Stock fact sheet · data as of
Green Plains Inc. (GPRE): fair value, margin of safety and Wheel Score
Basic Materials · Chemicals · United States · Value
Is GPRE undervalued?
At 14.29 (close of 16 Oct 2026), GPRE trades 34% below the GLS average fair value of 21.71. That average comes from 7 models run on the latest filings, and 5 of them land above the current price. Margins of safety over 30% are the exception rather than the rule across the ~7,400 stocks we value each night, so the number earns Green Plains Inc. the full Value points in the Wheel Score - and a closer look at what the market is pricing in.
The 7 models disagree widely: GLS Growth gives 5.25 while Graham Growth gives 37.98. A spread that wide means the average is sensitive to which methods you trust; the model table below shows where each one lands, and the Quote page lets you switch any of them off.
The nightly engine files GPRE under Value: positive earnings at a P/E of 18 or less.
Nine valuation models for GPRE
Each model turns the latest filed numbers into a value per share; the GLS fair value is the simple average of the ones that produce a positive number. The last two rows are shown for reference and never enter the average. The Quote page lets you switch any model off and add your own margin of safety.
| Model | Value | vs price | What it measures |
|---|---|---|---|
| DCF | - | - | Present value of the projected free cash flows, discounted at the cost of capital; no value tonight |
| Graham Number | 22.54 | +58% | The most a defensive investor pays for the earnings and book value per share |
| Graham Growth | 37.98 | +166% | Graham's growth formula: EPS × (8.5 + 2 × growth), adjusted for bond yields |
| Lynch | 11.80 | -17% | EPS × the earnings growth rate (PEG of 1), growth capped at 25% |
| GLS Growth | 5.25 | -63% | EPS compounded ten years at the blended growth rate, discounted back at 15% a year |
| 10 Cap | 21.73 | +52% | Owner's earnings (operating cash flow less maintenance capex) capitalised at 10% |
| Payback Time | 32.77 | +129% | Eight years of compounded free cash flow: the price at which the business pays for itself |
| DDM | - | - | Dividend discount model: next year's dividend ÷ (10% − 3% growth); needs a dividend; no value tonight |
| EPV | 19.93 | +39% | Earnings power value: current EPS capitalised at 9% with no growth |
| Zombie (liquidation) | -4.63 | -132% | Current assets less all liabilities, per share: the balance-sheet floor. Not in the average |
| Wall St target | 20.00 | +40% | Analysts' average 12-month price target. Not in the average |
Quality and financial health
On financial health GPRE scores 7/9 (Piotroski): most of the nine tests - positive earnings and cash flow, falling debt, rising margins and turnover - are passed, which is the kind of balance sheet a wheel trader is happy to be assigned. The GLS Moat score is low at 0.8 out of 10, which says the ten-year record of revenue, earnings, margins and returns on capital has been inconsistent - growth and shocks rather than steady compounding.
Returns on capital are thin or negative - ROIC -9.5%, ROE -15.8%, ROA -7.7% - with debt at 0.66 times equity and a free-cash-flow yield of 11.8%.
Green Plains Inc. pays no dividend, so the DDM model does not apply and a covered-call holder earns only the premium and any price gain. Revenue comes mainly from Products And Services Other 100% (quarter Q2 FY2026).
Institutional ownership scores 10/10, insider activity 10/10 and Congressional trading 5/10 on the GLS smart-money scales.
| Piotroski F-score | 7 / 9 | ROIC | -9.5% |
|---|---|---|---|
| GLS Moat | 0.8 / 10 | ROE | -15.8% |
| Debt / equity | 0.66 | ROA | -7.7% |
| Free-cash-flow yield | 11.8% | Payout ratio | 1% |
| Institutions | 10 / 10 | Insiders · Congress | 10 · 5 / 10 |
Wheel Score 77: Good
GPRE scores 77 out of 100 on the Wheel Score (Good band, 65-79). The score blends the margin of safety (Value, 25/25), Piotroski health (16/20), the GLS moat (1/15), the option premium on offer (19/20) and how easily the stock trades (16/20). Moat (1/15) is the part holding the score back.
Implied volatility is 63% on the near-the-money contracts 20-60 days out - above the 60% ceiling of the sweet spot. Premiums are large, but the Wheel Score tapers the Premium points (19 of 20) because volatility this high usually comes with a reason. The option chain is deep: 51,024 contracts of open interest across all expiries, which means tight fills at most strikes.
