Back to Dashboard
34

GLRE

๐Ÿฆ Financial Services

Greenlight Capital Re, Ltd.

Conservative #989Aggressive #1316Low RiskMLโ†‘ 31pt
$14.19-1.32%
Day High$14.33
Day Low$14.17
Volume0.1M
Mkt Cap$484M
52W Low $1252W High $15
Market Cap
$485M
P/E Ratio
N/A
Rev Growth
2.5%
Sector avg: 13.4%
Earnings Growth
-50.7%
Profit Margin
-0.3%
Sector avg: -2.8%
Debt/Equity
0.05

Why This Score

GLRE scores 34.8 on the Conservative profile, blending a fundamental score (80% weight, emphasizing quality and stability (84% of fundamental weight)) with a machine-learning signal (20% weight) trained on 82 features across 30 years of data.

Strengths
  • Minimal leverage (D/E 0.05) provides financial flexibility and downside protection.
Risk Factors
  • Liquidity concern: Limited trading volume or float results in a 15-point penalty for execution risk.

Net penalties of -17.3 points significantly impact the ranking. Without these adjustments, GLRE would rank considerably higher.

Score Breakdown

Overall Score34.8
Fundamental Score51.3
ML Score38.0

Score by Horizon

3 Month
73.8
6 Month
82.5
Primary
1 Year
86.8

Quality Assessment

D
Quality Grade
Below average quality โ€” weak profitability or high leverage
1 quality flag detected โ€” see details below. These penalties are already factored into the final score.
Quality Flags
High accrual ratio (7573.7%) โ€” earnings quality concern

Position Sizing

Suggested Allocation
5%
Confidence
medium

Score Composition Waterfall

How each component affects the final score
Backtested Scoring Levers (IC-calibrated from 30y ElasticNet)
Weinstein (12.1%)
100
Advancing
Sentiment (2.5%)
49
Neutral
Analyst (6.4%)
75
Favorable
Tradability (post-hoc)
33
Grade Dlow volume, low dollar volume
Base
33.6
SHAP
+1.2
Factors
+1.1
Conviction
-1.1
Final
34.8
Positive adjustment
Negative adjustment
Base blend
Final score

Factor Breakdown

48AVG
Value50
Quality20
Growth22
Stability83
Investment66

Signal SegmentsComputed from ML features

Fundamental (Valuation, Quality, Growth)42.0
Technical (Momentum, Weinstein, Volatility)73.0
External (Sentiment, Analyst, Macro)69.0
Scores below 50 indicate weakness in that segment relative to the universe.

Data Quality

Score
Features
Confidence
Feature Coverage89%

Growth Estimates

Short-term
+4.7% to +10.0%
Medium-term
+8.0% to +16.1%
Long-term
+11.9% to +22.9%

ML Model Core Features100 trained inputs โ†’ ML Score: 38

These features are direct inputs to the machine learning model. The model was trained on these signals alongside 100 features (including 12 momentum/technical indicators) to produce the ML percentile score.

Analyst Intelligence
Consensus Score75.0/100
Target Upside+0.0%
Coverage3 analysts
Market Sentiment
Sentiment Score49.3/100
News Volume1 articles
Technical Stage
Weinstein Stage2 โ€” Advancing
12M Momentum+0.0%
6M Momentum+0.1%
Volatility+0.1%
Momentum & Technical
Momentum Acceleration-8.2%
Momentum ConsistencyWeak (0.14)
Relative Strength vs Sector-7.5%
Trend Strength (ADX Proxy)Weak (0.2)
Momentum Quality+0.011
Momentum BreadthBroad โœ“
Macro Regime
Bull RegimeYes
High Vol RegimeNo
S&P 500 Return+25.0%
Yield Curve-0.1bp

Sector-Relative AnalysisIn-model features

Value Trap Signal
13%
Low risk
Sector RevGr Rank
P45
Revenue growth vs Financial Services peers
Sector PE Rank
P26
Valuation vs Financial Services peers
Sector FCF Rank
P94
Free cash flow vs Financial Services peers
Growth Deviation
-0.0ฯƒ
Z-score vs sector median
Stagnation Flag
NO
Not flagged

Analysis Signals

Scoring Factors
Fundamental score of 51 relative to sector peers51/100
Machine learning ensemble ranks this stock at the 38th percentileP38
Blended score: 80% fundamental (51) + 20% ML (38) = 48.648.6
Risk assessment: low. Low vol 0.1%; Drawdown 16% โ†’ 0.0ptLow
Earnings quality grade D: weak earnings quality, multiple concerns. Score adjusted by 0 pointsGrade D
SHAP feature alignment: +1.2pt (features align with model priorities)SHAP
Conviction adj: -1.1pt (conviction=N/A)Conviction
Risk Factors
Quality concern: High accrual ratio (7573.7%) โ€” earnings quality concernFlag
Liquidity penalty: -15.0pt (grade D)Liquidity

Sector Peer Comparison(Financial Services โ€” Rank #263 of 356 stocks)

