Ch Robinson Worldwide Stock Market Value
| CHRW Stock | USD 99.49 0.95 0.95% |
| Symbol | CHRW |
CH Robinson Worldwide Price To Book Ratio
Is Air Freight & Logistics space 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 CH Robinson. If investors know CHRW 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 CH Robinson 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 0.176 | Earnings Share 3.86 | Revenue Per Share | Quarterly Revenue Growth 0.07 | Return On Assets |
The market value of CH Robinson Worldwide is measured differently than its book value, which is the value of CHRW that is recorded on the company's balance sheet. Investors also form their own opinion of CH Robinson's value that differs from its market value or its book value, called intrinsic value, which is CH Robinson's 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 CH Robinson's market value can be influenced by many factors that don't directly affect CH Robinson's 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 CH Robinson's value and its price as these two are different measures arrived at by different means. Investors typically determine if CH Robinson is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, CH Robinson's 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.
CH Robinson '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 CH Robinson's 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 CH Robinson.
| 01/03/2025 |
| 02/02/2025 |
If you would invest 0.00 in CH Robinson on January 3, 2025 and sell it all today you would earn a total of 0.00 from holding CH Robinson Worldwide or generate 0.0% return on investment in CH Robinson over 30 days. CH Robinson is related to or competes with JB Hunt, Landstar System, Hub, Forward Air, and Expeditors International. Robinson Worldwide, Inc., together with its subsidiaries, provides freight transportation services and logistics solutio... More
CH Robinson 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 CH Robinson's 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 CH Robinson Worldwide upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 11.46 | |||
| Value At Risk | (2.23) | |||
| Potential Upside | 2.22 |
CH Robinson Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CH Robinson's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CH Robinson's standard deviation. In reality, there are many statistical measures that can use CH Robinson historical prices to predict the future CH Robinson's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | (0.25) | |||
| Treynor Ratio | (0.37) |
CH Robinson Worldwide Backtested Returns
CH Robinson Worldwide retains Efficiency (Sharpe Ratio) of -0.0196, which signifies that the company had a -0.0196 % return per unit of price deviation over the last 3 months. CH Robinson exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm CH Robinson's Market Risk Adjusted Performance of (0.36), variance of 2.79, and Information Ratio of (0.11) to double-check the risk estimate we provide. The firm owns a Beta (Systematic Risk) of 0.3, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, CH Robinson's returns are expected to increase less than the market. However, during the bear market, the loss of holding CH Robinson is expected to be smaller as well. At this point, CH Robinson Worldwide has a negative expected return of -0.03%. Please make sure to confirm CH Robinson's total risk alpha, as well as the relationship between the kurtosis and market facilitation index , to decide if CH Robinson Worldwide performance from the past will be repeated sooner or later.
Auto-correlation | -0.01 |
Very weak reverse predictability
CH Robinson Worldwide has very weak reverse predictability. Overlapping area represents the amount of predictability between CH Robinson time series from 3rd of January 2025 to 18th of January 2025 and 18th of January 2025 to 2nd of February 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of CH Robinson Worldwide price movement. The serial correlation of -0.01 indicates that just 1.0% of current CH Robinson price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.01 | |
| Spearman Rank Test | 0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 14.35 |
CH Robinson Worldwide lagged returns against current returns
Autocorrelation, which is CH Robinson 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 CH Robinson's stock expected returns. We can calculate the autocorrelation of CH Robinson returns to help us make a trade decision. For example, suppose you find that CH Robinson 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 |
CH Robinson 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 CH Robinson stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CH Robinson stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CH Robinson stock over time.
Current vs Lagged Prices |
| Timeline |
CH Robinson Lagged Returns
When evaluating CH Robinson's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CH Robinson stock have on its future price. CH Robinson 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, CH Robinson autocorrelation shows the relationship between CH Robinson stock current value and its past values and can show if there is a momentum factor associated with investing in CH Robinson Worldwide.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for CHRW Stock Analysis
When running CH Robinson's price analysis, check to measure CH Robinson's 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 CH Robinson is operating at the current time. Most of CH Robinson's value examination focuses on studying past and present price action to predict the probability of CH Robinson's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CH Robinson's price. Additionally, you may evaluate how the addition of CH Robinson to your portfolios can decrease your overall portfolio volatility.