FactorPad
Build a Better Process

Stock Risk Measures for Green Plains Inc

A quantitative factor review as of June 30, 2021.
  1. Company Info - Description, identity and sector data.
  2. Share Data - Stock earnings and key dates.
  3. Market Risk - Beta, size, liquidity and momentum measures.
  4. Financial Risk - Earnings and dividends.
face pic by Paul Alan Davis, CFA
Updated: July 06, 2021
See how we arrive at an overall risk score of 67 for GPRE below.

/ factorpad.com / stocks / f78ztt.html


An ad-free and cookie-free website.


GPRE Risk Report

Overview

Our quantitative data points are meant to provide a high-level understanding of factors in equity risk models for Green Plains Inc. Portfolio managers use these models to forecast risk, optimize portfolios and review performance.

We show how GPRE stock compares to 2,000+ US-based stocks, and to peers in the Manufacturing sector and All Other Basic Organic Chemical Manufacturing industry.

Please do not consider this data as investment advice. Data is downloaded from sources we deem reliable, but errors may occur.

Company Info

Business Description

Company logo Green Plains Inc. is a leading biorefining company focused on the development and utilization of fermentation, agricultural and biological technologies in the processing of annually renewable crops into sustainable value-added ingredients. This includes the production of cleaner low carbon biofuels, renewable feedstocks for advanced biofuels and high purity alcohols for use in cleaners and disinfectants. Green Plains is an innovative producer of Ultra-High Protein and novel ingredients for animal and aquaculture diets to help satisfy a growing global appetite for sustainable protein. The Company also owns a 48.9% limited partner interest and a 2.0% general partner interest in Green Plains Partners LP.

Identity

Sector and Industry

Share Data

Shares

Earnings and Dividends

Market Risk Measures

Many of the following risk metrics are standardized and transformed into quantitative factors in institutional-level risk models.

Rankings below represent percentiles from 1 to 100, with 1 being the lowest rating of risk.

Systematic Risk

Stocks with higher beta exhibit higher sensitivity to the ups and downs in the market. (↑↑)

Company Size

Stocks with higher market capitalization often have lower risk. (↑↓)

Trading Liquidity

Higher average daily dollar volume over the past 30 days implies lower liquidity risk. (↑↓)

Price Momentum

Higher price momentum stocks, aka recent winners, equate to lower risk for many investors. (↑↓)

Financial Risk Measures

Style risk factors often include measures of profitability and payout levels.

Earnings Yield

Companies with higher earnings generally provide lower risk. (↑↓)

Dividend Yield

Companies with higher dividend yields, if sustaintable, are perceived to have lower risk. (↑↓)

/ factorpad.com / stocks / f78ztt.html


GPRE stock risk
GREEN PLAINS INC stock beta
GPRE risk report
GPRE f78ztt
GPRE risk analysis
GPRE volatility
GREEN PLAINS INC credit risk
GPRE liquidity risk
GPRE leverage
GPRE valuation
GPRE systematic risk
GPRE specific risk
GREEN PLAINS INC volatility
GPRE analysis
GPRE financial ratio

A newly-updated free resource. Connect and refer a friend today.