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Green Plains Inc. (GPRE)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS3932221043
CUSIP393222104
SectorBasic Materials
IndustrySpecialty Chemicals

Highlights

Market Cap$1.38B
EPS-$1.59
PE Ratio3.99
PEG Ratio-4.01
Revenue (TTM)$3.30B
Gross Profit (TTM)$112.68M
EBITDA (TTM)$34.50M
Year Range$19.44 - $36.02
Target Price$33.82
Short %13.18%
Short Ratio6.01

Share Price Chart


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Green Plains Inc.

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Green Plains Inc., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%100.00%200.00%300.00%NovemberDecember2024FebruaryMarchApril
-27.82%
291.40%
GPRE (Green Plains Inc.)
Benchmark (^GSPC)

S&P 500

Returns By Period

Green Plains Inc. had a return of -15.15% year-to-date (YTD) and -36.39% in the last 12 months. Over the past 10 years, Green Plains Inc. had an annualized return of -1.70%, while the S&P 500 had an annualized return of 10.52%, indicating that Green Plains Inc. did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-15.15%6.92%
1 month-4.68%-2.83%
6 months-22.29%23.86%
1 year-36.39%23.33%
5 years (annualized)4.75%11.66%
10 years (annualized)-1.70%10.52%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-17.80%2.75%8.54%
2023-3.03%-2.39%-15.32%1.37%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of GPRE is 11, indicating that it is in the bottom 11% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of GPRE is 1111
Green Plains Inc.(GPRE)
The Sharpe Ratio Rank of GPRE is 99Sharpe Ratio Rank
The Sortino Ratio Rank of GPRE is 1010Sortino Ratio Rank
The Omega Ratio Rank of GPRE is 1414Omega Ratio Rank
The Calmar Ratio Rank of GPRE is 1313Calmar Ratio Rank
The Martin Ratio Rank of GPRE is 1010Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Green Plains Inc. (GPRE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


GPRE
Sharpe ratio
The chart of Sharpe ratio for GPRE, currently valued at -0.84, compared to the broader market-2.00-1.000.001.002.003.004.00-0.84
Sortino ratio
The chart of Sortino ratio for GPRE, currently valued at -1.24, compared to the broader market-4.00-2.000.002.004.006.00-1.24
Omega ratio
The chart of Omega ratio for GPRE, currently valued at 0.87, compared to the broader market0.501.001.500.87
Calmar ratio
The chart of Calmar ratio for GPRE, currently valued at -0.63, compared to the broader market0.002.004.006.00-0.63
Martin ratio
The chart of Martin ratio for GPRE, currently valued at -1.35, compared to the broader market0.0010.0020.0030.00-1.35
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.19, compared to the broader market-2.00-1.000.001.002.003.004.002.19
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.18, compared to the broader market-4.00-2.000.002.004.006.003.18
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.501.001.501.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.68, compared to the broader market0.002.004.006.001.68
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.62, compared to the broader market0.0010.0020.0030.008.62

Sharpe Ratio

The current Green Plains Inc. Sharpe ratio is -0.84. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
-0.84
2.19
GPRE (Green Plains Inc.)
Benchmark (^GSPC)

Dividends

Dividend History

Green Plains Inc. granted a 0.00% dividend yield in the last twelve months. The annual payout for that period amounted to $0.00 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.00$0.00$0.00$0.00$0.00$0.24$0.48$0.48$0.48$0.40$0.24$0.08

Dividend yield

0.00%0.00%0.00%0.00%0.00%1.56%3.66%2.85%1.72%1.75%0.97%0.41%

Monthly Dividends

The table displays the monthly dividend distributions for Green Plains Inc.. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2019$0.00$0.12$0.00$0.00$0.12$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2018$0.00$0.12$0.00$0.00$0.12$0.00$0.00$0.12$0.00$0.00$0.12$0.00
2017$0.00$0.12$0.00$0.00$0.12$0.00$0.00$0.12$0.00$0.00$0.12$0.00
2016$0.00$0.12$0.00$0.00$0.12$0.00$0.00$0.12$0.00$0.00$0.12$0.00
2015$0.00$0.08$0.00$0.00$0.08$0.00$0.00$0.12$0.00$0.00$0.12$0.00
2014$0.00$0.04$0.00$0.00$0.04$0.00$0.00$0.08$0.00$0.00$0.08$0.00
2013$0.04$0.00$0.04$0.00

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-52.12%
-2.94%
GPRE (Green Plains Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Green Plains Inc.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Green Plains Inc. was 97.62%, occurring on Mar 2, 2009. The portfolio has not yet recovered.

The current Green Plains Inc. drawdown is 52.12%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-97.62%May 11, 2006704Mar 2, 2009
-31.07%Mar 16, 20063Mar 20, 20069Mar 31, 200612
-18.74%Apr 12, 20069Apr 25, 200610May 9, 200619

Volatility

Volatility Chart

The current Green Plains Inc. volatility is 10.67%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
10.67%
3.65%
GPRE (Green Plains Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Green Plains Inc. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

0.00

Cost Of Revenue

0.00

Gross Profit

0.00
Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items