Greenlight capital re, ltd. GLRE.US AI Analysis
BetaUS StockFinancial Services
(No presentation for GLRE)
GLRE Trend Score
3
24
15
Bullish
Analysis Conclusion
GLRE Trend Reference Factors
Exclusive
GLRE Trend Strategy Backtest
The following backtest is based on specified rules since 2007. Price chart shows buy/sell time, cumulative returns, and backtesting statistics.
Entry
Exit
The Backtest Result of GLRE from 2007-05-24 till Now
- -34.69%
- Cumulative Return
- -2.34%
- Annual Return
- 14.22%
- Volatility
- -0.16
- Sharpe Ratio
Statistics data for entering at or above a Trend score of 4 and exiting at or below a Trend score of 2 from May, 2007 to June, 2025. (Total Trades: 39)
| GLRE | Sector | US Overall Market | |
|---|---|---|---|
| Wining Rate | 21% | 30% | 31% |
| Avg Return | -0.7% | 0.1% | 13690% |
| Avg Profit | 14.5% | 16.1% | 44781.1% |
| Avg Loss | -4.6% | -6.9% | -9.1% |
| Avg Risk-Reward Ratio | 314.3% | 233.7% | 492169.4% |