Volume runs at 1.7M shares a day on a market cap of $1.0B, with a beta of 1.15; the Stability part of the Wheel Score gives that 16 of 20.
| Part | Points | From | |
|---|---|---|---|
| Value | 25 / 25 | 34% margin of safety | |
| Health | 16 / 20 | Piotroski 7/9 | |
| Moat | 1 / 15 | moat 0.8/10 | |
| Premium | 19 / 20 | implied volatility 63% | |
| Stability | 16 / 20 | 1.7M shares/day, $1.0B cap, beta 1.15 |
The Wheel Score ranks ~7,400 US stocks for selling cash-secured puts and covered calls; it is updated nightly and is not a recommendation. The walkthrough lesson shows how the score fits into a trade, start to finish.
Upcoming events
The next earnings report is due on 4 Nov 2026 (before the open), 19 days away; a 30-45-day put sold today would expire after it, which is worth weighing against the premium.
Earnings, dividend, IPO, split and economic calendars for the whole market, filterable to your watchlists.
Similar stocks in Chemicals
The 12 companies below are the closest to Green Plains Inc. by market cap within the Chemicals industry, each with its own fact sheet; the Compare page puts up to eight of them side by side.
| Stock | Close | Fair value | MoS | Wheel | Mkt cap |
|---|---|---|---|---|---|
| LXU LSB Industries, Inc. | 10.46 | 14.45 | +28% | 74Good | $753M |
| WLKP Westlake Chemical Partners LP | 20.92 | 56.92 | +63% | 72Good | $737M |
| REX REX American Resources Corporation | 41.77 | 97.42 | +57% | 78Good | $1.4B |
| BAK Braskem S.A. | 1.81 | 20.04 | +91% | 39No options | $721M |
| HUN Huntsman Corporation | 8.56 | 29.56 | +71% | 45Weak | $1.5B |
| OLN Olin Corporation | 15.55 | 35.37 | +56% | 45Weak | $1.8B |
| TROX Tronox Holdings plc | 3.45 | 9.21 | +63% | 45Weak | $551M |
| VHI Valhi, Inc. | 14.33 | 34.73 | +59% | 39No options | $406M |
| MEOH Methanex Corporation | 63.61 | 50.41 | -26% | 57Fair | $4.9B |
| CE Celanese Corporation | 46.44 | 104.18 | +55% | 45Weak | $5.1B |
| SSL Sasol Limited | 15.63 | 127.65 | +88% | 83Prime | $10.0B |
| DD DuPont de Nemours, Inc. | 131.60 | 37.14 | -254% | 61Fair | $17.8B |
Screen the whole market the same way
A free GLS Equity account gets you nightly fair value and the Wheel Score on ~7,400 US stocks, a watchlist, the scanner preview and the Sunday Scan - the same eight-rule screen, emailed every week. Pro adds the full put and call scanners, unlimited watchlists with alerts and the trade journal.
Start free See the Sunday ScanQuestions about GPRE
Is GPRE undervalued right now?
By the GLS models, yes: at 14.29 the stock is 34% below the average fair value of 21.71 (data as of 16 Oct 2026). Whether the discount is deserved is the question to research next.
What is the Wheel Score of GPRE and what does it mean?
GPRE scores 77 out of 100 (Good). The Wheel Score blends the margin of safety (25 points), Piotroski health (20), the GLS moat (15), the option premium on offer (20) and trading stability (20) into one number that ranks stocks for the wheel strategy - selling cash-secured puts, then covered calls if assigned. 80 and above is Prime, 65-79 Good, 50-64 Fair, under 50 Weak.
What is the GLS fair value for GPRE?
21.71 per share as of 16 Oct 2026 - the simple average of the 7 valuation models (out of nine: DCF, Graham Number, Graham Growth, Lynch, GLS Growth, 10 Cap, Payback Time, DDM and EPV) that produced a positive value. The models run every night on the latest filings; the Quote page lets you switch any of them off and add a margin of safety of your own.
When does Green Plains Inc. report earnings next?
The next earnings report is due on 4 Nov 2026 (before the open), 19 days from the data date of 16 Oct 2026. The Calendars page lists every upcoming report with its time of day.
Does GPRE have listed options, and how liquid are they?
Yes. The nightly snapshot found 266 listed contracts with 51,024 open interest across all expiries and implied volatility of 63% on the near-the-money contracts. The Options scanner lists the cash-secured put and covered call set-ups with premium and annualised yield worked out.