StockScoreP/ERev GrowthMarginMkt Cap
GLRE34.8N/A2.5%-0.3%$485M
CME86.427.29.9%57.5%$114.0B
FHB84.911.83.2%24.2%$3.1B
ACT84.58.92.4%54.6%$6.1B
CINF84.210.711.4%18.9%$25.4B
SEIC82.214.010.7%27.3%$9.9B
TROW79.910.13.1%28.5%$20.5B
QQQX79.710.448.6%257.3%$1.4B
IBOC78.210.67.5%40.1%$4.2B
HWC77.812.2-1.5%24.1%$5.6B
FFIN77.518.811.7%30.7%$4.7B
TRMK77.111.934.8%19.3%$2.6B
NMIH77.17.78.4%55.1%$3.0B
EWBC76.712.74.6%28.3%$15.3B
WSFS76.312.8-3.1%21.1%$3.5B
MCHB76.1N/A123.7%23.2%$3.1B
Sector Average47.526.813.4%-2.8%โ€”

Company Overviewvia FMP

Greenlight Capital Re, Ltd., through its subsidiaries, operates as a property and casualty reinsurance company worldwide. The company offers various property reinsurance products and services, including automobile physical damage, personal lines, and commercial lines. It also provides casualty reinsurance products and services comprising general liability, motor liability, professional liability, and worker's compensation; and accident and health, transactional liability, mortgage insurance, surety, trade credit, marine, energy, aviation, crop, cyber, political, and terrorism products. The company markets its products through reinsurance brokers. Greenlight Capital Re, Ltd. was incorporated in 2004 and is headquartered in Grand Cayman, the Cayman Islands.

CEO
Greg Richardson
Employees
75
Beta
0.54
Industry
Insurance - Reinsurance
FMP-Identified Peers

Technical Picturecomputed from daily prices

RSI (14)
53.3
Neutral
Trend
Bullish
10-day vs 50-day MA
From 52W High
-5.8%
High: $15.07
From 52W Low
+22.6%
Low: $11.57
Moving Averages
10-Day
$14.10
Above
20-Day
$14.10
Above
50-Day
$14.00
Above
200-Day
$13.40
Above
60-Day Support
$13.15
60-Day Resistance
$14.92
Weinstein Stage Analysisbased on 200-day SMA framework
Stage 2 โ€” AdvancingScore: 46/100

Stock is in an uptrend above the 200-day moving average. This is the stage where institutional accumulation typically occurs. The 50-day SMA provides support.

Favorable technical position; 50-day SMA acts as support
Price vs 200 SMA
+5.9%
200 SMA Slope (60d)
+1.4%
Flattening
Volume Ratio
0.68x
10d avg vs 50d avg
Days in Stage
28
Confidence: 90%
Key Reversal Detected (2026-02-18)

Entry & Exit Zones

In Entry Zone
$12.74
Stop Entry Now Target
$17.77
Entry Zone
$13.86 โ€“ $14.42
SMA50 pullback zone ($13.86โ€“$14.42)
Exit Target
$17.25
52-week high / +22% target ($17.25)
Stop Level
$13.13
Below SMA200 ($13.13)
Risk / Reward:1 : 3.08Favorable

Stage 2 uptrend โ€” institutional accumulation phase. SMA50 pullbacks are the highest-probability entry points. Stop below SMA200 preserves capital if trend breaks.

Technical zones only โ€” derived from moving averages and price structure. Not financial advice. Past technical patterns do not guarantee future performance.

Financial Statementslast 4 quarters via FMP

MetricQ3 2025Q2 2025Q1 2025Q4 2024
Revenue$160M$178M$180M$136M
Gross Profit$25M$31M$10M$-25M
Operating Income$-4M$675,000$31M$-28M
Net Income$-4M$329,000$30M$-27M
EPS (Diluted)$-0.13$0.01$0.86$-0.81
Gross Margin15.5%17.6%5.5%-18.4%
Operating Margin-2.4%0.4%17.2%-20.8%
Net Margin-2.7%0.2%16.5%-20.1%

Why This Stock

Financial ServicesValuation below sector median

Tradability FilterGrade D โ€” 33/100Score impact: -24.4pt

Low Tradability Warning

This stock has limited trading volume and/or float. Institutional investors may face difficulty entering or exiting positions without significant price impact. A post-hoc penalty has been applied to the composite score (this is not a backtested model factor โ€” it is a practical tradability overlay).

Volume
33
150K avg/day
Dollar Vol
14
$2M/day
Float
56
26M shares
Mkt Cap
28
$485M
Range
41
30% spread
Composite Liquidity Score33/100
FDCBA
low volumelow dollar volumesmall cap

Multi-Year Range Analysis

Sideways: 16/100
YearLowHighRangeStatus
2021$6.60$9.7138.1%Wide
2022$6.51$8.5627.2%Moderate
2023$8.06$11.7237%Wide
2024$10.95$15.8236.4%Wide
2025$11.57$15.0726.3%Moderate
3-Year Range
65%
Narrow Years
2 / 5
Sideways Penalty
None
Free Float
75.5%
Outstanding Shares
34M
Bid-Ask Spread
30.0%
Institutional Tradable
No

Scores are generated by a multi-stage ML pipeline combining fundamental analysis, ensemble predictions, and structural risk signals. All data is for research purposes only and does not constitute financial advice. Past performance does not guarantee future results.