Greif Bros Stock Market Value
| GEF Stock | USD 63.51 0.61 0.97% |
| Symbol | Greif |
Greif Bros Price To Book Ratio
Is Greif Bros' industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Greif Bros. If investors know Greif will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Greif Bros listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.24) | Dividend Share 2.06 | Earnings Share 5.78 | Revenue Per Share 109.793 | Quarterly Revenue Growth (0.05) |
The market value of Greif Bros is measured differently than its book value, which is the value of Greif that is recorded on the company's balance sheet. Investors also form their own opinion of Greif Bros' value that differs from its market value or its book value, called intrinsic value, which is Greif Bros' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Greif Bros' market value can be influenced by many factors that don't directly affect Greif Bros' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Greif Bros' value and its price as these two are different measures arrived at by different means. Investors typically determine if Greif Bros is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Greif Bros' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Greif Bros 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Greif Bros' stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Greif Bros.
| 04/06/2024 |
| 05/06/2024 |
If you would invest 0.00 in Greif Bros on April 6, 2024 and sell it all today you would earn a total of 0.00 from holding Greif Bros or generate 0.0% return on investment in Greif Bros over 30 days. Greif Bros is related to or competes with Karat Packaging, Reynolds Consumer, Pactiv Evergreen, Packaging Corp, Avery Dennison, and WestRock. Greif, Inc. engages in the production and sale of industrial packaging products and services worldwide More
Greif Bros Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Greif Bros' stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Greif Bros upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.45 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 8.43 | |||
| Value At Risk | (2.23) | |||
| Potential Upside | 1.75 |
Greif Bros Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Greif Bros' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Greif Bros' standard deviation. In reality, there are many statistical measures that can use Greif Bros historical prices to predict the future Greif Bros' volatility.| Risk Adjusted Performance | 0.0186 | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.13) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.018 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Greif Bros' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Greif Bros Backtested Returns
We consider Greif Bros very steady. Greif Bros holds Efficiency (Sharpe) Ratio of 0.0457, which attests that the entity had a 0.0457% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Greif Bros, which you can use to evaluate the volatility of the firm. Please check out Greif Bros' Downside Deviation of 1.45, market risk adjusted performance of 0.028, and Risk Adjusted Performance of 0.0186 to validate if the risk estimate we provide is consistent with the expected return of 0.0644%. Greif Bros has a performance score of 3 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 1.04, which attests to a somewhat significant risk relative to the market. Greif Bros returns are very sensitive to returns on the market. As the market goes up or down, Greif Bros is expected to follow. Greif Bros right now retains a risk of 1.41%. Please check out Greif Bros maximum drawdown, skewness, and the relationship between the total risk alpha and downside variance , to decide if Greif Bros will be following its current trending patterns.
Auto-correlation | -0.28 |
Weak reverse predictability
Greif Bros has weak reverse predictability. Overlapping area represents the amount of predictability between Greif Bros time series from 6th of April 2024 to 21st of April 2024 and 21st of April 2024 to 6th of May 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Greif Bros price movement. The serial correlation of -0.28 indicates that nearly 28.0% of current Greif Bros price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.28 | |
| Spearman Rank Test | -0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 0.4 |
Greif Bros lagged returns against current returns
Autocorrelation, which is Greif Bros stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Greif Bros' stock expected returns. We can calculate the autocorrelation of Greif Bros returns to help us make a trade decision. For example, suppose you find that Greif Bros has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Greif Bros regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Greif Bros stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Greif Bros stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Greif Bros stock over time.
Current vs Lagged Prices |
| Timeline |
Greif Bros Lagged Returns
When evaluating Greif Bros' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Greif Bros stock have on its future price. Greif Bros autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Greif Bros autocorrelation shows the relationship between Greif Bros stock current value and its past values and can show if there is a momentum factor associated with investing in Greif Bros.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectCheck out Greif Bros Correlation, Greif Bros Volatility and Greif Bros Alpha and Beta module to complement your research on Greif Bros. For more detail on how to invest in Greif Stock please use our How to Invest in Greif Bros guide.Note that the Greif Bros information on this page should be used as a complementary analysis to other Greif Bros' 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 the Odds Of Bankruptcy module to get analysis of equity chance of financial distress in the next 2 years.
Complementary Tools for Greif Stock analysis
When running Greif Bros' price analysis, check to measure Greif Bros' 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 Greif Bros is operating at the current time. Most of Greif Bros' value examination focuses on studying past and present price action to predict the probability of Greif Bros' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Greif Bros' price. Additionally, you may evaluate how the addition of Greif Bros to your portfolios can decrease your overall portfolio volatility.
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Greif Bros 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.