GreenSky Stock Alpha and Beta Analysis

GSKY -  USA Stock  

USD 10.20  0.00  0.00%

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as GreenSky. It also helps investors analyze the systematic and unsystematic risks associated with investing in GreenSky over a specified time horizon. Remember, high GreenSky'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 Risk vs Return Analysis.
  
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Please note that although GreenSky 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 did 0.17  worse 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 stock's relative risk over its benchmark. GreenSky has a beta of 0.0058  . Let's try to break down what GreenSky's beta means in this case. As returns on the market increase, GreenSky returns are expected to increase less than the market. However, during the bear market, the loss on holding GreenSky will be expected to be smaller as well.
GreenSky Enterprise Value over EBIT is fairly stable at the moment as compared to the past year. GreenSky reported Enterprise Value over EBIT of 28.00 in 2021. Enterprise Value over EBITDA is likely to rise to 25.43 in 2022, whereas Book Value per Share is likely to drop 0.22 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 Quarterly Book Value per Share

0.266

Share

GreenSky Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. GreenSky market risk premium is the additional return an investor will receive from holding GreenSky 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. 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's performance over market.
α-0.17   β0.0058
90 days against DJI

GreenSky Fundamentals Vs Peers

Comparing GreenSky's fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze GreenSky's direct or indirect competition across all of the common fundamentals between GreenSky and the related equities. This way, we can detect undervalued stocks with similar characteristics as GreenSky or determine the stocks which would be an excellent addition to an existing portfolio. Peer analysis of GreenSky's fundamental indicators could also be used in its relative valuation, which is a method of valuing GreenSky by comparing valuation metrics with those of similar companies.
    
 Better Than Average     
    
 Worse Than Average Compare GreenSky to competition
FundamentalsGreenSkyPeer Average
Return On Equity(0.30) %(0.31) %
Return On Asset5.75 %(0.14) %
Profit Margin8.24 %(1.27) %
Operating Margin25.42 %(5.51) %
Current Valuation1.19 B16.62 B
Shares Outstanding92.14 M571.82 M
Shares Owned by Insiders9.36 %10.09 %

GreenSky Opportunities

GreenSky Return and Market Media

The Stock received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
Unclassified Event01/11/2022
2
Unclassified Event01/26/2022
3
Unclassified Event02/03/2022
4
Unclassified Event02/08/2022
5
Unclassified Event02/10/2022
6
Greensky Inc exotic insider transaction detected02/14/2022
7
Payment of 3227 shares by Gupta Ritesh of Greensky Inc subje...03/09/2022
8
Payment of 6772 shares by Kang Andrew of Greensky Inc subjec...03/17/2022
9
Other03/28/2022
10
Disposition of 34188 shares by Kang Andrew of Greensky Inc s...03/29/2022

About GreenSky 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 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 2022 (projected)
Earnings per Basic Share0.430.150.550.56
EBITDA Margin0.140.0910.190.22

GreenSky Upcoming Company Events

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

Build Portfolio with GreenSky

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 Risk vs Return Analysis. Note that the GreenSky information on this page should be used as a complementary analysis to other GreenSky'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 Global Markets Map module to get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes.

Other Tools for GreenSky Stock

When running GreenSky price analysis, check to measure GreenSky'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 is operating at the current time. Most of GreenSky's value examination focuses on studying past and present price action to predict the probability of GreenSky's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move GreenSky's price. Additionally, you may evaluate how the addition of GreenSky to your portfolios can decrease your overall portfolio volatility.
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