.64, and mean deviation of 2.17. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
EPS Reported01/06/2020
2
Unclassified Event01/27/2020
3
Unclassified Event01/29/2020
4
Unclassified Event02/06/2020
5
Unclassified Event02/07/2020
6
Unclassified Event02/11/2020
7
Unclassified Event02/13/2020
8
Unclassified Event02/14/2020
9
EPS Reported03/02/2020
10
Payment of 2783 shares by Gupta Ritesh of GreenSky subject t...03/10/2020
11
EPS Estimate03/31/2020
12
Filing04/02/2020
13
Results of Operations04/06/2020
14
Unclassified Event04/07/2020
15
Unclassified Event04/09/2020
16
EPS Reported05/11/2020
17
Entry to Agreement05/15/2020
18
Acquisition by Minaz Vastani of 178936 shares of GreenSky su...05/18/2020
19
Conversion by Tpg Growth Ii Advisors Inc of 120391 shares of...05/22/2020
20
Entry to Agreement06/01/2020
21
Unclassified Event06/04/2020
22
GreenSky exotic insider transaction detected06/05/2020
23
Filing06/08/2020
24
Financial Statements06/10/2020
25
Unclassified Event06/12/2020
26
GreenSky exotic insider transaction detected06/15/2020
27
EPS Estimate06/30/2020
28
Unclassified Event07/09/2020
29
Unclassified Event07/10/2020
30
Unclassified Event08/07/2020
31
EPS Reported08/10/2020
32
Financial Statements08/11/2020
33
GreenSky Inc Given Consensus Recommendation of Hold by Broke...08/27/2020
34
Financial Statements09/08/2020
35
Payment of 8264 shares by Kevin Goldstein of GreenSky subjec...09/09/2020
36
Acquisition by Kang Andrew of 34188 shares of GreenSky subje...09/28/2020
37
EPS Estimate09/30/2020
38
EPS Reported11/09/2020
39
GreenSky exotic insider transaction detected11/12/2020
40
GreenSky exotic insider transaction detected11/16/2020
41
GreenSky exotic insider transaction detected11/17/2020
42
GreenSky exotic insider transaction detected11/19/2020
43
GreenSky Q3 2020 Investor Presentation - Marketscreener.com11/25/2020
44
Unclassified Event12/10/2020
45
Entry to Agreement12/22/2020
46
EPS Estimate12/31/2020
47
Financial Statements01/12/2021
48
Financial Statements02/02/2021
49
Unclassified Event02/03/2021
50
Unclassified Event02/04/2021
51
Filing02/08/2021
52
Unclassified Event02/09/2021
53
Unclassified Event02/10/2021
54
Unclassified Event02/11/2021
55
Unclassified Event02/12/2021
56
Unclassified Event02/16/2021
57
Greensky Inc exotic insider transaction detected03/09/2021
58
EPS Reported03/10/2021
59
Acquisition by Kang Andrew of 89780 shares of Greensky Inc s...03/17/2021
60
EPS Estimate03/31/2021
61
EPS Reported05/04/2021
62
Greensky Inc exotic insider transaction detected05/18/2021
63
Greensky Inc exotic insider transaction detected06/07/2021
64
Filing06/08/2021
65
Unclassified Event06/10/2021
66
Exercise or conversion by Gregg Freishtat of 76131 shares of...06/14/2021
67
Prime Day Deals 8 Best Over-Ear Headphones for Music, Movies...06/21/2021
68
Financial Statements06/29/2021
69
EPS Estimate06/30/2021
70
Greensky Inc exotic insider transaction detected07/02/2021
71
EPS Reported07/28/2021
72
Termination of Agreement08/11/2021
73
Greensky Inc exotic insider transaction detected09/08/2021
74
Payment of 14925 shares by Kang Andrew of Greensky Inc subje...09/15/2021
75
Payment of 2344 shares by Kang Andrew of Greensky Inc subjec...09/27/2021
76
EPS Estimate09/30/2021
77
Unclassified Event10/08/2021
78
Unclassified Event10/12/2021
79
Payment of 1093 shares by Gupta Ritesh of Greensky Inc subje...10/21/2021
80
Filing10/29/2021
81
EPS Reported11/04/2021
82
Unclassified Event11/09/2021
83
Sale by Gregg Freishtat of 52759 shares of Greensky Inc11/10/2021
84
Greensky Inc exotic insider transaction detected11/12/2021
85
Greensky Inc exotic insider transaction detected11/16/2021
86
Payment of 2886 shares by Gupta Ritesh of Greensky Inc subje...11/17/2021
87
Sale by Gregg Freishtat of 49617 shares of Greensky Inc11/18/2021
88
Other12/03/2021
89
Greensky Inc exotic insider transaction detected12/09/2021
90
Filing12/10/2021
91
Blindedbysound Pz - Blinded By Sound12/20/2021
92
Unclassified Event01/11/2022

About Greensky Inc 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 equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in Greensky Inc Cl 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.
 2018 2019 2021 (projected)
Earnings per Basic Share0.430.150.14
EBITDA Margin0.140.0910.0819

Greensky Inc Upcoming Company Events

As portrayed in its financial statements, the presentation of Greensky Inc's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Greensky Inc's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Greensky Inc's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Greensky Inc. Please utilize our Beneish M Score to check the likelihood of Greensky Inc's management manipulating its earnings.
Upcoming Quarterly Report9th of March 2022
Next Earnings Report3rd of May 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End9th of March 2022
Last Quarter Report30th of September 2021
Last Earning Announcement31st of December 2020

Build Portfolio with Greensky Inc

Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.

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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Please check Greensky Inc Backtesting, Greensky Inc Valuation, Greensky Inc Correlation, Greensky Inc Hype Analysis, Greensky Inc Volatility, Greensky Inc History and analyze Greensky Inc Performance. Note that the Greensky Inc Cl information on this page should be used as a complementary analysis to other Greensky Inc's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .

Complementary Tools for Greensky Stock analysis

When running Greensky Inc Cl price analysis, check to measure Greensky Inc'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 Greensky Inc is operating at the current time. Most of Greensky Inc's value examination focuses on studying past and present price action to predict the probability of Greensky Inc's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Greensky Inc's price. Additionally, you may evaluate how the addition of Greensky Inc to your portfolios can decrease your overall portfolio volatility.
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Greensky Inc technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
A focus of Greensky Inc technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Greensky Inc trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...